Trading Metrics calculated at close of trading on 21-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
3,680.0 |
3,695.0 |
15.0 |
0.4% |
3,520.0 |
High |
3,714.0 |
3,696.0 |
-18.0 |
-0.5% |
3,696.0 |
Low |
3,677.0 |
3,635.0 |
-42.0 |
-1.1% |
3,492.0 |
Close |
3,689.0 |
3,646.0 |
-43.0 |
-1.2% |
3,672.0 |
Range |
37.0 |
61.0 |
24.0 |
64.9% |
204.0 |
ATR |
82.3 |
80.8 |
-1.5 |
-1.9% |
0.0 |
Volume |
792,432 |
717,675 |
-74,757 |
-9.4% |
4,739,391 |
|
Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,842.0 |
3,805.0 |
3,679.6 |
|
R3 |
3,781.0 |
3,744.0 |
3,662.8 |
|
R2 |
3,720.0 |
3,720.0 |
3,657.2 |
|
R1 |
3,683.0 |
3,683.0 |
3,651.6 |
3,671.0 |
PP |
3,659.0 |
3,659.0 |
3,659.0 |
3,653.0 |
S1 |
3,622.0 |
3,622.0 |
3,640.4 |
3,610.0 |
S2 |
3,598.0 |
3,598.0 |
3,634.8 |
|
S3 |
3,537.0 |
3,561.0 |
3,629.2 |
|
S4 |
3,476.0 |
3,500.0 |
3,612.5 |
|
|
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 |
3,594.0 |
120.0 |
3.3% |
45.4 |
1.2% |
43% |
False |
False |
893,279 |
10 |
3,714.0 |
3,280.0 |
434.0 |
11.9% |
64.0 |
1.8% |
84% |
False |
False |
1,076,429 |
20 |
3,714.0 |
3,280.0 |
434.0 |
11.9% |
75.2 |
2.1% |
84% |
False |
False |
1,267,688 |
40 |
3,714.0 |
3,280.0 |
434.0 |
11.9% |
76.7 |
2.1% |
84% |
False |
False |
895,436 |
60 |
3,718.0 |
3,280.0 |
438.0 |
12.0% |
75.1 |
2.1% |
84% |
False |
False |
600,353 |
80 |
3,761.0 |
3,280.0 |
481.0 |
13.2% |
68.2 |
1.9% |
76% |
False |
False |
451,274 |
100 |
3,761.0 |
3,280.0 |
481.0 |
13.2% |
59.3 |
1.6% |
76% |
False |
False |
361,065 |
120 |
3,761.0 |
3,243.0 |
518.0 |
14.2% |
52.5 |
1.4% |
78% |
False |
False |
300,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,955.3 |
2.618 |
3,855.7 |
1.618 |
3,794.7 |
1.000 |
3,757.0 |
0.618 |
3,733.7 |
HIGH |
3,696.0 |
0.618 |
3,672.7 |
0.500 |
3,665.5 |
0.382 |
3,658.3 |
LOW |
3,635.0 |
0.618 |
3,597.3 |
1.000 |
3,574.0 |
1.618 |
3,536.3 |
2.618 |
3,475.3 |
4.250 |
3,375.8 |
|
|
Fisher Pivots for day following 21-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3,665.5 |
3,674.5 |
PP |
3,659.0 |
3,665.0 |
S1 |
3,652.5 |
3,655.5 |
|