Trading Metrics calculated at close of trading on 01-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,181.7 |
1,174.6 |
-7.1 |
-0.6% |
1,201.5 |
High |
1,182.2 |
1,176.5 |
-5.7 |
-0.5% |
1,202.2 |
Low |
1,168.1 |
1,169.1 |
1.0 |
0.1% |
1,170.0 |
Close |
1,174.0 |
1,171.6 |
-2.4 |
-0.2% |
1,175.5 |
Range |
14.1 |
7.4 |
-6.7 |
-47.5% |
32.2 |
ATR |
13.0 |
12.6 |
-0.4 |
-3.1% |
0.0 |
Volume |
3,478 |
5,828 |
2,350 |
67.6% |
15,947 |
|
Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,194.6 |
1,190.5 |
1,175.7 |
|
R3 |
1,187.2 |
1,183.1 |
1,173.6 |
|
R2 |
1,179.8 |
1,179.8 |
1,173.0 |
|
R1 |
1,175.7 |
1,175.7 |
1,172.3 |
1,174.1 |
PP |
1,172.4 |
1,172.4 |
1,172.4 |
1,171.6 |
S1 |
1,168.3 |
1,168.3 |
1,170.9 |
1,166.7 |
S2 |
1,165.0 |
1,165.0 |
1,170.2 |
|
S3 |
1,157.6 |
1,160.9 |
1,169.6 |
|
S4 |
1,150.2 |
1,153.5 |
1,167.5 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,279.2 |
1,259.5 |
1,193.2 |
|
R3 |
1,247.0 |
1,227.3 |
1,184.4 |
|
R2 |
1,214.8 |
1,214.8 |
1,181.4 |
|
R1 |
1,195.1 |
1,195.1 |
1,178.5 |
1,188.9 |
PP |
1,182.6 |
1,182.6 |
1,182.6 |
1,179.4 |
S1 |
1,162.9 |
1,162.9 |
1,172.5 |
1,156.7 |
S2 |
1,150.4 |
1,150.4 |
1,169.6 |
|
S3 |
1,118.2 |
1,130.7 |
1,166.6 |
|
S4 |
1,086.0 |
1,098.5 |
1,157.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,189.0 |
1,168.1 |
20.9 |
1.8% |
10.1 |
0.9% |
17% |
False |
False |
3,892 |
10 |
1,207.3 |
1,168.1 |
39.2 |
3.3% |
11.8 |
1.0% |
9% |
False |
False |
3,315 |
20 |
1,207.3 |
1,164.4 |
42.9 |
3.7% |
12.1 |
1.0% |
17% |
False |
False |
3,256 |
40 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
12.7 |
1.1% |
10% |
False |
False |
3,454 |
60 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
13.5 |
1.2% |
10% |
False |
False |
3,089 |
80 |
1,234.0 |
1,145.5 |
88.5 |
7.6% |
13.7 |
1.2% |
29% |
False |
False |
2,956 |
100 |
1,247.4 |
1,145.5 |
101.9 |
8.7% |
13.9 |
1.2% |
26% |
False |
False |
2,707 |
120 |
1,309.5 |
1,145.5 |
164.0 |
14.0% |
15.1 |
1.3% |
16% |
False |
False |
2,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,208.0 |
2.618 |
1,195.9 |
1.618 |
1,188.5 |
1.000 |
1,183.9 |
0.618 |
1,181.1 |
HIGH |
1,176.5 |
0.618 |
1,173.7 |
0.500 |
1,172.8 |
0.382 |
1,171.9 |
LOW |
1,169.1 |
0.618 |
1,164.5 |
1.000 |
1,161.7 |
1.618 |
1,157.1 |
2.618 |
1,149.7 |
4.250 |
1,137.7 |
|
|
Fisher Pivots for day following 01-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,172.8 |
1,178.6 |
PP |
1,172.4 |
1,176.2 |
S1 |
1,172.0 |
1,173.9 |
|