Trading Metrics calculated at close of trading on 18-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
15,440 |
15,255 |
-185 |
-1.2% |
15,220 |
High |
15,485 |
15,370 |
-115 |
-0.7% |
15,490 |
Low |
15,215 |
15,125 |
-90 |
-0.6% |
15,125 |
Close |
15,270 |
15,345 |
75 |
0.5% |
15,345 |
Range |
270 |
245 |
-25 |
-9.3% |
365 |
ATR |
195 |
199 |
4 |
1.8% |
0 |
Volume |
12,085 |
10,593 |
-1,492 |
-12.3% |
49,733 |
|
Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,015 |
15,925 |
15,480 |
|
R3 |
15,770 |
15,680 |
15,413 |
|
R2 |
15,525 |
15,525 |
15,390 |
|
R1 |
15,435 |
15,435 |
15,368 |
15,480 |
PP |
15,280 |
15,280 |
15,280 |
15,303 |
S1 |
15,190 |
15,190 |
15,323 |
15,235 |
S2 |
15,035 |
15,035 |
15,300 |
|
S3 |
14,790 |
14,945 |
15,278 |
|
S4 |
14,545 |
14,700 |
15,210 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,415 |
16,245 |
15,546 |
|
R3 |
16,050 |
15,880 |
15,446 |
|
R2 |
15,685 |
15,685 |
15,412 |
|
R1 |
15,515 |
15,515 |
15,379 |
15,600 |
PP |
15,320 |
15,320 |
15,320 |
15,363 |
S1 |
15,150 |
15,150 |
15,312 |
15,235 |
S2 |
14,955 |
14,955 |
15,278 |
|
S3 |
14,590 |
14,785 |
15,245 |
|
S4 |
14,225 |
14,420 |
15,144 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,490 |
15,125 |
365 |
2.4% |
194 |
1.3% |
60% |
False |
True |
9,946 |
10 |
15,505 |
15,035 |
470 |
3.1% |
205 |
1.3% |
66% |
False |
False |
12,372 |
20 |
15,505 |
15,035 |
470 |
3.1% |
196 |
1.3% |
66% |
False |
False |
11,590 |
40 |
15,505 |
14,210 |
1,295 |
8.4% |
199 |
1.3% |
88% |
False |
False |
9,696 |
60 |
15,505 |
13,985 |
1,520 |
9.9% |
169 |
1.1% |
89% |
False |
False |
6,470 |
80 |
15,505 |
13,970 |
1,535 |
10.0% |
140 |
0.9% |
90% |
False |
False |
4,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,411 |
2.618 |
16,012 |
1.618 |
15,767 |
1.000 |
15,615 |
0.618 |
15,522 |
HIGH |
15,370 |
0.618 |
15,277 |
0.500 |
15,248 |
0.382 |
15,219 |
LOW |
15,125 |
0.618 |
14,974 |
1.000 |
14,880 |
1.618 |
14,729 |
2.618 |
14,484 |
4.250 |
14,084 |
|
|
Fisher Pivots for day following 18-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
15,313 |
15,333 |
PP |
15,280 |
15,320 |
S1 |
15,248 |
15,308 |
|