Trading Metrics calculated at close of trading on 07-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
3,340.0 |
3,362.0 |
22.0 |
0.7% |
3,400.0 |
High |
3,408.0 |
3,376.0 |
-32.0 |
-0.9% |
3,531.0 |
Low |
3,311.0 |
3,283.0 |
-28.0 |
-0.8% |
3,370.0 |
Close |
3,358.0 |
3,287.0 |
-71.0 |
-2.1% |
3,458.0 |
Range |
97.0 |
93.0 |
-4.0 |
-4.1% |
161.0 |
ATR |
94.8 |
94.7 |
-0.1 |
-0.1% |
0.0 |
Volume |
1,756,888 |
1,756,888 |
0 |
0.0% |
5,476,764 |
|
Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,594.3 |
3,533.7 |
3,338.2 |
|
R3 |
3,501.3 |
3,440.7 |
3,312.6 |
|
R2 |
3,408.3 |
3,408.3 |
3,304.1 |
|
R1 |
3,347.7 |
3,347.7 |
3,295.5 |
3,331.5 |
PP |
3,315.3 |
3,315.3 |
3,315.3 |
3,307.3 |
S1 |
3,254.7 |
3,254.7 |
3,278.5 |
3,238.5 |
S2 |
3,222.3 |
3,222.3 |
3,270.0 |
|
S3 |
3,129.3 |
3,161.7 |
3,261.4 |
|
S4 |
3,036.3 |
3,068.7 |
3,235.9 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,936.0 |
3,858.0 |
3,546.6 |
|
R3 |
3,775.0 |
3,697.0 |
3,502.3 |
|
R2 |
3,614.0 |
3,614.0 |
3,487.5 |
|
R1 |
3,536.0 |
3,536.0 |
3,472.8 |
3,575.0 |
PP |
3,453.0 |
3,453.0 |
3,453.0 |
3,472.5 |
S1 |
3,375.0 |
3,375.0 |
3,443.2 |
3,414.0 |
S2 |
3,292.0 |
3,292.0 |
3,428.5 |
|
S3 |
3,131.0 |
3,214.0 |
3,413.7 |
|
S4 |
2,970.0 |
3,053.0 |
3,369.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,531.0 |
3,283.0 |
248.0 |
7.5% |
87.6 |
2.7% |
2% |
False |
True |
1,361,012 |
10 |
3,651.0 |
3,283.0 |
368.0 |
11.2% |
86.3 |
2.6% |
1% |
False |
True |
1,458,947 |
20 |
3,651.0 |
3,283.0 |
368.0 |
11.2% |
87.5 |
2.7% |
1% |
False |
True |
1,243,556 |
40 |
3,678.0 |
3,283.0 |
395.0 |
12.0% |
75.1 |
2.3% |
1% |
False |
True |
631,018 |
60 |
3,761.0 |
3,283.0 |
478.0 |
14.5% |
73.2 |
2.2% |
1% |
False |
True |
421,581 |
80 |
3,761.0 |
3,283.0 |
478.0 |
14.5% |
64.7 |
2.0% |
1% |
False |
True |
316,737 |
100 |
3,761.0 |
3,283.0 |
478.0 |
14.5% |
53.8 |
1.6% |
1% |
False |
True |
253,424 |
120 |
3,761.0 |
2,998.0 |
763.0 |
23.2% |
51.2 |
1.6% |
38% |
False |
False |
211,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,771.3 |
2.618 |
3,619.5 |
1.618 |
3,526.5 |
1.000 |
3,469.0 |
0.618 |
3,433.5 |
HIGH |
3,376.0 |
0.618 |
3,340.5 |
0.500 |
3,329.5 |
0.382 |
3,318.5 |
LOW |
3,283.0 |
0.618 |
3,225.5 |
1.000 |
3,190.0 |
1.618 |
3,132.5 |
2.618 |
3,039.5 |
4.250 |
2,887.8 |
|
|
Fisher Pivots for day following 07-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3,329.5 |
3,395.5 |
PP |
3,315.3 |
3,359.3 |
S1 |
3,301.2 |
3,323.2 |
|