Trading Metrics calculated at close of trading on 07-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
5,419.0 |
5,460.0 |
41.0 |
0.8% |
5,454.0 |
High |
5,444.0 |
5,535.0 |
91.0 |
1.7% |
5,561.0 |
Low |
5,378.0 |
5,448.0 |
70.0 |
1.3% |
5,324.0 |
Close |
5,432.0 |
5,523.0 |
91.0 |
1.7% |
5,487.0 |
Range |
66.0 |
87.0 |
21.0 |
31.8% |
237.0 |
ATR |
80.8 |
82.4 |
1.6 |
2.0% |
0.0 |
Volume |
23,481 |
35,648 |
12,167 |
51.8% |
162,651 |
|
Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,763.0 |
5,730.0 |
5,570.9 |
|
R3 |
5,676.0 |
5,643.0 |
5,546.9 |
|
R2 |
5,589.0 |
5,589.0 |
5,539.0 |
|
R1 |
5,556.0 |
5,556.0 |
5,531.0 |
5,572.5 |
PP |
5,502.0 |
5,502.0 |
5,502.0 |
5,510.3 |
S1 |
5,469.0 |
5,469.0 |
5,515.0 |
5,485.5 |
S2 |
5,415.0 |
5,415.0 |
5,507.1 |
|
S3 |
5,328.0 |
5,382.0 |
5,499.1 |
|
S4 |
5,241.0 |
5,295.0 |
5,475.2 |
|
|
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 |
5,363.0 |
198.0 |
3.6% |
95.2 |
1.7% |
81% |
False |
False |
28,271 |
10 |
5,652.0 |
5,324.0 |
328.0 |
5.9% |
83.3 |
1.5% |
61% |
False |
False |
29,866 |
20 |
5,652.0 |
5,324.0 |
328.0 |
5.9% |
68.8 |
1.2% |
61% |
False |
False |
34,771 |
40 |
5,756.0 |
5,324.0 |
432.0 |
7.8% |
51.0 |
0.9% |
46% |
False |
False |
17,449 |
60 |
5,923.0 |
5,324.0 |
599.0 |
10.8% |
37.6 |
0.7% |
33% |
False |
False |
11,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,904.8 |
2.618 |
5,762.8 |
1.618 |
5,675.8 |
1.000 |
5,622.0 |
0.618 |
5,588.8 |
HIGH |
5,535.0 |
0.618 |
5,501.8 |
0.500 |
5,491.5 |
0.382 |
5,481.2 |
LOW |
5,448.0 |
0.618 |
5,394.2 |
1.000 |
5,361.0 |
1.618 |
5,307.2 |
2.618 |
5,220.2 |
4.250 |
5,078.3 |
|
|
Fisher Pivots for day following 07-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
5,512.5 |
5,501.7 |
PP |
5,502.0 |
5,480.3 |
S1 |
5,491.5 |
5,459.0 |
|