Trading Metrics calculated at close of trading on 22-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
3,695.0 |
3,636.0 |
-59.0 |
-1.6% |
3,520.0 |
High |
3,696.0 |
3,648.0 |
-48.0 |
-1.3% |
3,696.0 |
Low |
3,635.0 |
3,614.0 |
-21.0 |
-0.6% |
3,492.0 |
Close |
3,646.0 |
3,633.0 |
-13.0 |
-0.4% |
3,672.0 |
Range |
61.0 |
34.0 |
-27.0 |
-44.3% |
204.0 |
ATR |
80.8 |
77.5 |
-3.3 |
-4.1% |
0.0 |
Volume |
717,675 |
654,934 |
-62,741 |
-8.7% |
4,739,391 |
|
Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,733.7 |
3,717.3 |
3,651.7 |
|
R3 |
3,699.7 |
3,683.3 |
3,642.4 |
|
R2 |
3,665.7 |
3,665.7 |
3,639.2 |
|
R1 |
3,649.3 |
3,649.3 |
3,636.1 |
3,640.5 |
PP |
3,631.7 |
3,631.7 |
3,631.7 |
3,627.3 |
S1 |
3,615.3 |
3,615.3 |
3,629.9 |
3,606.5 |
S2 |
3,597.7 |
3,597.7 |
3,626.8 |
|
S3 |
3,563.7 |
3,581.3 |
3,623.7 |
|
S4 |
3,529.7 |
3,547.3 |
3,614.3 |
|
|
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 |
3,714.0 |
3,614.0 |
100.0 |
2.8% |
44.4 |
1.2% |
19% |
False |
True |
765,531 |
10 |
3,714.0 |
3,332.0 |
382.0 |
10.5% |
61.1 |
1.7% |
79% |
False |
False |
1,003,234 |
20 |
3,714.0 |
3,280.0 |
434.0 |
11.9% |
74.9 |
2.1% |
81% |
False |
False |
1,231,515 |
40 |
3,714.0 |
3,280.0 |
434.0 |
11.9% |
75.8 |
2.1% |
81% |
False |
False |
911,762 |
60 |
3,718.0 |
3,280.0 |
438.0 |
12.1% |
74.9 |
2.1% |
81% |
False |
False |
611,263 |
80 |
3,761.0 |
3,280.0 |
481.0 |
13.2% |
67.9 |
1.9% |
73% |
False |
False |
459,456 |
100 |
3,761.0 |
3,280.0 |
481.0 |
13.2% |
59.6 |
1.6% |
73% |
False |
False |
367,614 |
120 |
3,761.0 |
3,250.0 |
511.0 |
14.1% |
52.2 |
1.4% |
75% |
False |
False |
306,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,792.5 |
2.618 |
3,737.0 |
1.618 |
3,703.0 |
1.000 |
3,682.0 |
0.618 |
3,669.0 |
HIGH |
3,648.0 |
0.618 |
3,635.0 |
0.500 |
3,631.0 |
0.382 |
3,627.0 |
LOW |
3,614.0 |
0.618 |
3,593.0 |
1.000 |
3,580.0 |
1.618 |
3,559.0 |
2.618 |
3,525.0 |
4.250 |
3,469.5 |
|
|
Fisher Pivots for day following 22-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3,632.3 |
3,664.0 |
PP |
3,631.7 |
3,653.7 |
S1 |
3,631.0 |
3,643.3 |
|