Trading Metrics calculated at close of trading on 13-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
3,483.0 |
3,520.0 |
37.0 |
1.1% |
3,340.0 |
High |
3,560.0 |
3,606.0 |
46.0 |
1.3% |
3,560.0 |
Low |
3,474.0 |
3,492.0 |
18.0 |
0.5% |
3,280.0 |
Close |
3,535.0 |
3,589.0 |
54.0 |
1.5% |
3,535.0 |
Range |
86.0 |
114.0 |
28.0 |
32.6% |
280.0 |
ATR |
97.2 |
98.4 |
1.2 |
1.2% |
0.0 |
Volume |
1,410,160 |
857,328 |
-552,832 |
-39.2% |
8,028,573 |
|
Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,904.3 |
3,860.7 |
3,651.7 |
|
R3 |
3,790.3 |
3,746.7 |
3,620.4 |
|
R2 |
3,676.3 |
3,676.3 |
3,609.9 |
|
R1 |
3,632.7 |
3,632.7 |
3,599.5 |
3,654.5 |
PP |
3,562.3 |
3,562.3 |
3,562.3 |
3,573.3 |
S1 |
3,518.7 |
3,518.7 |
3,578.6 |
3,540.5 |
S2 |
3,448.3 |
3,448.3 |
3,568.1 |
|
S3 |
3,334.3 |
3,404.7 |
3,557.7 |
|
S4 |
3,220.3 |
3,290.7 |
3,526.3 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,298.3 |
4,196.7 |
3,689.0 |
|
R3 |
4,018.3 |
3,916.7 |
3,612.0 |
|
R2 |
3,738.3 |
3,738.3 |
3,586.3 |
|
R1 |
3,636.7 |
3,636.7 |
3,560.7 |
3,687.5 |
PP |
3,458.3 |
3,458.3 |
3,458.3 |
3,483.8 |
S1 |
3,356.7 |
3,356.7 |
3,509.3 |
3,407.5 |
S2 |
3,178.3 |
3,178.3 |
3,483.7 |
|
S3 |
2,898.3 |
3,076.7 |
3,458.0 |
|
S4 |
2,618.3 |
2,796.7 |
3,381.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,606.0 |
3,280.0 |
326.0 |
9.1% |
91.4 |
2.5% |
95% |
True |
False |
1,425,802 |
10 |
3,606.0 |
3,280.0 |
326.0 |
9.1% |
95.9 |
2.7% |
95% |
True |
False |
1,436,266 |
20 |
3,651.0 |
3,280.0 |
371.0 |
10.3% |
88.3 |
2.5% |
83% |
False |
False |
1,416,887 |
40 |
3,678.0 |
3,280.0 |
398.0 |
11.1% |
77.1 |
2.1% |
78% |
False |
False |
763,192 |
60 |
3,731.0 |
3,280.0 |
451.0 |
12.6% |
76.8 |
2.1% |
69% |
False |
False |
511,027 |
80 |
3,761.0 |
3,280.0 |
481.0 |
13.4% |
68.1 |
1.9% |
64% |
False |
False |
383,886 |
100 |
3,761.0 |
3,280.0 |
481.0 |
13.4% |
57.3 |
1.6% |
64% |
False |
False |
307,145 |
120 |
3,761.0 |
3,137.0 |
624.0 |
17.4% |
52.6 |
1.5% |
72% |
False |
False |
255,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,090.5 |
2.618 |
3,904.5 |
1.618 |
3,790.5 |
1.000 |
3,720.0 |
0.618 |
3,676.5 |
HIGH |
3,606.0 |
0.618 |
3,562.5 |
0.500 |
3,549.0 |
0.382 |
3,535.5 |
LOW |
3,492.0 |
0.618 |
3,421.5 |
1.000 |
3,378.0 |
1.618 |
3,307.5 |
2.618 |
3,193.5 |
4.250 |
3,007.5 |
|
|
Fisher Pivots for day following 13-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3,575.7 |
3,549.0 |
PP |
3,562.3 |
3,509.0 |
S1 |
3,549.0 |
3,469.0 |
|