Trading Metrics calculated at close of trading on 06-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
5,539.0 |
5,419.0 |
-120.0 |
-2.2% |
5,454.0 |
High |
5,540.0 |
5,444.0 |
-96.0 |
-1.7% |
5,561.0 |
Low |
5,435.0 |
5,378.0 |
-57.0 |
-1.0% |
5,324.0 |
Close |
5,487.0 |
5,432.0 |
-55.0 |
-1.0% |
5,487.0 |
Range |
105.0 |
66.0 |
-39.0 |
-37.1% |
237.0 |
ATR |
78.6 |
80.8 |
2.2 |
2.8% |
0.0 |
Volume |
25,505 |
23,481 |
-2,024 |
-7.9% |
162,651 |
|
Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,616.0 |
5,590.0 |
5,468.3 |
|
R3 |
5,550.0 |
5,524.0 |
5,450.2 |
|
R2 |
5,484.0 |
5,484.0 |
5,444.1 |
|
R1 |
5,458.0 |
5,458.0 |
5,438.1 |
5,471.0 |
PP |
5,418.0 |
5,418.0 |
5,418.0 |
5,424.5 |
S1 |
5,392.0 |
5,392.0 |
5,426.0 |
5,405.0 |
S2 |
5,352.0 |
5,352.0 |
5,419.9 |
|
S3 |
5,286.0 |
5,326.0 |
5,413.9 |
|
S4 |
5,220.0 |
5,260.0 |
5,395.7 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,168.3 |
6,064.7 |
5,617.4 |
|
R3 |
5,931.3 |
5,827.7 |
5,552.2 |
|
R2 |
5,694.3 |
5,694.3 |
5,530.5 |
|
R1 |
5,590.7 |
5,590.7 |
5,508.7 |
5,642.5 |
PP |
5,457.3 |
5,457.3 |
5,457.3 |
5,483.3 |
S1 |
5,353.7 |
5,353.7 |
5,465.3 |
5,405.5 |
S2 |
5,220.3 |
5,220.3 |
5,443.6 |
|
S3 |
4,983.3 |
5,116.7 |
5,421.8 |
|
S4 |
4,746.3 |
4,879.7 |
5,356.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,561.0 |
5,324.0 |
237.0 |
4.4% |
96.6 |
1.8% |
46% |
False |
False |
29,514 |
10 |
5,652.0 |
5,324.0 |
328.0 |
6.0% |
79.7 |
1.5% |
33% |
False |
False |
29,215 |
20 |
5,652.0 |
5,324.0 |
328.0 |
6.0% |
66.9 |
1.2% |
33% |
False |
False |
33,010 |
40 |
5,756.0 |
5,324.0 |
432.0 |
8.0% |
51.0 |
0.9% |
25% |
False |
False |
16,558 |
60 |
5,923.0 |
5,324.0 |
599.0 |
11.0% |
36.1 |
0.7% |
18% |
False |
False |
11,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,724.5 |
2.618 |
5,616.8 |
1.618 |
5,550.8 |
1.000 |
5,510.0 |
0.618 |
5,484.8 |
HIGH |
5,444.0 |
0.618 |
5,418.8 |
0.500 |
5,411.0 |
0.382 |
5,403.2 |
LOW |
5,378.0 |
0.618 |
5,337.2 |
1.000 |
5,312.0 |
1.618 |
5,271.2 |
2.618 |
5,205.2 |
4.250 |
5,097.5 |
|
|
Fisher Pivots for day following 06-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
5,425.0 |
5,469.5 |
PP |
5,418.0 |
5,457.0 |
S1 |
5,411.0 |
5,444.5 |
|