Trading Metrics calculated at close of trading on 23-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,102.8 |
1,094.5 |
-8.3 |
-0.8% |
1,164.5 |
High |
1,103.3 |
1,105.8 |
2.5 |
0.2% |
1,165.4 |
Low |
1,087.0 |
1,087.1 |
0.1 |
0.0% |
1,131.3 |
Close |
1,092.6 |
1,095.1 |
2.5 |
0.2% |
1,133.5 |
Range |
16.3 |
18.7 |
2.4 |
14.7% |
34.1 |
ATR |
15.3 |
15.5 |
0.2 |
1.6% |
0.0 |
Volume |
26,723 |
61,883 |
35,160 |
131.6% |
116,537 |
|
Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,152.1 |
1,142.3 |
1,105.4 |
|
R3 |
1,133.4 |
1,123.6 |
1,100.2 |
|
R2 |
1,114.7 |
1,114.7 |
1,098.5 |
|
R1 |
1,104.9 |
1,104.9 |
1,096.8 |
1,109.8 |
PP |
1,096.0 |
1,096.0 |
1,096.0 |
1,098.5 |
S1 |
1,086.2 |
1,086.2 |
1,093.4 |
1,091.1 |
S2 |
1,077.3 |
1,077.3 |
1,091.7 |
|
S3 |
1,058.6 |
1,067.5 |
1,090.0 |
|
S4 |
1,039.9 |
1,048.8 |
1,084.8 |
|
|
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 |
1,146.3 |
1,083.5 |
62.8 |
5.7% |
22.6 |
2.1% |
18% |
False |
False |
36,663 |
10 |
1,166.8 |
1,083.5 |
83.3 |
7.6% |
16.2 |
1.5% |
14% |
False |
False |
29,347 |
20 |
1,189.0 |
1,083.5 |
105.5 |
9.6% |
14.4 |
1.3% |
11% |
False |
False |
18,253 |
40 |
1,207.3 |
1,083.5 |
123.8 |
11.3% |
13.5 |
1.2% |
9% |
False |
False |
10,660 |
60 |
1,234.0 |
1,083.5 |
150.5 |
13.7% |
13.8 |
1.3% |
8% |
False |
False |
8,208 |
80 |
1,234.0 |
1,083.5 |
150.5 |
13.7% |
14.0 |
1.3% |
8% |
False |
False |
6,790 |
100 |
1,234.0 |
1,083.5 |
150.5 |
13.7% |
14.1 |
1.3% |
8% |
False |
False |
5,959 |
120 |
1,287.5 |
1,083.5 |
204.0 |
18.6% |
14.5 |
1.3% |
6% |
False |
False |
5,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,185.3 |
2.618 |
1,154.8 |
1.618 |
1,136.1 |
1.000 |
1,124.5 |
0.618 |
1,117.4 |
HIGH |
1,105.8 |
0.618 |
1,098.7 |
0.500 |
1,096.5 |
0.382 |
1,094.2 |
LOW |
1,087.1 |
0.618 |
1,075.5 |
1.000 |
1,068.4 |
1.618 |
1,056.8 |
2.618 |
1,038.1 |
4.250 |
1,007.6 |
|
|
Fisher Pivots for day following 23-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,096.5 |
1,098.5 |
PP |
1,096.0 |
1,097.4 |
S1 |
1,095.6 |
1,096.2 |
|