Trading Metrics calculated at close of trading on 23-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
5,619.0 |
5,557.0 |
-62.0 |
-1.1% |
5,449.0 |
High |
5,622.0 |
5,563.0 |
-59.0 |
-1.0% |
5,642.0 |
Low |
5,544.0 |
5,526.0 |
-18.0 |
-0.3% |
5,393.0 |
Close |
5,552.0 |
5,533.0 |
-19.0 |
-0.3% |
5,613.0 |
Range |
78.0 |
37.0 |
-41.0 |
-52.6% |
249.0 |
ATR |
79.9 |
76.8 |
-3.1 |
-3.8% |
0.0 |
Volume |
21,669 |
18,126 |
-3,543 |
-16.4% |
127,354 |
|
Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,651.7 |
5,629.3 |
5,553.4 |
|
R3 |
5,614.7 |
5,592.3 |
5,543.2 |
|
R2 |
5,577.7 |
5,577.7 |
5,539.8 |
|
R1 |
5,555.3 |
5,555.3 |
5,536.4 |
5,548.0 |
PP |
5,540.7 |
5,540.7 |
5,540.7 |
5,537.0 |
S1 |
5,518.3 |
5,518.3 |
5,529.6 |
5,511.0 |
S2 |
5,503.7 |
5,503.7 |
5,526.2 |
|
S3 |
5,466.7 |
5,481.3 |
5,522.8 |
|
S4 |
5,429.7 |
5,444.3 |
5,512.7 |
|
|
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 |
5,526.0 |
142.0 |
2.6% |
50.0 |
0.9% |
5% |
False |
True |
18,467 |
10 |
5,668.0 |
5,393.0 |
275.0 |
5.0% |
57.0 |
1.0% |
51% |
False |
False |
22,345 |
20 |
5,668.0 |
5,324.0 |
344.0 |
6.2% |
76.9 |
1.4% |
61% |
False |
False |
27,090 |
40 |
5,756.0 |
5,324.0 |
432.0 |
7.8% |
65.5 |
1.2% |
48% |
False |
False |
24,579 |
60 |
5,756.0 |
5,324.0 |
432.0 |
7.8% |
50.0 |
0.9% |
48% |
False |
False |
16,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,720.3 |
2.618 |
5,659.9 |
1.618 |
5,622.9 |
1.000 |
5,600.0 |
0.618 |
5,585.9 |
HIGH |
5,563.0 |
0.618 |
5,548.9 |
0.500 |
5,544.5 |
0.382 |
5,540.1 |
LOW |
5,526.0 |
0.618 |
5,503.1 |
1.000 |
5,489.0 |
1.618 |
5,466.1 |
2.618 |
5,429.1 |
4.250 |
5,368.8 |
|
|
Fisher Pivots for day following 23-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
5,544.5 |
5,597.0 |
PP |
5,540.7 |
5,575.7 |
S1 |
5,536.8 |
5,554.3 |
|