Trading Metrics calculated at close of trading on 15-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,159.3 |
1,157.5 |
-1.8 |
-0.2% |
1,174.2 |
High |
1,161.0 |
1,157.9 |
-3.1 |
-0.3% |
1,175.7 |
Low |
1,154.4 |
1,144.0 |
-10.4 |
-0.9% |
1,148.5 |
Close |
1,155.7 |
1,149.6 |
-6.1 |
-0.5% |
1,160.2 |
Range |
6.6 |
13.9 |
7.3 |
110.6% |
27.2 |
ATR |
12.8 |
12.9 |
0.1 |
0.6% |
0.0 |
Volume |
27,432 |
16,576 |
-10,856 |
-39.6% |
65,707 |
|
Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,192.2 |
1,184.8 |
1,157.2 |
|
R3 |
1,178.3 |
1,170.9 |
1,153.4 |
|
R2 |
1,164.4 |
1,164.4 |
1,152.1 |
|
R1 |
1,157.0 |
1,157.0 |
1,150.9 |
1,153.8 |
PP |
1,150.5 |
1,150.5 |
1,150.5 |
1,148.9 |
S1 |
1,143.1 |
1,143.1 |
1,148.3 |
1,139.9 |
S2 |
1,136.6 |
1,136.6 |
1,147.1 |
|
S3 |
1,122.7 |
1,129.2 |
1,145.8 |
|
S4 |
1,108.8 |
1,115.3 |
1,142.0 |
|
|
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 |
1,144.0 |
25.0 |
2.2% |
10.7 |
0.9% |
22% |
False |
True |
19,351 |
10 |
1,176.5 |
1,144.0 |
32.5 |
2.8% |
12.4 |
1.1% |
17% |
False |
True |
13,758 |
20 |
1,207.3 |
1,144.0 |
63.3 |
5.5% |
12.5 |
1.1% |
9% |
False |
True |
8,331 |
40 |
1,227.2 |
1,144.0 |
83.2 |
7.2% |
12.5 |
1.1% |
7% |
False |
True |
5,899 |
60 |
1,234.0 |
1,144.0 |
90.0 |
7.8% |
13.5 |
1.2% |
6% |
False |
True |
4,934 |
80 |
1,234.0 |
1,144.0 |
90.0 |
7.8% |
13.4 |
1.2% |
6% |
False |
True |
4,373 |
100 |
1,234.0 |
1,144.0 |
90.0 |
7.8% |
13.8 |
1.2% |
6% |
False |
True |
3,918 |
120 |
1,304.2 |
1,144.0 |
160.2 |
13.9% |
14.5 |
1.3% |
3% |
False |
True |
3,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,217.0 |
2.618 |
1,194.3 |
1.618 |
1,180.4 |
1.000 |
1,171.8 |
0.618 |
1,166.5 |
HIGH |
1,157.9 |
0.618 |
1,152.6 |
0.500 |
1,151.0 |
0.382 |
1,149.3 |
LOW |
1,144.0 |
0.618 |
1,135.4 |
1.000 |
1,130.1 |
1.618 |
1,121.5 |
2.618 |
1,107.6 |
4.250 |
1,084.9 |
|
|
Fisher Pivots for day following 15-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,151.0 |
1,154.7 |
PP |
1,150.5 |
1,153.0 |
S1 |
1,150.1 |
1,151.3 |
|