Trading Metrics calculated at close of trading on 14-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
5,449.0 |
5,500.0 |
51.0 |
0.9% |
5,419.0 |
High |
5,491.0 |
5,536.0 |
45.0 |
0.8% |
5,535.0 |
Low |
5,393.0 |
5,485.0 |
92.0 |
1.7% |
5,324.0 |
Close |
5,405.0 |
5,518.0 |
113.0 |
2.1% |
5,437.0 |
Range |
98.0 |
51.0 |
-47.0 |
-48.0% |
211.0 |
ATR |
87.2 |
90.4 |
3.1 |
3.6% |
0.0 |
Volume |
29,784 |
32,160 |
2,376 |
8.0% |
142,443 |
|
Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,666.0 |
5,643.0 |
5,546.1 |
|
R3 |
5,615.0 |
5,592.0 |
5,532.0 |
|
R2 |
5,564.0 |
5,564.0 |
5,527.4 |
|
R1 |
5,541.0 |
5,541.0 |
5,522.7 |
5,552.5 |
PP |
5,513.0 |
5,513.0 |
5,513.0 |
5,518.8 |
S1 |
5,490.0 |
5,490.0 |
5,513.3 |
5,501.5 |
S2 |
5,462.0 |
5,462.0 |
5,508.7 |
|
S3 |
5,411.0 |
5,439.0 |
5,504.0 |
|
S4 |
5,360.0 |
5,388.0 |
5,490.0 |
|
|
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 |
5,536.0 |
5,324.0 |
212.0 |
3.8% |
86.6 |
1.6% |
92% |
True |
False |
29,051 |
10 |
5,561.0 |
5,324.0 |
237.0 |
4.3% |
90.9 |
1.6% |
82% |
False |
False |
28,661 |
20 |
5,652.0 |
5,324.0 |
328.0 |
5.9% |
79.2 |
1.4% |
59% |
False |
False |
30,233 |
40 |
5,756.0 |
5,324.0 |
432.0 |
7.8% |
60.2 |
1.1% |
45% |
False |
False |
21,078 |
60 |
5,923.0 |
5,324.0 |
599.0 |
10.9% |
44.8 |
0.8% |
32% |
False |
False |
14,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,752.8 |
2.618 |
5,669.5 |
1.618 |
5,618.5 |
1.000 |
5,587.0 |
0.618 |
5,567.5 |
HIGH |
5,536.0 |
0.618 |
5,516.5 |
0.500 |
5,510.5 |
0.382 |
5,504.5 |
LOW |
5,485.0 |
0.618 |
5,453.5 |
1.000 |
5,434.0 |
1.618 |
5,402.5 |
2.618 |
5,351.5 |
4.250 |
5,268.3 |
|
|
Fisher Pivots for day following 14-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
5,515.5 |
5,500.2 |
PP |
5,513.0 |
5,482.3 |
S1 |
5,510.5 |
5,464.5 |
|