Trading Metrics calculated at close of trading on 09-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
5,484.0 |
5,360.0 |
-124.0 |
-2.3% |
5,454.0 |
High |
5,504.0 |
5,438.0 |
-66.0 |
-1.2% |
5,561.0 |
Low |
5,392.0 |
5,324.0 |
-68.0 |
-1.3% |
5,324.0 |
Close |
5,401.0 |
5,408.0 |
7.0 |
0.1% |
5,487.0 |
Range |
112.0 |
114.0 |
2.0 |
1.8% |
237.0 |
ATR |
85.8 |
87.8 |
2.0 |
2.3% |
0.0 |
Volume |
32,681 |
29,956 |
-2,725 |
-8.3% |
162,651 |
|
Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,732.0 |
5,684.0 |
5,470.7 |
|
R3 |
5,618.0 |
5,570.0 |
5,439.4 |
|
R2 |
5,504.0 |
5,504.0 |
5,428.9 |
|
R1 |
5,456.0 |
5,456.0 |
5,418.5 |
5,480.0 |
PP |
5,390.0 |
5,390.0 |
5,390.0 |
5,402.0 |
S1 |
5,342.0 |
5,342.0 |
5,397.6 |
5,366.0 |
S2 |
5,276.0 |
5,276.0 |
5,387.1 |
|
S3 |
5,162.0 |
5,228.0 |
5,376.7 |
|
S4 |
5,048.0 |
5,114.0 |
5,345.3 |
|
|
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 |
5,540.0 |
5,324.0 |
216.0 |
4.0% |
96.8 |
1.8% |
39% |
False |
True |
29,454 |
10 |
5,561.0 |
5,324.0 |
237.0 |
4.4% |
96.7 |
1.8% |
35% |
False |
True |
31,835 |
20 |
5,652.0 |
5,324.0 |
328.0 |
6.1% |
75.4 |
1.4% |
26% |
False |
True |
37,703 |
40 |
5,756.0 |
5,324.0 |
432.0 |
8.0% |
56.6 |
1.0% |
19% |
False |
True |
19,014 |
60 |
5,923.0 |
5,324.0 |
599.0 |
11.1% |
41.3 |
0.8% |
14% |
False |
True |
12,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,922.5 |
2.618 |
5,736.5 |
1.618 |
5,622.5 |
1.000 |
5,552.0 |
0.618 |
5,508.5 |
HIGH |
5,438.0 |
0.618 |
5,394.5 |
0.500 |
5,381.0 |
0.382 |
5,367.5 |
LOW |
5,324.0 |
0.618 |
5,253.5 |
1.000 |
5,210.0 |
1.618 |
5,139.5 |
2.618 |
5,025.5 |
4.250 |
4,839.5 |
|
|
Fisher Pivots for day following 09-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
5,399.0 |
5,429.5 |
PP |
5,390.0 |
5,422.3 |
S1 |
5,381.0 |
5,415.2 |
|