Trading Metrics calculated at close of trading on 15-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
5,500.0 |
5,530.0 |
30.0 |
0.5% |
5,419.0 |
High |
5,536.0 |
5,588.0 |
52.0 |
0.9% |
5,535.0 |
Low |
5,485.0 |
5,524.0 |
39.0 |
0.7% |
5,324.0 |
Close |
5,518.0 |
5,584.0 |
66.0 |
1.2% |
5,437.0 |
Range |
51.0 |
64.0 |
13.0 |
25.5% |
211.0 |
ATR |
90.4 |
88.9 |
-1.5 |
-1.6% |
0.0 |
Volume |
32,160 |
26,054 |
-6,106 |
-19.0% |
142,443 |
|
Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,757.3 |
5,734.7 |
5,619.2 |
|
R3 |
5,693.3 |
5,670.7 |
5,601.6 |
|
R2 |
5,629.3 |
5,629.3 |
5,595.7 |
|
R1 |
5,606.7 |
5,606.7 |
5,589.9 |
5,618.0 |
PP |
5,565.3 |
5,565.3 |
5,565.3 |
5,571.0 |
S1 |
5,542.7 |
5,542.7 |
5,578.1 |
5,554.0 |
S2 |
5,501.3 |
5,501.3 |
5,572.3 |
|
S3 |
5,437.3 |
5,478.7 |
5,566.4 |
|
S4 |
5,373.3 |
5,414.7 |
5,548.8 |
|
|
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 |
5,588.0 |
5,324.0 |
264.0 |
4.7% |
77.0 |
1.4% |
98% |
True |
False |
27,726 |
10 |
5,588.0 |
5,324.0 |
264.0 |
4.7% |
85.5 |
1.5% |
98% |
True |
False |
28,428 |
20 |
5,652.0 |
5,324.0 |
328.0 |
5.9% |
80.0 |
1.4% |
79% |
False |
False |
29,102 |
40 |
5,756.0 |
5,324.0 |
432.0 |
7.7% |
61.7 |
1.1% |
60% |
False |
False |
21,729 |
60 |
5,923.0 |
5,324.0 |
599.0 |
10.7% |
45.8 |
0.8% |
43% |
False |
False |
14,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,860.0 |
2.618 |
5,755.6 |
1.618 |
5,691.6 |
1.000 |
5,652.0 |
0.618 |
5,627.6 |
HIGH |
5,588.0 |
0.618 |
5,563.6 |
0.500 |
5,556.0 |
0.382 |
5,548.4 |
LOW |
5,524.0 |
0.618 |
5,484.4 |
1.000 |
5,460.0 |
1.618 |
5,420.4 |
2.618 |
5,356.4 |
4.250 |
5,252.0 |
|
|
Fisher Pivots for day following 15-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
5,574.7 |
5,552.8 |
PP |
5,565.3 |
5,521.7 |
S1 |
5,556.0 |
5,490.5 |
|