Trading Metrics calculated at close of trading on 15-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
15,220 |
15,370 |
150 |
1.0% |
15,470 |
High |
15,405 |
15,465 |
60 |
0.4% |
15,505 |
Low |
15,200 |
15,335 |
135 |
0.9% |
15,035 |
Close |
15,360 |
15,420 |
60 |
0.4% |
15,195 |
Range |
205 |
130 |
-75 |
-36.6% |
470 |
ATR |
199 |
195 |
-5 |
-2.5% |
0 |
Volume |
7,008 |
10,322 |
3,314 |
47.3% |
73,990 |
|
Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,797 |
15,738 |
15,492 |
|
R3 |
15,667 |
15,608 |
15,456 |
|
R2 |
15,537 |
15,537 |
15,444 |
|
R1 |
15,478 |
15,478 |
15,432 |
15,508 |
PP |
15,407 |
15,407 |
15,407 |
15,421 |
S1 |
15,348 |
15,348 |
15,408 |
15,378 |
S2 |
15,277 |
15,277 |
15,396 |
|
S3 |
15,147 |
15,218 |
15,384 |
|
S4 |
15,017 |
15,088 |
15,349 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,655 |
16,395 |
15,454 |
|
R3 |
16,185 |
15,925 |
15,324 |
|
R2 |
15,715 |
15,715 |
15,281 |
|
R1 |
15,455 |
15,455 |
15,238 |
15,350 |
PP |
15,245 |
15,245 |
15,245 |
15,193 |
S1 |
14,985 |
14,985 |
15,152 |
14,880 |
S2 |
14,775 |
14,775 |
15,109 |
|
S3 |
14,305 |
14,515 |
15,066 |
|
S4 |
13,835 |
14,045 |
14,937 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,465 |
15,035 |
430 |
2.8% |
207 |
1.3% |
90% |
True |
False |
11,761 |
10 |
15,505 |
15,035 |
470 |
3.0% |
194 |
1.3% |
82% |
False |
False |
12,099 |
20 |
15,505 |
14,970 |
535 |
3.5% |
194 |
1.3% |
84% |
False |
False |
11,504 |
40 |
15,505 |
13,985 |
1,520 |
9.9% |
200 |
1.3% |
94% |
False |
False |
8,890 |
60 |
15,505 |
13,985 |
1,520 |
9.9% |
159 |
1.0% |
94% |
False |
False |
5,930 |
80 |
15,505 |
13,970 |
1,535 |
10.0% |
134 |
0.9% |
94% |
False |
False |
4,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,018 |
2.618 |
15,805 |
1.618 |
15,675 |
1.000 |
15,595 |
0.618 |
15,545 |
HIGH |
15,465 |
0.618 |
15,415 |
0.500 |
15,400 |
0.382 |
15,385 |
LOW |
15,335 |
0.618 |
15,255 |
1.000 |
15,205 |
1.618 |
15,125 |
2.618 |
14,995 |
4.250 |
14,783 |
|
|
Fisher Pivots for day following 15-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
15,413 |
15,373 |
PP |
15,407 |
15,327 |
S1 |
15,400 |
15,280 |
|