Trading Metrics calculated at close of trading on 17-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
15,430 |
15,440 |
10 |
0.1% |
15,470 |
High |
15,490 |
15,485 |
-5 |
0.0% |
15,505 |
Low |
15,370 |
15,215 |
-155 |
-1.0% |
15,035 |
Close |
15,455 |
15,270 |
-185 |
-1.2% |
15,195 |
Range |
120 |
270 |
150 |
125.0% |
470 |
ATR |
189 |
195 |
6 |
3.0% |
0 |
Volume |
9,725 |
12,085 |
2,360 |
24.3% |
73,990 |
|
Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,133 |
15,972 |
15,419 |
|
R3 |
15,863 |
15,702 |
15,344 |
|
R2 |
15,593 |
15,593 |
15,320 |
|
R1 |
15,432 |
15,432 |
15,295 |
15,378 |
PP |
15,323 |
15,323 |
15,323 |
15,296 |
S1 |
15,162 |
15,162 |
15,245 |
15,108 |
S2 |
15,053 |
15,053 |
15,221 |
|
S3 |
14,783 |
14,892 |
15,196 |
|
S4 |
14,513 |
14,622 |
15,122 |
|
|
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 |
15,095 |
395 |
2.6% |
174 |
1.1% |
44% |
False |
False |
9,576 |
10 |
15,505 |
15,035 |
470 |
3.1% |
194 |
1.3% |
50% |
False |
False |
12,483 |
20 |
15,505 |
15,035 |
470 |
3.1% |
197 |
1.3% |
50% |
False |
False |
11,616 |
40 |
15,505 |
13,985 |
1,520 |
10.0% |
200 |
1.3% |
85% |
False |
False |
9,433 |
60 |
15,505 |
13,985 |
1,520 |
10.0% |
165 |
1.1% |
85% |
False |
False |
6,293 |
80 |
15,505 |
13,970 |
1,535 |
10.1% |
137 |
0.9% |
85% |
False |
False |
4,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,633 |
2.618 |
16,192 |
1.618 |
15,922 |
1.000 |
15,755 |
0.618 |
15,652 |
HIGH |
15,485 |
0.618 |
15,382 |
0.500 |
15,350 |
0.382 |
15,318 |
LOW |
15,215 |
0.618 |
15,048 |
1.000 |
14,945 |
1.618 |
14,778 |
2.618 |
14,508 |
4.250 |
14,068 |
|
|
Fisher Pivots for day following 17-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
15,350 |
15,353 |
PP |
15,323 |
15,325 |
S1 |
15,297 |
15,298 |
|