Trading Metrics calculated at close of trading on 14-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,164.5 |
1,159.3 |
-5.2 |
-0.4% |
1,174.2 |
High |
1,165.4 |
1,161.0 |
-4.4 |
-0.4% |
1,175.7 |
Low |
1,152.1 |
1,154.4 |
2.3 |
0.2% |
1,148.5 |
Close |
1,157.7 |
1,155.7 |
-2.0 |
-0.2% |
1,160.2 |
Range |
13.3 |
6.6 |
-6.7 |
-50.4% |
27.2 |
ATR |
13.3 |
12.8 |
-0.5 |
-3.6% |
0.0 |
Volume |
17,979 |
27,432 |
9,453 |
52.6% |
65,707 |
|
Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,176.8 |
1,172.9 |
1,159.3 |
|
R3 |
1,170.2 |
1,166.3 |
1,157.5 |
|
R2 |
1,163.6 |
1,163.6 |
1,156.9 |
|
R1 |
1,159.7 |
1,159.7 |
1,156.3 |
1,158.4 |
PP |
1,157.0 |
1,157.0 |
1,157.0 |
1,156.4 |
S1 |
1,153.1 |
1,153.1 |
1,155.1 |
1,151.8 |
S2 |
1,150.4 |
1,150.4 |
1,154.5 |
|
S3 |
1,143.8 |
1,146.5 |
1,153.9 |
|
S4 |
1,137.2 |
1,139.9 |
1,152.1 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,243.1 |
1,228.8 |
1,175.2 |
|
R3 |
1,215.9 |
1,201.6 |
1,167.7 |
|
R2 |
1,188.7 |
1,188.7 |
1,165.2 |
|
R1 |
1,174.4 |
1,174.4 |
1,162.7 |
1,168.0 |
PP |
1,161.5 |
1,161.5 |
1,161.5 |
1,158.2 |
S1 |
1,147.2 |
1,147.2 |
1,157.7 |
1,140.8 |
S2 |
1,134.3 |
1,134.3 |
1,155.2 |
|
S3 |
1,107.1 |
1,120.0 |
1,152.7 |
|
S4 |
1,079.9 |
1,092.8 |
1,145.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,169.0 |
1,148.5 |
20.5 |
1.8% |
11.4 |
1.0% |
35% |
False |
False |
18,939 |
10 |
1,182.2 |
1,148.5 |
33.7 |
2.9% |
12.5 |
1.1% |
21% |
False |
False |
12,448 |
20 |
1,207.3 |
1,148.5 |
58.8 |
5.1% |
12.3 |
1.1% |
12% |
False |
False |
7,591 |
40 |
1,234.0 |
1,148.5 |
85.5 |
7.4% |
12.4 |
1.1% |
8% |
False |
False |
5,556 |
60 |
1,234.0 |
1,148.5 |
85.5 |
7.4% |
13.5 |
1.2% |
8% |
False |
False |
4,716 |
80 |
1,234.0 |
1,148.5 |
85.5 |
7.4% |
13.5 |
1.2% |
8% |
False |
False |
4,179 |
100 |
1,234.0 |
1,145.5 |
88.5 |
7.7% |
13.8 |
1.2% |
12% |
False |
False |
3,760 |
120 |
1,309.5 |
1,145.5 |
164.0 |
14.2% |
14.6 |
1.3% |
6% |
False |
False |
3,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,189.1 |
2.618 |
1,178.3 |
1.618 |
1,171.7 |
1.000 |
1,167.6 |
0.618 |
1,165.1 |
HIGH |
1,161.0 |
0.618 |
1,158.5 |
0.500 |
1,157.7 |
0.382 |
1,156.9 |
LOW |
1,154.4 |
0.618 |
1,150.3 |
1.000 |
1,147.8 |
1.618 |
1,143.7 |
2.618 |
1,137.1 |
4.250 |
1,126.4 |
|
|
Fisher Pivots for day following 14-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,157.7 |
1,159.5 |
PP |
1,157.0 |
1,158.2 |
S1 |
1,156.4 |
1,157.0 |
|