Trading Metrics calculated at close of trading on 03-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
03-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
3,483.0 |
3,458.0 |
-25.0 |
-0.7% |
3,447.0 |
High |
3,495.0 |
3,458.0 |
-37.0 |
-1.1% |
3,520.0 |
Low |
3,441.0 |
3,408.0 |
-33.0 |
-1.0% |
3,364.0 |
Close |
3,447.0 |
3,424.0 |
-23.0 |
-0.7% |
3,424.0 |
Range |
54.0 |
50.0 |
-4.0 |
-7.4% |
156.0 |
ATR |
81.9 |
79.6 |
-2.3 |
-2.8% |
0.0 |
Volume |
203 |
11,366 |
11,163 |
5,499.0% |
26,206 |
|
Daily Pivots for day following 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,580.0 |
3,552.0 |
3,451.5 |
|
R3 |
3,530.0 |
3,502.0 |
3,437.8 |
|
R2 |
3,480.0 |
3,480.0 |
3,433.2 |
|
R1 |
3,452.0 |
3,452.0 |
3,428.6 |
3,441.0 |
PP |
3,430.0 |
3,430.0 |
3,430.0 |
3,424.5 |
S1 |
3,402.0 |
3,402.0 |
3,419.4 |
3,391.0 |
S2 |
3,380.0 |
3,380.0 |
3,414.8 |
|
S3 |
3,330.0 |
3,352.0 |
3,410.3 |
|
S4 |
3,280.0 |
3,302.0 |
3,396.5 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,904.0 |
3,820.0 |
3,509.8 |
|
R3 |
3,748.0 |
3,664.0 |
3,466.9 |
|
R2 |
3,592.0 |
3,592.0 |
3,452.6 |
|
R1 |
3,508.0 |
3,508.0 |
3,438.3 |
3,472.0 |
PP |
3,436.0 |
3,436.0 |
3,436.0 |
3,418.0 |
S1 |
3,352.0 |
3,352.0 |
3,409.7 |
3,316.0 |
S2 |
3,280.0 |
3,280.0 |
3,395.4 |
|
S3 |
3,124.0 |
3,196.0 |
3,381.1 |
|
S4 |
2,968.0 |
3,040.0 |
3,338.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,520.0 |
3,364.0 |
156.0 |
4.6% |
86.2 |
2.5% |
38% |
False |
False |
5,241 |
10 |
3,638.0 |
3,364.0 |
274.0 |
8.0% |
78.2 |
2.3% |
22% |
False |
False |
8,071 |
20 |
3,638.0 |
3,358.0 |
280.0 |
8.2% |
75.5 |
2.2% |
24% |
False |
False |
4,616 |
40 |
3,662.0 |
3,358.0 |
304.0 |
8.9% |
58.9 |
1.7% |
22% |
False |
False |
2,451 |
60 |
3,740.0 |
3,358.0 |
382.0 |
11.2% |
52.8 |
1.5% |
17% |
False |
False |
1,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,670.5 |
2.618 |
3,588.9 |
1.618 |
3,538.9 |
1.000 |
3,508.0 |
0.618 |
3,488.9 |
HIGH |
3,458.0 |
0.618 |
3,438.9 |
0.500 |
3,433.0 |
0.382 |
3,427.1 |
LOW |
3,408.0 |
0.618 |
3,377.1 |
1.000 |
3,358.0 |
1.618 |
3,327.1 |
2.618 |
3,277.1 |
4.250 |
3,195.5 |
|
|
Fisher Pivots for day following 03-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3,433.0 |
3,464.0 |
PP |
3,430.0 |
3,450.7 |
S1 |
3,427.0 |
3,437.3 |
|