Trading Metrics calculated at close of trading on 17-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
5,606.0 |
5,635.0 |
29.0 |
0.5% |
5,449.0 |
High |
5,640.0 |
5,642.0 |
2.0 |
0.0% |
5,642.0 |
Low |
5,591.0 |
5,592.0 |
1.0 |
0.0% |
5,393.0 |
Close |
5,622.0 |
5,613.0 |
-9.0 |
-0.2% |
5,613.0 |
Range |
49.0 |
50.0 |
1.0 |
2.0% |
249.0 |
ATR |
86.6 |
84.0 |
-2.6 |
-3.0% |
0.0 |
Volume |
22,439 |
16,917 |
-5,522 |
-24.6% |
127,354 |
|
Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,765.7 |
5,739.3 |
5,640.5 |
|
R3 |
5,715.7 |
5,689.3 |
5,626.8 |
|
R2 |
5,665.7 |
5,665.7 |
5,622.2 |
|
R1 |
5,639.3 |
5,639.3 |
5,617.6 |
5,627.5 |
PP |
5,615.7 |
5,615.7 |
5,615.7 |
5,609.8 |
S1 |
5,589.3 |
5,589.3 |
5,608.4 |
5,577.5 |
S2 |
5,565.7 |
5,565.7 |
5,603.8 |
|
S3 |
5,515.7 |
5,539.3 |
5,599.3 |
|
S4 |
5,465.7 |
5,489.3 |
5,585.5 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,296.3 |
6,203.7 |
5,750.0 |
|
R3 |
6,047.3 |
5,954.7 |
5,681.5 |
|
R2 |
5,798.3 |
5,798.3 |
5,658.7 |
|
R1 |
5,705.7 |
5,705.7 |
5,635.8 |
5,752.0 |
PP |
5,549.3 |
5,549.3 |
5,549.3 |
5,572.5 |
S1 |
5,456.7 |
5,456.7 |
5,590.2 |
5,503.0 |
S2 |
5,300.3 |
5,300.3 |
5,567.4 |
|
S3 |
5,051.3 |
5,207.7 |
5,544.5 |
|
S4 |
4,802.3 |
4,958.7 |
5,476.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,642.0 |
5,393.0 |
249.0 |
4.4% |
62.4 |
1.1% |
88% |
True |
False |
25,470 |
10 |
5,642.0 |
5,324.0 |
318.0 |
5.7% |
74.9 |
1.3% |
91% |
True |
False |
26,979 |
20 |
5,652.0 |
5,324.0 |
328.0 |
5.8% |
77.0 |
1.4% |
88% |
False |
False |
27,841 |
40 |
5,756.0 |
5,324.0 |
432.0 |
7.7% |
63.2 |
1.1% |
67% |
False |
False |
22,703 |
60 |
5,923.0 |
5,324.0 |
599.0 |
10.7% |
47.2 |
0.8% |
48% |
False |
False |
15,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,854.5 |
2.618 |
5,772.9 |
1.618 |
5,722.9 |
1.000 |
5,692.0 |
0.618 |
5,672.9 |
HIGH |
5,642.0 |
0.618 |
5,622.9 |
0.500 |
5,617.0 |
0.382 |
5,611.1 |
LOW |
5,592.0 |
0.618 |
5,561.1 |
1.000 |
5,542.0 |
1.618 |
5,511.1 |
2.618 |
5,461.1 |
4.250 |
5,379.5 |
|
|
Fisher Pivots for day following 17-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
5,617.0 |
5,603.0 |
PP |
5,615.7 |
5,593.0 |
S1 |
5,614.3 |
5,583.0 |
|