Trading Metrics calculated at close of trading on 20-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
3,680.0 |
3,680.0 |
0.0 |
0.0% |
3,520.0 |
High |
3,694.0 |
3,714.0 |
20.0 |
0.5% |
3,696.0 |
Low |
3,660.0 |
3,677.0 |
17.0 |
0.5% |
3,492.0 |
Close |
3,672.0 |
3,689.0 |
17.0 |
0.5% |
3,672.0 |
Range |
34.0 |
37.0 |
3.0 |
8.8% |
204.0 |
ATR |
85.4 |
82.3 |
-3.1 |
-3.6% |
0.0 |
Volume |
651,435 |
792,432 |
140,997 |
21.6% |
4,739,391 |
|
Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,804.3 |
3,783.7 |
3,709.4 |
|
R3 |
3,767.3 |
3,746.7 |
3,699.2 |
|
R2 |
3,730.3 |
3,730.3 |
3,695.8 |
|
R1 |
3,709.7 |
3,709.7 |
3,692.4 |
3,720.0 |
PP |
3,693.3 |
3,693.3 |
3,693.3 |
3,698.5 |
S1 |
3,672.7 |
3,672.7 |
3,685.6 |
3,683.0 |
S2 |
3,656.3 |
3,656.3 |
3,682.2 |
|
S3 |
3,619.3 |
3,635.7 |
3,678.8 |
|
S4 |
3,582.3 |
3,598.7 |
3,668.7 |
|
|
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 |
3,714.0 |
3,569.0 |
145.0 |
3.9% |
43.0 |
1.2% |
83% |
True |
False |
934,899 |
10 |
3,714.0 |
3,280.0 |
434.0 |
11.8% |
67.2 |
1.8% |
94% |
True |
False |
1,180,350 |
20 |
3,714.0 |
3,280.0 |
434.0 |
11.8% |
76.9 |
2.1% |
94% |
True |
False |
1,293,675 |
40 |
3,714.0 |
3,280.0 |
434.0 |
11.8% |
75.7 |
2.1% |
94% |
True |
False |
877,517 |
60 |
3,718.0 |
3,280.0 |
438.0 |
11.9% |
75.2 |
2.0% |
93% |
False |
False |
588,788 |
80 |
3,761.0 |
3,280.0 |
481.0 |
13.0% |
68.2 |
1.8% |
85% |
False |
False |
442,305 |
100 |
3,761.0 |
3,280.0 |
481.0 |
13.0% |
59.1 |
1.6% |
85% |
False |
False |
353,889 |
120 |
3,761.0 |
3,243.0 |
518.0 |
14.0% |
52.4 |
1.4% |
86% |
False |
False |
294,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,871.3 |
2.618 |
3,810.9 |
1.618 |
3,773.9 |
1.000 |
3,751.0 |
0.618 |
3,736.9 |
HIGH |
3,714.0 |
0.618 |
3,699.9 |
0.500 |
3,695.5 |
0.382 |
3,691.1 |
LOW |
3,677.0 |
0.618 |
3,654.1 |
1.000 |
3,640.0 |
1.618 |
3,617.1 |
2.618 |
3,580.1 |
4.250 |
3,519.8 |
|
|
Fisher Pivots for day following 20-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3,695.5 |
3,685.0 |
PP |
3,693.3 |
3,681.0 |
S1 |
3,691.2 |
3,677.0 |
|