Trading Metrics calculated at close of trading on 02-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,174.6 |
1,169.8 |
-4.8 |
-0.4% |
1,201.5 |
High |
1,176.5 |
1,171.3 |
-5.2 |
-0.4% |
1,202.2 |
Low |
1,169.1 |
1,158.5 |
-10.6 |
-0.9% |
1,170.0 |
Close |
1,171.6 |
1,165.8 |
-5.8 |
-0.5% |
1,175.5 |
Range |
7.4 |
12.8 |
5.4 |
73.0% |
32.2 |
ATR |
12.6 |
12.7 |
0.0 |
0.3% |
0.0 |
Volume |
5,828 |
4,065 |
-1,763 |
-30.3% |
15,947 |
|
Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,203.6 |
1,197.5 |
1,172.8 |
|
R3 |
1,190.8 |
1,184.7 |
1,169.3 |
|
R2 |
1,178.0 |
1,178.0 |
1,168.1 |
|
R1 |
1,171.9 |
1,171.9 |
1,167.0 |
1,168.6 |
PP |
1,165.2 |
1,165.2 |
1,165.2 |
1,163.5 |
S1 |
1,159.1 |
1,159.1 |
1,164.6 |
1,155.8 |
S2 |
1,152.4 |
1,152.4 |
1,163.5 |
|
S3 |
1,139.6 |
1,146.3 |
1,162.3 |
|
S4 |
1,126.8 |
1,133.5 |
1,158.8 |
|
|
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 |
1,158.5 |
30.5 |
2.6% |
11.5 |
1.0% |
24% |
False |
True |
4,171 |
10 |
1,206.0 |
1,158.5 |
47.5 |
4.1% |
10.9 |
0.9% |
15% |
False |
True |
3,617 |
20 |
1,207.3 |
1,158.5 |
48.8 |
4.2% |
12.0 |
1.0% |
15% |
False |
True |
3,317 |
40 |
1,234.0 |
1,158.5 |
75.5 |
6.5% |
12.8 |
1.1% |
10% |
False |
True |
3,500 |
60 |
1,234.0 |
1,158.5 |
75.5 |
6.5% |
13.5 |
1.2% |
10% |
False |
True |
3,134 |
80 |
1,234.0 |
1,145.5 |
88.5 |
7.6% |
13.7 |
1.2% |
23% |
False |
False |
2,970 |
100 |
1,247.4 |
1,145.5 |
101.9 |
8.7% |
14.0 |
1.2% |
20% |
False |
False |
2,733 |
120 |
1,309.5 |
1,145.5 |
164.0 |
14.1% |
15.1 |
1.3% |
12% |
False |
False |
2,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,225.7 |
2.618 |
1,204.8 |
1.618 |
1,192.0 |
1.000 |
1,184.1 |
0.618 |
1,179.2 |
HIGH |
1,171.3 |
0.618 |
1,166.4 |
0.500 |
1,164.9 |
0.382 |
1,163.4 |
LOW |
1,158.5 |
0.618 |
1,150.6 |
1.000 |
1,145.7 |
1.618 |
1,137.8 |
2.618 |
1,125.0 |
4.250 |
1,104.1 |
|
|
Fisher Pivots for day following 02-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,165.5 |
1,170.4 |
PP |
1,165.2 |
1,168.8 |
S1 |
1,164.9 |
1,167.3 |
|