Trading Metrics calculated at close of trading on 08-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
3,362.0 |
3,313.0 |
-49.0 |
-1.5% |
3,400.0 |
High |
3,376.0 |
3,343.0 |
-33.0 |
-1.0% |
3,531.0 |
Low |
3,283.0 |
3,280.0 |
-3.0 |
-0.1% |
3,370.0 |
Close |
3,287.0 |
3,321.0 |
34.0 |
1.0% |
3,458.0 |
Range |
93.0 |
63.0 |
-30.0 |
-32.3% |
161.0 |
ATR |
94.7 |
92.4 |
-2.3 |
-2.4% |
0.0 |
Volume |
1,756,888 |
1,386,887 |
-370,001 |
-21.1% |
5,476,764 |
|
Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,503.7 |
3,475.3 |
3,355.7 |
|
R3 |
3,440.7 |
3,412.3 |
3,338.3 |
|
R2 |
3,377.7 |
3,377.7 |
3,332.6 |
|
R1 |
3,349.3 |
3,349.3 |
3,326.8 |
3,363.5 |
PP |
3,314.7 |
3,314.7 |
3,314.7 |
3,321.8 |
S1 |
3,286.3 |
3,286.3 |
3,315.2 |
3,300.5 |
S2 |
3,251.7 |
3,251.7 |
3,309.5 |
|
S3 |
3,188.7 |
3,223.3 |
3,303.7 |
|
S4 |
3,125.7 |
3,160.3 |
3,286.4 |
|
|
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 |
3,280.0 |
251.0 |
7.6% |
82.6 |
2.5% |
16% |
False |
True |
1,315,361 |
10 |
3,651.0 |
3,280.0 |
371.0 |
11.2% |
88.6 |
2.7% |
11% |
False |
True |
1,459,797 |
20 |
3,651.0 |
3,280.0 |
371.0 |
11.2% |
87.4 |
2.6% |
11% |
False |
True |
1,309,777 |
40 |
3,678.0 |
3,280.0 |
398.0 |
12.0% |
76.0 |
2.3% |
10% |
False |
True |
665,687 |
60 |
3,761.0 |
3,280.0 |
481.0 |
14.5% |
73.7 |
2.2% |
9% |
False |
True |
444,671 |
80 |
3,761.0 |
3,280.0 |
481.0 |
14.5% |
65.0 |
2.0% |
9% |
False |
True |
334,073 |
100 |
3,761.0 |
3,280.0 |
481.0 |
14.5% |
54.4 |
1.6% |
9% |
False |
True |
267,293 |
120 |
3,761.0 |
2,998.0 |
763.0 |
23.0% |
51.3 |
1.5% |
42% |
False |
False |
222,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,610.8 |
2.618 |
3,507.9 |
1.618 |
3,444.9 |
1.000 |
3,406.0 |
0.618 |
3,381.9 |
HIGH |
3,343.0 |
0.618 |
3,318.9 |
0.500 |
3,311.5 |
0.382 |
3,304.1 |
LOW |
3,280.0 |
0.618 |
3,241.1 |
1.000 |
3,217.0 |
1.618 |
3,178.1 |
2.618 |
3,115.1 |
4.250 |
3,012.3 |
|
|
Fisher Pivots for day following 08-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3,317.8 |
3,344.0 |
PP |
3,314.7 |
3,336.3 |
S1 |
3,311.5 |
3,328.7 |
|