Trading Metrics calculated at close of trading on 21-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,133.8 |
1,098.8 |
-35.0 |
-3.1% |
1,164.5 |
High |
1,133.8 |
1,110.0 |
-23.8 |
-2.1% |
1,165.4 |
Low |
1,083.5 |
1,097.5 |
14.0 |
1.3% |
1,131.3 |
Close |
1,108.2 |
1,104.6 |
-3.6 |
-0.3% |
1,133.5 |
Range |
50.3 |
12.5 |
-37.8 |
-75.1% |
34.1 |
ATR |
15.3 |
15.1 |
-0.2 |
-1.3% |
0.0 |
Volume |
32,924 |
37,772 |
4,848 |
14.7% |
116,537 |
|
Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,141.5 |
1,135.6 |
1,111.5 |
|
R3 |
1,129.0 |
1,123.1 |
1,108.0 |
|
R2 |
1,116.5 |
1,116.5 |
1,106.9 |
|
R1 |
1,110.6 |
1,110.6 |
1,105.7 |
1,113.6 |
PP |
1,104.0 |
1,104.0 |
1,104.0 |
1,105.5 |
S1 |
1,098.1 |
1,098.1 |
1,103.5 |
1,101.1 |
S2 |
1,091.5 |
1,091.5 |
1,102.3 |
|
S3 |
1,079.0 |
1,085.6 |
1,101.2 |
|
S4 |
1,066.5 |
1,073.1 |
1,097.7 |
|
|
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 |
1,157.9 |
1,083.5 |
74.4 |
6.7% |
19.8 |
1.8% |
28% |
False |
False |
28,364 |
10 |
1,169.0 |
1,083.5 |
85.5 |
7.7% |
15.6 |
1.4% |
25% |
False |
False |
23,652 |
20 |
1,189.7 |
1,083.5 |
106.2 |
9.6% |
13.7 |
1.2% |
20% |
False |
False |
14,141 |
40 |
1,210.2 |
1,083.5 |
126.7 |
11.5% |
13.4 |
1.2% |
17% |
False |
False |
8,713 |
60 |
1,234.0 |
1,083.5 |
150.5 |
13.6% |
13.9 |
1.3% |
14% |
False |
False |
6,872 |
80 |
1,234.0 |
1,083.5 |
150.5 |
13.6% |
13.9 |
1.3% |
14% |
False |
False |
5,823 |
100 |
1,234.0 |
1,083.5 |
150.5 |
13.6% |
14.1 |
1.3% |
14% |
False |
False |
5,100 |
120 |
1,288.2 |
1,083.5 |
204.7 |
18.5% |
14.7 |
1.3% |
10% |
False |
False |
4,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,163.1 |
2.618 |
1,142.7 |
1.618 |
1,130.2 |
1.000 |
1,122.5 |
0.618 |
1,117.7 |
HIGH |
1,110.0 |
0.618 |
1,105.2 |
0.500 |
1,103.8 |
0.382 |
1,102.3 |
LOW |
1,097.5 |
0.618 |
1,089.8 |
1.000 |
1,085.0 |
1.618 |
1,077.3 |
2.618 |
1,064.8 |
4.250 |
1,044.4 |
|
|
Fisher Pivots for day following 21-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,104.3 |
1,114.9 |
PP |
1,104.0 |
1,111.5 |
S1 |
1,103.8 |
1,108.0 |
|