Trading Metrics calculated at close of trading on 13-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
5,425.0 |
5,449.0 |
24.0 |
0.4% |
5,419.0 |
High |
5,476.0 |
5,491.0 |
15.0 |
0.3% |
5,535.0 |
Low |
5,418.0 |
5,393.0 |
-25.0 |
-0.5% |
5,324.0 |
Close |
5,437.0 |
5,405.0 |
-32.0 |
-0.6% |
5,437.0 |
Range |
58.0 |
98.0 |
40.0 |
69.0% |
211.0 |
ATR |
86.4 |
87.2 |
0.8 |
1.0% |
0.0 |
Volume |
20,677 |
29,784 |
9,107 |
44.0% |
142,443 |
|
Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,723.7 |
5,662.3 |
5,458.9 |
|
R3 |
5,625.7 |
5,564.3 |
5,432.0 |
|
R2 |
5,527.7 |
5,527.7 |
5,423.0 |
|
R1 |
5,466.3 |
5,466.3 |
5,414.0 |
5,448.0 |
PP |
5,429.7 |
5,429.7 |
5,429.7 |
5,420.5 |
S1 |
5,368.3 |
5,368.3 |
5,396.0 |
5,350.0 |
S2 |
5,331.7 |
5,331.7 |
5,387.0 |
|
S3 |
5,233.7 |
5,270.3 |
5,378.1 |
|
S4 |
5,135.7 |
5,172.3 |
5,351.1 |
|
|
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% |
93.8 |
1.7% |
38% |
False |
False |
29,749 |
10 |
5,561.0 |
5,324.0 |
237.0 |
4.4% |
95.2 |
1.8% |
34% |
False |
False |
29,631 |
20 |
5,652.0 |
5,324.0 |
328.0 |
6.1% |
79.3 |
1.5% |
25% |
False |
False |
34,812 |
40 |
5,756.0 |
5,324.0 |
432.0 |
8.0% |
60.5 |
1.1% |
19% |
False |
False |
20,274 |
60 |
5,923.0 |
5,324.0 |
599.0 |
11.1% |
43.9 |
0.8% |
14% |
False |
False |
13,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,907.5 |
2.618 |
5,747.6 |
1.618 |
5,649.6 |
1.000 |
5,589.0 |
0.618 |
5,551.6 |
HIGH |
5,491.0 |
0.618 |
5,453.6 |
0.500 |
5,442.0 |
0.382 |
5,430.4 |
LOW |
5,393.0 |
0.618 |
5,332.4 |
1.000 |
5,295.0 |
1.618 |
5,234.4 |
2.618 |
5,136.4 |
4.250 |
4,976.5 |
|
|
Fisher Pivots for day following 13-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
5,442.0 |
5,407.5 |
PP |
5,429.7 |
5,406.7 |
S1 |
5,417.3 |
5,405.8 |
|