Trading Metrics calculated at close of trading on 07-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,174.2 |
1,171.5 |
-2.7 |
-0.2% |
1,180.6 |
High |
1,175.7 |
1,171.5 |
-4.2 |
-0.4% |
1,189.0 |
Low |
1,165.0 |
1,149.0 |
-16.0 |
-1.4% |
1,158.5 |
Close |
1,175.5 |
1,154.9 |
-20.6 |
-1.8% |
1,165.8 |
Range |
10.7 |
22.5 |
11.8 |
110.3% |
30.5 |
ATR |
12.5 |
13.5 |
1.0 |
8.0% |
0.0 |
Volume |
10,675 |
5,745 |
-4,930 |
-46.2% |
15,593 |
|
Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,226.0 |
1,212.9 |
1,167.3 |
|
R3 |
1,203.5 |
1,190.4 |
1,161.1 |
|
R2 |
1,181.0 |
1,181.0 |
1,159.0 |
|
R1 |
1,167.9 |
1,167.9 |
1,157.0 |
1,163.2 |
PP |
1,158.5 |
1,158.5 |
1,158.5 |
1,156.1 |
S1 |
1,145.4 |
1,145.4 |
1,152.8 |
1,140.7 |
S2 |
1,136.0 |
1,136.0 |
1,150.8 |
|
S3 |
1,113.5 |
1,122.9 |
1,148.7 |
|
S4 |
1,091.0 |
1,100.4 |
1,142.5 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,262.6 |
1,244.7 |
1,182.6 |
|
R3 |
1,232.1 |
1,214.2 |
1,174.2 |
|
R2 |
1,201.6 |
1,201.6 |
1,171.4 |
|
R1 |
1,183.7 |
1,183.7 |
1,168.6 |
1,177.4 |
PP |
1,171.1 |
1,171.1 |
1,171.1 |
1,168.0 |
S1 |
1,153.2 |
1,153.2 |
1,163.0 |
1,146.9 |
S2 |
1,140.6 |
1,140.6 |
1,160.2 |
|
S3 |
1,110.1 |
1,122.7 |
1,157.4 |
|
S4 |
1,079.6 |
1,092.2 |
1,149.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,182.2 |
1,149.0 |
33.2 |
2.9% |
13.5 |
1.2% |
18% |
False |
True |
5,958 |
10 |
1,189.7 |
1,149.0 |
40.7 |
3.5% |
11.9 |
1.0% |
14% |
False |
True |
4,631 |
20 |
1,207.3 |
1,149.0 |
58.3 |
5.0% |
12.6 |
1.1% |
10% |
False |
True |
3,689 |
40 |
1,234.0 |
1,149.0 |
85.0 |
7.4% |
13.1 |
1.1% |
7% |
False |
True |
3,748 |
60 |
1,234.0 |
1,149.0 |
85.0 |
7.4% |
13.6 |
1.2% |
7% |
False |
True |
3,350 |
80 |
1,234.0 |
1,145.5 |
88.5 |
7.7% |
13.7 |
1.2% |
11% |
False |
False |
3,112 |
100 |
1,237.9 |
1,145.5 |
92.4 |
8.0% |
14.0 |
1.2% |
10% |
False |
False |
2,868 |
120 |
1,309.5 |
1,145.5 |
164.0 |
14.2% |
15.1 |
1.3% |
6% |
False |
False |
2,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,267.1 |
2.618 |
1,230.4 |
1.618 |
1,207.9 |
1.000 |
1,194.0 |
0.618 |
1,185.4 |
HIGH |
1,171.5 |
0.618 |
1,162.9 |
0.500 |
1,160.3 |
0.382 |
1,157.6 |
LOW |
1,149.0 |
0.618 |
1,135.1 |
1.000 |
1,126.5 |
1.618 |
1,112.6 |
2.618 |
1,090.1 |
4.250 |
1,053.4 |
|
|
Fisher Pivots for day following 07-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,160.3 |
1,162.4 |
PP |
1,158.5 |
1,159.9 |
S1 |
1,156.7 |
1,157.4 |
|