Trading Metrics calculated at close of trading on 17-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
3,645.0 |
3,680.0 |
35.0 |
1.0% |
3,520.0 |
High |
3,696.0 |
3,694.0 |
-2.0 |
-0.1% |
3,696.0 |
Low |
3,640.0 |
3,660.0 |
20.0 |
0.5% |
3,492.0 |
Close |
3,677.0 |
3,672.0 |
-5.0 |
-0.1% |
3,672.0 |
Range |
56.0 |
34.0 |
-22.0 |
-39.3% |
204.0 |
ATR |
89.4 |
85.4 |
-4.0 |
-4.4% |
0.0 |
Volume |
1,011,181 |
651,435 |
-359,746 |
-35.6% |
4,739,391 |
|
Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,777.3 |
3,758.7 |
3,690.7 |
|
R3 |
3,743.3 |
3,724.7 |
3,681.4 |
|
R2 |
3,709.3 |
3,709.3 |
3,678.2 |
|
R1 |
3,690.7 |
3,690.7 |
3,675.1 |
3,683.0 |
PP |
3,675.3 |
3,675.3 |
3,675.3 |
3,671.5 |
S1 |
3,656.7 |
3,656.7 |
3,668.9 |
3,649.0 |
S2 |
3,641.3 |
3,641.3 |
3,665.8 |
|
S3 |
3,607.3 |
3,622.7 |
3,662.7 |
|
S4 |
3,573.3 |
3,588.7 |
3,653.3 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,232.0 |
4,156.0 |
3,784.2 |
|
R3 |
4,028.0 |
3,952.0 |
3,728.1 |
|
R2 |
3,824.0 |
3,824.0 |
3,709.4 |
|
R1 |
3,748.0 |
3,748.0 |
3,690.7 |
3,786.0 |
PP |
3,620.0 |
3,620.0 |
3,620.0 |
3,639.0 |
S1 |
3,544.0 |
3,544.0 |
3,653.3 |
3,582.0 |
S2 |
3,416.0 |
3,416.0 |
3,634.6 |
|
S3 |
3,212.0 |
3,340.0 |
3,615.9 |
|
S4 |
3,008.0 |
3,136.0 |
3,559.8 |
|
|
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 |
3,492.0 |
204.0 |
5.6% |
58.4 |
1.6% |
88% |
False |
False |
947,878 |
10 |
3,696.0 |
3,280.0 |
416.0 |
11.3% |
73.2 |
2.0% |
94% |
False |
False |
1,276,796 |
20 |
3,696.0 |
3,280.0 |
416.0 |
11.3% |
78.2 |
2.1% |
94% |
False |
False |
1,336,495 |
40 |
3,696.0 |
3,280.0 |
416.0 |
11.3% |
75.8 |
2.1% |
94% |
False |
False |
858,121 |
60 |
3,718.0 |
3,280.0 |
438.0 |
11.9% |
75.7 |
2.1% |
89% |
False |
False |
575,675 |
80 |
3,761.0 |
3,280.0 |
481.0 |
13.1% |
68.2 |
1.9% |
81% |
False |
False |
432,401 |
100 |
3,761.0 |
3,280.0 |
481.0 |
13.1% |
58.8 |
1.6% |
81% |
False |
False |
345,965 |
120 |
3,761.0 |
3,243.0 |
518.0 |
14.1% |
52.3 |
1.4% |
83% |
False |
False |
288,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,838.5 |
2.618 |
3,783.0 |
1.618 |
3,749.0 |
1.000 |
3,728.0 |
0.618 |
3,715.0 |
HIGH |
3,694.0 |
0.618 |
3,681.0 |
0.500 |
3,677.0 |
0.382 |
3,673.0 |
LOW |
3,660.0 |
0.618 |
3,639.0 |
1.000 |
3,626.0 |
1.618 |
3,605.0 |
2.618 |
3,571.0 |
4.250 |
3,515.5 |
|
|
Fisher Pivots for day following 17-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3,677.0 |
3,663.0 |
PP |
3,675.3 |
3,654.0 |
S1 |
3,673.7 |
3,645.0 |
|