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 |
3,683.0 |
3,625.0 |
-58.0 |
-1.6% |
3,497.0 |
High |
3,683.0 |
3,636.0 |
-47.0 |
-1.3% |
3,685.0 |
Low |
3,628.0 |
3,605.0 |
-23.0 |
-0.6% |
3,487.0 |
Close |
3,635.0 |
3,622.0 |
-13.0 |
-0.4% |
3,661.0 |
Range |
55.0 |
31.0 |
-24.0 |
-43.6% |
198.0 |
ATR |
72.4 |
69.5 |
-3.0 |
-4.1% |
0.0 |
Volume |
268 |
7,067 |
6,799 |
2,536.9% |
2,239 |
|
Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,714.0 |
3,699.0 |
3,639.1 |
|
R3 |
3,683.0 |
3,668.0 |
3,630.5 |
|
R2 |
3,652.0 |
3,652.0 |
3,627.7 |
|
R1 |
3,637.0 |
3,637.0 |
3,624.8 |
3,629.0 |
PP |
3,621.0 |
3,621.0 |
3,621.0 |
3,617.0 |
S1 |
3,606.0 |
3,606.0 |
3,619.2 |
3,598.0 |
S2 |
3,590.0 |
3,590.0 |
3,616.3 |
|
S3 |
3,559.0 |
3,575.0 |
3,613.5 |
|
S4 |
3,528.0 |
3,544.0 |
3,605.0 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,205.0 |
4,131.0 |
3,769.9 |
|
R3 |
4,007.0 |
3,933.0 |
3,715.5 |
|
R2 |
3,809.0 |
3,809.0 |
3,697.3 |
|
R1 |
3,735.0 |
3,735.0 |
3,679.2 |
3,772.0 |
PP |
3,611.0 |
3,611.0 |
3,611.0 |
3,629.5 |
S1 |
3,537.0 |
3,537.0 |
3,642.9 |
3,574.0 |
S2 |
3,413.0 |
3,413.0 |
3,624.7 |
|
S3 |
3,215.0 |
3,339.0 |
3,606.6 |
|
S4 |
3,017.0 |
3,141.0 |
3,552.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,699.0 |
3,605.0 |
94.0 |
2.6% |
40.0 |
1.1% |
18% |
False |
True |
1,788 |
10 |
3,699.0 |
3,323.0 |
376.0 |
10.4% |
55.6 |
1.5% |
80% |
False |
False |
1,182 |
20 |
3,699.0 |
3,272.0 |
427.0 |
11.8% |
68.2 |
1.9% |
82% |
False |
False |
2,300 |
40 |
3,699.0 |
3,272.0 |
427.0 |
11.8% |
64.8 |
1.8% |
82% |
False |
False |
2,781 |
60 |
3,699.0 |
3,272.0 |
427.0 |
11.8% |
60.3 |
1.7% |
82% |
False |
False |
1,946 |
80 |
3,740.0 |
3,272.0 |
468.0 |
12.9% |
50.7 |
1.4% |
75% |
False |
False |
1,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,767.8 |
2.618 |
3,717.2 |
1.618 |
3,686.2 |
1.000 |
3,667.0 |
0.618 |
3,655.2 |
HIGH |
3,636.0 |
0.618 |
3,624.2 |
0.500 |
3,620.5 |
0.382 |
3,616.8 |
LOW |
3,605.0 |
0.618 |
3,585.8 |
1.000 |
3,574.0 |
1.618 |
3,554.8 |
2.618 |
3,523.8 |
4.250 |
3,473.3 |
|
|
Fisher Pivots for day following 22-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3,621.5 |
3,652.0 |
PP |
3,621.0 |
3,642.0 |
S1 |
3,620.5 |
3,632.0 |
|