Trading Metrics calculated at close of trading on 17-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,149.9 |
1,145.6 |
-4.3 |
-0.4% |
1,164.5 |
High |
1,149.9 |
1,146.3 |
-3.6 |
-0.3% |
1,165.4 |
Low |
1,142.7 |
1,131.3 |
-11.4 |
-1.0% |
1,131.3 |
Close |
1,146.0 |
1,133.5 |
-12.5 |
-1.1% |
1,133.5 |
Range |
7.2 |
15.0 |
7.8 |
108.3% |
34.1 |
ATR |
12.5 |
12.6 |
0.2 |
1.5% |
0.0 |
Volume |
30,533 |
24,017 |
-6,516 |
-21.3% |
116,537 |
|
Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,182.0 |
1,172.8 |
1,141.8 |
|
R3 |
1,167.0 |
1,157.8 |
1,137.6 |
|
R2 |
1,152.0 |
1,152.0 |
1,136.3 |
|
R1 |
1,142.8 |
1,142.8 |
1,134.9 |
1,139.9 |
PP |
1,137.0 |
1,137.0 |
1,137.0 |
1,135.6 |
S1 |
1,127.8 |
1,127.8 |
1,132.1 |
1,124.9 |
S2 |
1,122.0 |
1,122.0 |
1,130.8 |
|
S3 |
1,107.0 |
1,112.8 |
1,129.4 |
|
S4 |
1,092.0 |
1,097.8 |
1,125.3 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,245.7 |
1,223.7 |
1,152.3 |
|
R3 |
1,211.6 |
1,189.6 |
1,142.9 |
|
R2 |
1,177.5 |
1,177.5 |
1,139.8 |
|
R1 |
1,155.5 |
1,155.5 |
1,136.6 |
1,149.5 |
PP |
1,143.4 |
1,143.4 |
1,143.4 |
1,140.4 |
S1 |
1,121.4 |
1,121.4 |
1,130.4 |
1,115.4 |
S2 |
1,109.3 |
1,109.3 |
1,127.2 |
|
S3 |
1,075.2 |
1,087.3 |
1,124.1 |
|
S4 |
1,041.1 |
1,053.2 |
1,114.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,165.4 |
1,131.3 |
34.1 |
3.0% |
11.2 |
1.0% |
6% |
False |
True |
23,307 |
10 |
1,175.7 |
1,131.3 |
44.4 |
3.9% |
12.6 |
1.1% |
5% |
False |
True |
18,224 |
20 |
1,206.0 |
1,131.3 |
74.7 |
6.6% |
11.8 |
1.0% |
3% |
False |
True |
10,921 |
40 |
1,217.0 |
1,131.3 |
85.7 |
7.6% |
12.4 |
1.1% |
3% |
False |
True |
7,113 |
60 |
1,234.0 |
1,131.3 |
102.7 |
9.1% |
13.4 |
1.2% |
2% |
False |
True |
5,813 |
80 |
1,234.0 |
1,131.3 |
102.7 |
9.1% |
13.5 |
1.2% |
2% |
False |
True |
5,012 |
100 |
1,234.0 |
1,131.3 |
102.7 |
9.1% |
13.7 |
1.2% |
2% |
False |
True |
4,439 |
120 |
1,300.9 |
1,131.3 |
169.6 |
15.0% |
14.4 |
1.3% |
1% |
False |
True |
3,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,210.1 |
2.618 |
1,185.6 |
1.618 |
1,170.6 |
1.000 |
1,161.3 |
0.618 |
1,155.6 |
HIGH |
1,146.3 |
0.618 |
1,140.6 |
0.500 |
1,138.8 |
0.382 |
1,137.0 |
LOW |
1,131.3 |
0.618 |
1,122.0 |
1.000 |
1,116.3 |
1.618 |
1,107.0 |
2.618 |
1,092.0 |
4.250 |
1,067.6 |
|
|
Fisher Pivots for day following 17-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,138.8 |
1,144.6 |
PP |
1,137.0 |
1,140.9 |
S1 |
1,135.3 |
1,137.2 |
|