Trading Metrics calculated at close of trading on 10-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
5,360.0 |
5,425.0 |
65.0 |
1.2% |
5,419.0 |
High |
5,438.0 |
5,476.0 |
38.0 |
0.7% |
5,535.0 |
Low |
5,324.0 |
5,418.0 |
94.0 |
1.8% |
5,324.0 |
Close |
5,408.0 |
5,437.0 |
29.0 |
0.5% |
5,437.0 |
Range |
114.0 |
58.0 |
-56.0 |
-49.1% |
211.0 |
ATR |
87.8 |
86.4 |
-1.4 |
-1.6% |
0.0 |
Volume |
29,956 |
20,677 |
-9,279 |
-31.0% |
142,443 |
|
Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,617.7 |
5,585.3 |
5,468.9 |
|
R3 |
5,559.7 |
5,527.3 |
5,453.0 |
|
R2 |
5,501.7 |
5,501.7 |
5,447.6 |
|
R1 |
5,469.3 |
5,469.3 |
5,442.3 |
5,485.5 |
PP |
5,443.7 |
5,443.7 |
5,443.7 |
5,451.8 |
S1 |
5,411.3 |
5,411.3 |
5,431.7 |
5,427.5 |
S2 |
5,385.7 |
5,385.7 |
5,426.4 |
|
S3 |
5,327.7 |
5,353.3 |
5,421.1 |
|
S4 |
5,269.7 |
5,295.3 |
5,405.1 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,065.0 |
5,962.0 |
5,553.1 |
|
R3 |
5,854.0 |
5,751.0 |
5,495.0 |
|
R2 |
5,643.0 |
5,643.0 |
5,475.7 |
|
R1 |
5,540.0 |
5,540.0 |
5,456.3 |
5,591.5 |
PP |
5,432.0 |
5,432.0 |
5,432.0 |
5,457.8 |
S1 |
5,329.0 |
5,329.0 |
5,417.7 |
5,380.5 |
S2 |
5,221.0 |
5,221.0 |
5,398.3 |
|
S3 |
5,010.0 |
5,118.0 |
5,379.0 |
|
S4 |
4,799.0 |
4,907.0 |
5,321.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,535.0 |
5,324.0 |
211.0 |
3.9% |
87.4 |
1.6% |
54% |
False |
False |
28,488 |
10 |
5,561.0 |
5,324.0 |
237.0 |
4.4% |
94.8 |
1.7% |
48% |
False |
False |
30,509 |
20 |
5,652.0 |
5,324.0 |
328.0 |
6.0% |
77.1 |
1.4% |
34% |
False |
False |
38,227 |
40 |
5,756.0 |
5,324.0 |
432.0 |
7.9% |
58.1 |
1.1% |
26% |
False |
False |
19,530 |
60 |
5,923.0 |
5,324.0 |
599.0 |
11.0% |
42.3 |
0.8% |
19% |
False |
False |
13,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,722.5 |
2.618 |
5,627.8 |
1.618 |
5,569.8 |
1.000 |
5,534.0 |
0.618 |
5,511.8 |
HIGH |
5,476.0 |
0.618 |
5,453.8 |
0.500 |
5,447.0 |
0.382 |
5,440.2 |
LOW |
5,418.0 |
0.618 |
5,382.2 |
1.000 |
5,360.0 |
1.618 |
5,324.2 |
2.618 |
5,266.2 |
4.250 |
5,171.5 |
|
|
Fisher Pivots for day following 10-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
5,447.0 |
5,429.3 |
PP |
5,443.7 |
5,421.7 |
S1 |
5,440.3 |
5,414.0 |
|