Trading Metrics calculated at close of trading on 14-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
3,520.0 |
3,601.0 |
81.0 |
2.3% |
3,340.0 |
High |
3,606.0 |
3,618.0 |
12.0 |
0.3% |
3,560.0 |
Low |
3,492.0 |
3,569.0 |
77.0 |
2.2% |
3,280.0 |
Close |
3,589.0 |
3,603.0 |
14.0 |
0.4% |
3,535.0 |
Range |
114.0 |
49.0 |
-65.0 |
-57.0% |
280.0 |
ATR |
98.4 |
94.9 |
-3.5 |
-3.6% |
0.0 |
Volume |
857,328 |
925,773 |
68,445 |
8.0% |
8,028,573 |
|
Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,743.7 |
3,722.3 |
3,630.0 |
|
R3 |
3,694.7 |
3,673.3 |
3,616.5 |
|
R2 |
3,645.7 |
3,645.7 |
3,612.0 |
|
R1 |
3,624.3 |
3,624.3 |
3,607.5 |
3,635.0 |
PP |
3,596.7 |
3,596.7 |
3,596.7 |
3,602.0 |
S1 |
3,575.3 |
3,575.3 |
3,598.5 |
3,586.0 |
S2 |
3,547.7 |
3,547.7 |
3,594.0 |
|
S3 |
3,498.7 |
3,526.3 |
3,589.5 |
|
S4 |
3,449.7 |
3,477.3 |
3,576.1 |
|
|
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 |
3,618.0 |
3,280.0 |
338.0 |
9.4% |
82.6 |
2.3% |
96% |
True |
False |
1,259,579 |
10 |
3,618.0 |
3,280.0 |
338.0 |
9.4% |
85.1 |
2.4% |
96% |
True |
False |
1,310,295 |
20 |
3,651.0 |
3,280.0 |
371.0 |
10.3% |
87.9 |
2.4% |
87% |
False |
False |
1,389,752 |
40 |
3,678.0 |
3,280.0 |
398.0 |
11.0% |
76.6 |
2.1% |
81% |
False |
False |
786,281 |
60 |
3,718.0 |
3,280.0 |
438.0 |
12.2% |
76.7 |
2.1% |
74% |
False |
False |
526,455 |
80 |
3,761.0 |
3,280.0 |
481.0 |
13.3% |
68.2 |
1.9% |
67% |
False |
False |
395,458 |
100 |
3,761.0 |
3,280.0 |
481.0 |
13.3% |
57.8 |
1.6% |
67% |
False |
False |
316,403 |
120 |
3,761.0 |
3,137.0 |
624.0 |
17.3% |
52.8 |
1.5% |
75% |
False |
False |
263,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,826.3 |
2.618 |
3,746.3 |
1.618 |
3,697.3 |
1.000 |
3,667.0 |
0.618 |
3,648.3 |
HIGH |
3,618.0 |
0.618 |
3,599.3 |
0.500 |
3,593.5 |
0.382 |
3,587.7 |
LOW |
3,569.0 |
0.618 |
3,538.7 |
1.000 |
3,520.0 |
1.618 |
3,489.7 |
2.618 |
3,440.7 |
4.250 |
3,360.8 |
|
|
Fisher Pivots for day following 14-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3,599.8 |
3,584.0 |
PP |
3,596.7 |
3,565.0 |
S1 |
3,593.5 |
3,546.0 |
|