Trading Metrics calculated at close of trading on 22-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,098.8 |
1,102.8 |
4.0 |
0.4% |
1,164.5 |
High |
1,110.0 |
1,103.3 |
-6.7 |
-0.6% |
1,165.4 |
Low |
1,097.5 |
1,087.0 |
-10.5 |
-1.0% |
1,131.3 |
Close |
1,104.6 |
1,092.6 |
-12.0 |
-1.1% |
1,133.5 |
Range |
12.5 |
16.3 |
3.8 |
30.4% |
34.1 |
ATR |
15.1 |
15.3 |
0.2 |
1.2% |
0.0 |
Volume |
37,772 |
26,723 |
-11,049 |
-29.3% |
116,537 |
|
Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,143.2 |
1,134.2 |
1,101.6 |
|
R3 |
1,126.9 |
1,117.9 |
1,097.1 |
|
R2 |
1,110.6 |
1,110.6 |
1,095.6 |
|
R1 |
1,101.6 |
1,101.6 |
1,094.1 |
1,098.0 |
PP |
1,094.3 |
1,094.3 |
1,094.3 |
1,092.5 |
S1 |
1,085.3 |
1,085.3 |
1,091.1 |
1,081.7 |
S2 |
1,078.0 |
1,078.0 |
1,089.6 |
|
S3 |
1,061.7 |
1,069.0 |
1,088.1 |
|
S4 |
1,045.4 |
1,052.7 |
1,083.6 |
|
|
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 |
1,149.9 |
1,083.5 |
66.4 |
6.1% |
20.3 |
1.9% |
14% |
False |
False |
30,393 |
10 |
1,169.0 |
1,083.5 |
85.5 |
7.8% |
15.5 |
1.4% |
11% |
False |
False |
24,872 |
20 |
1,189.0 |
1,083.5 |
105.5 |
9.7% |
14.0 |
1.3% |
9% |
False |
False |
15,381 |
40 |
1,207.3 |
1,083.5 |
123.8 |
11.3% |
13.2 |
1.2% |
7% |
False |
False |
9,242 |
60 |
1,234.0 |
1,083.5 |
150.5 |
13.8% |
13.7 |
1.3% |
6% |
False |
False |
7,251 |
80 |
1,234.0 |
1,083.5 |
150.5 |
13.8% |
13.9 |
1.3% |
6% |
False |
False |
6,126 |
100 |
1,234.0 |
1,083.5 |
150.5 |
13.8% |
14.1 |
1.3% |
6% |
False |
False |
5,355 |
120 |
1,288.2 |
1,083.5 |
204.7 |
18.7% |
14.5 |
1.3% |
4% |
False |
False |
4,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,172.6 |
2.618 |
1,146.0 |
1.618 |
1,129.7 |
1.000 |
1,119.6 |
0.618 |
1,113.4 |
HIGH |
1,103.3 |
0.618 |
1,097.1 |
0.500 |
1,095.2 |
0.382 |
1,093.2 |
LOW |
1,087.0 |
0.618 |
1,076.9 |
1.000 |
1,070.7 |
1.618 |
1,060.6 |
2.618 |
1,044.3 |
4.250 |
1,017.7 |
|
|
Fisher Pivots for day following 22-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,095.2 |
1,108.7 |
PP |
1,094.3 |
1,103.3 |
S1 |
1,093.5 |
1,098.0 |
|