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 |
3,625.0 |
3,641.0 |
16.0 |
0.4% |
3,497.0 |
High |
3,636.0 |
3,654.0 |
18.0 |
0.5% |
3,685.0 |
Low |
3,605.0 |
3,596.0 |
-9.0 |
-0.2% |
3,487.0 |
Close |
3,622.0 |
3,620.0 |
-2.0 |
-0.1% |
3,661.0 |
Range |
31.0 |
58.0 |
27.0 |
87.1% |
198.0 |
ATR |
69.5 |
68.6 |
-0.8 |
-1.2% |
0.0 |
Volume |
7,067 |
5,144 |
-1,923 |
-27.2% |
2,239 |
|
Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,797.3 |
3,766.7 |
3,651.9 |
|
R3 |
3,739.3 |
3,708.7 |
3,636.0 |
|
R2 |
3,681.3 |
3,681.3 |
3,630.6 |
|
R1 |
3,650.7 |
3,650.7 |
3,625.3 |
3,637.0 |
PP |
3,623.3 |
3,623.3 |
3,623.3 |
3,616.5 |
S1 |
3,592.7 |
3,592.7 |
3,614.7 |
3,579.0 |
S2 |
3,565.3 |
3,565.3 |
3,609.4 |
|
S3 |
3,507.3 |
3,534.7 |
3,604.1 |
|
S4 |
3,449.3 |
3,476.7 |
3,588.1 |
|
|
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 |
3,596.0 |
103.0 |
2.8% |
40.8 |
1.1% |
23% |
False |
True |
2,740 |
10 |
3,699.0 |
3,467.0 |
232.0 |
6.4% |
51.6 |
1.4% |
66% |
False |
False |
1,647 |
20 |
3,699.0 |
3,272.0 |
427.0 |
11.8% |
67.2 |
1.9% |
81% |
False |
False |
2,529 |
40 |
3,699.0 |
3,272.0 |
427.0 |
11.8% |
65.2 |
1.8% |
81% |
False |
False |
2,909 |
60 |
3,699.0 |
3,272.0 |
427.0 |
11.8% |
60.4 |
1.7% |
81% |
False |
False |
2,032 |
80 |
3,740.0 |
3,272.0 |
468.0 |
12.9% |
51.2 |
1.4% |
74% |
False |
False |
1,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,900.5 |
2.618 |
3,805.8 |
1.618 |
3,747.8 |
1.000 |
3,712.0 |
0.618 |
3,689.8 |
HIGH |
3,654.0 |
0.618 |
3,631.8 |
0.500 |
3,625.0 |
0.382 |
3,618.2 |
LOW |
3,596.0 |
0.618 |
3,560.2 |
1.000 |
3,538.0 |
1.618 |
3,502.2 |
2.618 |
3,444.2 |
4.250 |
3,349.5 |
|
|
Fisher Pivots for day following 23-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3,625.0 |
3,639.5 |
PP |
3,623.3 |
3,633.0 |
S1 |
3,621.7 |
3,626.5 |
|