Trading Metrics calculated at close of trading on 20-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,145.6 |
1,133.8 |
-11.8 |
-1.0% |
1,164.5 |
High |
1,146.3 |
1,133.8 |
-12.5 |
-1.1% |
1,165.4 |
Low |
1,131.3 |
1,083.5 |
-47.8 |
-4.2% |
1,131.3 |
Close |
1,133.5 |
1,108.2 |
-25.3 |
-2.2% |
1,133.5 |
Range |
15.0 |
50.3 |
35.3 |
235.3% |
34.1 |
ATR |
12.6 |
15.3 |
2.7 |
21.3% |
0.0 |
Volume |
24,017 |
32,924 |
8,907 |
37.1% |
116,537 |
|
Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.4 |
1,234.1 |
1,135.9 |
|
R3 |
1,209.1 |
1,183.8 |
1,122.0 |
|
R2 |
1,158.8 |
1,158.8 |
1,117.4 |
|
R1 |
1,133.5 |
1,133.5 |
1,112.8 |
1,121.0 |
PP |
1,108.5 |
1,108.5 |
1,108.5 |
1,102.3 |
S1 |
1,083.2 |
1,083.2 |
1,103.6 |
1,070.7 |
S2 |
1,058.2 |
1,058.2 |
1,099.0 |
|
S3 |
1,007.9 |
1,032.9 |
1,094.4 |
|
S4 |
957.6 |
982.6 |
1,080.5 |
|
|
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 |
1,161.0 |
1,083.5 |
77.5 |
7.0% |
18.6 |
1.7% |
32% |
False |
True |
26,296 |
10 |
1,171.5 |
1,083.5 |
88.0 |
7.9% |
16.6 |
1.5% |
28% |
False |
True |
20,449 |
20 |
1,202.2 |
1,083.5 |
118.7 |
10.7% |
14.0 |
1.3% |
21% |
False |
True |
12,335 |
40 |
1,217.0 |
1,083.5 |
133.5 |
12.0% |
13.4 |
1.2% |
19% |
False |
True |
7,850 |
60 |
1,234.0 |
1,083.5 |
150.5 |
13.6% |
14.0 |
1.3% |
16% |
False |
True |
6,276 |
80 |
1,234.0 |
1,083.5 |
150.5 |
13.6% |
14.0 |
1.3% |
16% |
False |
True |
5,410 |
100 |
1,234.0 |
1,083.5 |
150.5 |
13.6% |
14.1 |
1.3% |
16% |
False |
True |
4,736 |
120 |
1,294.4 |
1,083.5 |
210.9 |
19.0% |
14.6 |
1.3% |
12% |
False |
True |
4,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,347.6 |
2.618 |
1,265.5 |
1.618 |
1,215.2 |
1.000 |
1,184.1 |
0.618 |
1,164.9 |
HIGH |
1,133.8 |
0.618 |
1,114.6 |
0.500 |
1,108.7 |
0.382 |
1,102.7 |
LOW |
1,083.5 |
0.618 |
1,052.4 |
1.000 |
1,033.2 |
1.618 |
1,002.1 |
2.618 |
951.8 |
4.250 |
869.7 |
|
|
Fisher Pivots for day following 20-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,108.7 |
1,116.7 |
PP |
1,108.5 |
1,113.9 |
S1 |
1,108.4 |
1,111.0 |
|