Trading Metrics calculated at close of trading on 09-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
3,313.0 |
3,340.0 |
27.0 |
0.8% |
3,400.0 |
High |
3,343.0 |
3,433.0 |
90.0 |
2.7% |
3,531.0 |
Low |
3,280.0 |
3,332.0 |
52.0 |
1.6% |
3,370.0 |
Close |
3,321.0 |
3,419.0 |
98.0 |
3.0% |
3,458.0 |
Range |
63.0 |
101.0 |
38.0 |
60.3% |
161.0 |
ATR |
92.4 |
93.8 |
1.4 |
1.5% |
0.0 |
Volume |
1,386,887 |
1,717,750 |
330,863 |
23.9% |
5,476,764 |
|
Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,697.7 |
3,659.3 |
3,474.6 |
|
R3 |
3,596.7 |
3,558.3 |
3,446.8 |
|
R2 |
3,495.7 |
3,495.7 |
3,437.5 |
|
R1 |
3,457.3 |
3,457.3 |
3,428.3 |
3,476.5 |
PP |
3,394.7 |
3,394.7 |
3,394.7 |
3,404.3 |
S1 |
3,356.3 |
3,356.3 |
3,409.7 |
3,375.5 |
S2 |
3,293.7 |
3,293.7 |
3,400.5 |
|
S3 |
3,192.7 |
3,255.3 |
3,391.2 |
|
S4 |
3,091.7 |
3,154.3 |
3,363.5 |
|
|
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 |
3,508.0 |
3,280.0 |
228.0 |
6.7% |
83.0 |
2.4% |
61% |
False |
False |
1,501,942 |
10 |
3,651.0 |
3,280.0 |
371.0 |
10.9% |
92.0 |
2.7% |
37% |
False |
False |
1,500,682 |
20 |
3,651.0 |
3,280.0 |
371.0 |
10.9% |
86.8 |
2.5% |
37% |
False |
False |
1,375,852 |
40 |
3,678.0 |
3,280.0 |
398.0 |
11.6% |
76.6 |
2.2% |
35% |
False |
False |
708,622 |
60 |
3,751.0 |
3,280.0 |
471.0 |
13.8% |
74.9 |
2.2% |
30% |
False |
False |
473,244 |
80 |
3,761.0 |
3,280.0 |
481.0 |
14.1% |
66.2 |
1.9% |
29% |
False |
False |
355,545 |
100 |
3,761.0 |
3,280.0 |
481.0 |
14.1% |
55.4 |
1.6% |
29% |
False |
False |
284,470 |
120 |
3,761.0 |
3,074.0 |
687.0 |
20.1% |
51.5 |
1.5% |
50% |
False |
False |
237,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,862.3 |
2.618 |
3,697.4 |
1.618 |
3,596.4 |
1.000 |
3,534.0 |
0.618 |
3,495.4 |
HIGH |
3,433.0 |
0.618 |
3,394.4 |
0.500 |
3,382.5 |
0.382 |
3,370.6 |
LOW |
3,332.0 |
0.618 |
3,269.6 |
1.000 |
3,231.0 |
1.618 |
3,168.6 |
2.618 |
3,067.6 |
4.250 |
2,902.8 |
|
|
Fisher Pivots for day following 09-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3,406.8 |
3,398.2 |
PP |
3,394.7 |
3,377.3 |
S1 |
3,382.5 |
3,356.5 |
|