Trading Metrics calculated at close of trading on 01-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
3,434.0 |
3,437.0 |
3.0 |
0.1% |
3,495.0 |
High |
3,480.0 |
3,520.0 |
40.0 |
1.1% |
3,638.0 |
Low |
3,399.0 |
3,425.0 |
26.0 |
0.8% |
3,495.0 |
Close |
3,425.0 |
3,479.0 |
54.0 |
1.6% |
3,613.0 |
Range |
81.0 |
95.0 |
14.0 |
17.3% |
143.0 |
ATR |
83.2 |
84.0 |
0.8 |
1.0% |
0.0 |
Volume |
11,516 |
1,221 |
-10,295 |
-89.4% |
54,505 |
|
Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,759.7 |
3,714.3 |
3,531.3 |
|
R3 |
3,664.7 |
3,619.3 |
3,505.1 |
|
R2 |
3,569.7 |
3,569.7 |
3,496.4 |
|
R1 |
3,524.3 |
3,524.3 |
3,487.7 |
3,547.0 |
PP |
3,474.7 |
3,474.7 |
3,474.7 |
3,486.0 |
S1 |
3,429.3 |
3,429.3 |
3,470.3 |
3,452.0 |
S2 |
3,379.7 |
3,379.7 |
3,461.6 |
|
S3 |
3,284.7 |
3,334.3 |
3,452.9 |
|
S4 |
3,189.7 |
3,239.3 |
3,426.8 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,011.0 |
3,955.0 |
3,691.7 |
|
R3 |
3,868.0 |
3,812.0 |
3,652.3 |
|
R2 |
3,725.0 |
3,725.0 |
3,639.2 |
|
R1 |
3,669.0 |
3,669.0 |
3,626.1 |
3,697.0 |
PP |
3,582.0 |
3,582.0 |
3,582.0 |
3,596.0 |
S1 |
3,526.0 |
3,526.0 |
3,599.9 |
3,554.0 |
S2 |
3,439.0 |
3,439.0 |
3,586.8 |
|
S3 |
3,296.0 |
3,383.0 |
3,573.7 |
|
S4 |
3,153.0 |
3,240.0 |
3,534.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,636.0 |
3,364.0 |
272.0 |
7.8% |
94.8 |
2.7% |
42% |
False |
False |
3,176 |
10 |
3,638.0 |
3,358.0 |
280.0 |
8.0% |
89.7 |
2.6% |
43% |
False |
False |
7,066 |
20 |
3,638.0 |
3,358.0 |
280.0 |
8.0% |
74.1 |
2.1% |
43% |
False |
False |
4,041 |
40 |
3,662.0 |
3,358.0 |
304.0 |
8.7% |
59.4 |
1.7% |
40% |
False |
False |
2,163 |
60 |
3,740.0 |
3,358.0 |
382.0 |
11.0% |
51.6 |
1.5% |
32% |
False |
False |
1,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,923.8 |
2.618 |
3,768.7 |
1.618 |
3,673.7 |
1.000 |
3,615.0 |
0.618 |
3,578.7 |
HIGH |
3,520.0 |
0.618 |
3,483.7 |
0.500 |
3,472.5 |
0.382 |
3,461.3 |
LOW |
3,425.0 |
0.618 |
3,366.3 |
1.000 |
3,330.0 |
1.618 |
3,271.3 |
2.618 |
3,176.3 |
4.250 |
3,021.3 |
|
|
Fisher Pivots for day following 01-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3,476.8 |
3,466.7 |
PP |
3,474.7 |
3,454.3 |
S1 |
3,472.5 |
3,442.0 |
|