Trading Metrics calculated at close of trading on 16-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
15,370 |
15,430 |
60 |
0.4% |
15,470 |
High |
15,465 |
15,490 |
25 |
0.2% |
15,505 |
Low |
15,335 |
15,370 |
35 |
0.2% |
15,035 |
Close |
15,420 |
15,455 |
35 |
0.2% |
15,195 |
Range |
130 |
120 |
-10 |
-7.7% |
470 |
ATR |
195 |
189 |
-5 |
-2.7% |
0 |
Volume |
10,322 |
9,725 |
-597 |
-5.8% |
73,990 |
|
Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,798 |
15,747 |
15,521 |
|
R3 |
15,678 |
15,627 |
15,488 |
|
R2 |
15,558 |
15,558 |
15,477 |
|
R1 |
15,507 |
15,507 |
15,466 |
15,533 |
PP |
15,438 |
15,438 |
15,438 |
15,451 |
S1 |
15,387 |
15,387 |
15,444 |
15,413 |
S2 |
15,318 |
15,318 |
15,433 |
|
S3 |
15,198 |
15,267 |
15,422 |
|
S4 |
15,078 |
15,147 |
15,389 |
|
|
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 |
15,490 |
15,035 |
455 |
2.9% |
193 |
1.2% |
92% |
True |
False |
11,703 |
10 |
15,505 |
15,035 |
470 |
3.0% |
177 |
1.1% |
89% |
False |
False |
12,049 |
20 |
15,505 |
15,025 |
480 |
3.1% |
194 |
1.3% |
90% |
False |
False |
11,514 |
40 |
15,505 |
13,985 |
1,520 |
9.8% |
197 |
1.3% |
97% |
False |
False |
9,133 |
60 |
15,505 |
13,985 |
1,520 |
9.8% |
161 |
1.0% |
97% |
False |
False |
6,092 |
80 |
15,505 |
13,970 |
1,535 |
9.9% |
135 |
0.9% |
97% |
False |
False |
4,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,000 |
2.618 |
15,804 |
1.618 |
15,684 |
1.000 |
15,610 |
0.618 |
15,564 |
HIGH |
15,490 |
0.618 |
15,444 |
0.500 |
15,430 |
0.382 |
15,416 |
LOW |
15,370 |
0.618 |
15,296 |
1.000 |
15,250 |
1.618 |
15,176 |
2.618 |
15,056 |
4.250 |
14,860 |
|
|
Fisher Pivots for day following 16-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
15,447 |
15,418 |
PP |
15,438 |
15,382 |
S1 |
15,430 |
15,345 |
|