Trading Metrics calculated at close of trading on 23-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
3,636.0 |
3,653.0 |
17.0 |
0.5% |
3,520.0 |
High |
3,648.0 |
3,666.0 |
18.0 |
0.5% |
3,696.0 |
Low |
3,614.0 |
3,606.0 |
-8.0 |
-0.2% |
3,492.0 |
Close |
3,633.0 |
3,631.0 |
-2.0 |
-0.1% |
3,672.0 |
Range |
34.0 |
60.0 |
26.0 |
76.5% |
204.0 |
ATR |
77.5 |
76.2 |
-1.2 |
-1.6% |
0.0 |
Volume |
654,934 |
909,242 |
254,308 |
38.8% |
4,739,391 |
|
Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,814.3 |
3,782.7 |
3,664.0 |
|
R3 |
3,754.3 |
3,722.7 |
3,647.5 |
|
R2 |
3,694.3 |
3,694.3 |
3,642.0 |
|
R1 |
3,662.7 |
3,662.7 |
3,636.5 |
3,648.5 |
PP |
3,634.3 |
3,634.3 |
3,634.3 |
3,627.3 |
S1 |
3,602.7 |
3,602.7 |
3,625.5 |
3,588.5 |
S2 |
3,574.3 |
3,574.3 |
3,620.0 |
|
S3 |
3,514.3 |
3,542.7 |
3,614.5 |
|
S4 |
3,454.3 |
3,482.7 |
3,598.0 |
|
|
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 |
3,606.0 |
108.0 |
3.0% |
45.2 |
1.2% |
23% |
False |
True |
745,143 |
10 |
3,714.0 |
3,474.0 |
240.0 |
6.6% |
57.0 |
1.6% |
65% |
False |
False |
922,383 |
20 |
3,714.0 |
3,280.0 |
434.0 |
12.0% |
74.5 |
2.1% |
81% |
False |
False |
1,211,533 |
40 |
3,714.0 |
3,280.0 |
434.0 |
12.0% |
75.6 |
2.1% |
81% |
False |
False |
934,460 |
60 |
3,714.0 |
3,280.0 |
434.0 |
12.0% |
74.2 |
2.0% |
81% |
False |
False |
626,403 |
80 |
3,761.0 |
3,280.0 |
481.0 |
13.2% |
67.9 |
1.9% |
73% |
False |
False |
470,820 |
100 |
3,761.0 |
3,280.0 |
481.0 |
13.2% |
60.2 |
1.7% |
73% |
False |
False |
376,706 |
120 |
3,761.0 |
3,263.0 |
498.0 |
13.7% |
52.2 |
1.4% |
74% |
False |
False |
313,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,921.0 |
2.618 |
3,823.1 |
1.618 |
3,763.1 |
1.000 |
3,726.0 |
0.618 |
3,703.1 |
HIGH |
3,666.0 |
0.618 |
3,643.1 |
0.500 |
3,636.0 |
0.382 |
3,628.9 |
LOW |
3,606.0 |
0.618 |
3,568.9 |
1.000 |
3,546.0 |
1.618 |
3,508.9 |
2.618 |
3,448.9 |
4.250 |
3,351.0 |
|
|
Fisher Pivots for day following 23-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3,636.0 |
3,651.0 |
PP |
3,634.3 |
3,644.3 |
S1 |
3,632.7 |
3,637.7 |
|