Trading Metrics calculated at close of trading on 16-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
3,613.0 |
3,645.0 |
32.0 |
0.9% |
3,340.0 |
High |
3,633.0 |
3,696.0 |
63.0 |
1.7% |
3,560.0 |
Low |
3,594.0 |
3,640.0 |
46.0 |
1.3% |
3,280.0 |
Close |
3,626.0 |
3,677.0 |
51.0 |
1.4% |
3,535.0 |
Range |
39.0 |
56.0 |
17.0 |
43.6% |
280.0 |
ATR |
90.9 |
89.4 |
-1.5 |
-1.6% |
0.0 |
Volume |
1,293,674 |
1,011,181 |
-282,493 |
-21.8% |
8,028,573 |
|
Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,839.0 |
3,814.0 |
3,707.8 |
|
R3 |
3,783.0 |
3,758.0 |
3,692.4 |
|
R2 |
3,727.0 |
3,727.0 |
3,687.3 |
|
R1 |
3,702.0 |
3,702.0 |
3,682.1 |
3,714.5 |
PP |
3,671.0 |
3,671.0 |
3,671.0 |
3,677.3 |
S1 |
3,646.0 |
3,646.0 |
3,671.9 |
3,658.5 |
S2 |
3,615.0 |
3,615.0 |
3,666.7 |
|
S3 |
3,559.0 |
3,590.0 |
3,661.6 |
|
S4 |
3,503.0 |
3,534.0 |
3,646.2 |
|
|
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 |
3,696.0 |
3,474.0 |
222.0 |
6.0% |
68.8 |
1.9% |
91% |
True |
False |
1,099,623 |
10 |
3,696.0 |
3,280.0 |
416.0 |
11.3% |
75.9 |
2.1% |
95% |
True |
False |
1,300,782 |
20 |
3,696.0 |
3,280.0 |
416.0 |
11.3% |
84.8 |
2.3% |
95% |
True |
False |
1,368,436 |
40 |
3,696.0 |
3,280.0 |
416.0 |
11.3% |
75.7 |
2.1% |
95% |
True |
False |
843,434 |
60 |
3,718.0 |
3,280.0 |
438.0 |
11.9% |
76.0 |
2.1% |
91% |
False |
False |
564,837 |
80 |
3,761.0 |
3,280.0 |
481.0 |
13.1% |
68.5 |
1.9% |
83% |
False |
False |
424,264 |
100 |
3,761.0 |
3,280.0 |
481.0 |
13.1% |
58.5 |
1.6% |
83% |
False |
False |
339,450 |
120 |
3,761.0 |
3,243.0 |
518.0 |
14.1% |
52.5 |
1.4% |
84% |
False |
False |
282,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,934.0 |
2.618 |
3,842.6 |
1.618 |
3,786.6 |
1.000 |
3,752.0 |
0.618 |
3,730.6 |
HIGH |
3,696.0 |
0.618 |
3,674.6 |
0.500 |
3,668.0 |
0.382 |
3,661.4 |
LOW |
3,640.0 |
0.618 |
3,605.4 |
1.000 |
3,584.0 |
1.618 |
3,549.4 |
2.618 |
3,493.4 |
4.250 |
3,402.0 |
|
|
Fisher Pivots for day following 16-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3,674.0 |
3,662.2 |
PP |
3,671.0 |
3,647.3 |
S1 |
3,668.0 |
3,632.5 |
|