Trading Metrics calculated at close of trading on 22-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
5,645.0 |
5,619.0 |
-26.0 |
-0.5% |
5,449.0 |
High |
5,668.0 |
5,622.0 |
-46.0 |
-0.8% |
5,642.0 |
Low |
5,632.0 |
5,544.0 |
-88.0 |
-1.6% |
5,393.0 |
Close |
5,646.0 |
5,552.0 |
-94.0 |
-1.7% |
5,613.0 |
Range |
36.0 |
78.0 |
42.0 |
116.7% |
249.0 |
ATR |
78.2 |
79.9 |
1.7 |
2.2% |
0.0 |
Volume |
20,104 |
21,669 |
1,565 |
7.8% |
127,354 |
|
Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,806.7 |
5,757.3 |
5,594.9 |
|
R3 |
5,728.7 |
5,679.3 |
5,573.5 |
|
R2 |
5,650.7 |
5,650.7 |
5,566.3 |
|
R1 |
5,601.3 |
5,601.3 |
5,559.2 |
5,587.0 |
PP |
5,572.7 |
5,572.7 |
5,572.7 |
5,565.5 |
S1 |
5,523.3 |
5,523.3 |
5,544.9 |
5,509.0 |
S2 |
5,494.7 |
5,494.7 |
5,537.7 |
|
S3 |
5,416.7 |
5,445.3 |
5,530.6 |
|
S4 |
5,338.7 |
5,367.3 |
5,509.1 |
|
|
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 |
5,668.0 |
5,544.0 |
124.0 |
2.2% |
52.4 |
0.9% |
6% |
False |
True |
19,330 |
10 |
5,668.0 |
5,324.0 |
344.0 |
6.2% |
64.7 |
1.2% |
66% |
False |
False |
23,528 |
20 |
5,668.0 |
5,324.0 |
344.0 |
6.2% |
78.1 |
1.4% |
66% |
False |
False |
27,357 |
40 |
5,756.0 |
5,324.0 |
432.0 |
7.8% |
64.9 |
1.2% |
53% |
False |
False |
24,129 |
60 |
5,775.0 |
5,324.0 |
451.0 |
8.1% |
49.4 |
0.9% |
51% |
False |
False |
16,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,953.5 |
2.618 |
5,826.2 |
1.618 |
5,748.2 |
1.000 |
5,700.0 |
0.618 |
5,670.2 |
HIGH |
5,622.0 |
0.618 |
5,592.2 |
0.500 |
5,583.0 |
0.382 |
5,573.8 |
LOW |
5,544.0 |
0.618 |
5,495.8 |
1.000 |
5,466.0 |
1.618 |
5,417.8 |
2.618 |
5,339.8 |
4.250 |
5,212.5 |
|
|
Fisher Pivots for day following 22-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
5,583.0 |
5,606.0 |
PP |
5,572.7 |
5,588.0 |
S1 |
5,562.3 |
5,570.0 |
|