Trading Metrics calculated at close of trading on 08-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
5,460.0 |
5,484.0 |
24.0 |
0.4% |
5,454.0 |
High |
5,535.0 |
5,504.0 |
-31.0 |
-0.6% |
5,561.0 |
Low |
5,448.0 |
5,392.0 |
-56.0 |
-1.0% |
5,324.0 |
Close |
5,523.0 |
5,401.0 |
-122.0 |
-2.2% |
5,487.0 |
Range |
87.0 |
112.0 |
25.0 |
28.7% |
237.0 |
ATR |
82.4 |
85.8 |
3.5 |
4.2% |
0.0 |
Volume |
35,648 |
32,681 |
-2,967 |
-8.3% |
162,651 |
|
Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,768.3 |
5,696.7 |
5,462.6 |
|
R3 |
5,656.3 |
5,584.7 |
5,431.8 |
|
R2 |
5,544.3 |
5,544.3 |
5,421.5 |
|
R1 |
5,472.7 |
5,472.7 |
5,411.3 |
5,452.5 |
PP |
5,432.3 |
5,432.3 |
5,432.3 |
5,422.3 |
S1 |
5,360.7 |
5,360.7 |
5,390.7 |
5,340.5 |
S2 |
5,320.3 |
5,320.3 |
5,380.5 |
|
S3 |
5,208.3 |
5,248.7 |
5,370.2 |
|
S4 |
5,096.3 |
5,136.7 |
5,339.4 |
|
|
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 |
5,378.0 |
183.0 |
3.4% |
94.0 |
1.7% |
13% |
False |
False |
29,130 |
10 |
5,625.0 |
5,324.0 |
301.0 |
5.6% |
91.5 |
1.7% |
26% |
False |
False |
31,185 |
20 |
5,652.0 |
5,324.0 |
328.0 |
6.1% |
72.6 |
1.3% |
23% |
False |
False |
36,343 |
40 |
5,756.0 |
5,324.0 |
432.0 |
8.0% |
53.8 |
1.0% |
18% |
False |
False |
18,265 |
60 |
5,923.0 |
5,324.0 |
599.0 |
11.1% |
39.4 |
0.7% |
13% |
False |
False |
12,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,980.0 |
2.618 |
5,797.2 |
1.618 |
5,685.2 |
1.000 |
5,616.0 |
0.618 |
5,573.2 |
HIGH |
5,504.0 |
0.618 |
5,461.2 |
0.500 |
5,448.0 |
0.382 |
5,434.8 |
LOW |
5,392.0 |
0.618 |
5,322.8 |
1.000 |
5,280.0 |
1.618 |
5,210.8 |
2.618 |
5,098.8 |
4.250 |
4,916.0 |
|
|
Fisher Pivots for day following 08-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
5,448.0 |
5,456.5 |
PP |
5,432.3 |
5,438.0 |
S1 |
5,416.7 |
5,419.5 |
|