Trading Metrics calculated at close of trading on 21-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
15,255 |
15,365 |
110 |
0.7% |
15,220 |
High |
15,370 |
15,390 |
20 |
0.1% |
15,490 |
Low |
15,125 |
15,205 |
80 |
0.5% |
15,125 |
Close |
15,345 |
15,290 |
-55 |
-0.4% |
15,345 |
Range |
245 |
185 |
-60 |
-24.5% |
365 |
ATR |
199 |
198 |
-1 |
-0.5% |
0 |
Volume |
10,593 |
5,377 |
-5,216 |
-49.2% |
49,733 |
|
Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,850 |
15,755 |
15,392 |
|
R3 |
15,665 |
15,570 |
15,341 |
|
R2 |
15,480 |
15,480 |
15,324 |
|
R1 |
15,385 |
15,385 |
15,307 |
15,340 |
PP |
15,295 |
15,295 |
15,295 |
15,273 |
S1 |
15,200 |
15,200 |
15,273 |
15,155 |
S2 |
15,110 |
15,110 |
15,256 |
|
S3 |
14,925 |
15,015 |
15,239 |
|
S4 |
14,740 |
14,830 |
15,188 |
|
|
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% |
190 |
1.2% |
45% |
False |
False |
9,620 |
10 |
15,490 |
15,035 |
455 |
3.0% |
205 |
1.3% |
56% |
False |
False |
10,930 |
20 |
15,505 |
15,035 |
470 |
3.1% |
196 |
1.3% |
54% |
False |
False |
11,271 |
40 |
15,505 |
14,465 |
1,040 |
6.8% |
197 |
1.3% |
79% |
False |
False |
9,817 |
60 |
15,505 |
13,985 |
1,520 |
9.9% |
172 |
1.1% |
86% |
False |
False |
6,560 |
80 |
15,505 |
13,970 |
1,535 |
10.0% |
142 |
0.9% |
86% |
False |
False |
4,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,176 |
2.618 |
15,874 |
1.618 |
15,689 |
1.000 |
15,575 |
0.618 |
15,504 |
HIGH |
15,390 |
0.618 |
15,319 |
0.500 |
15,298 |
0.382 |
15,276 |
LOW |
15,205 |
0.618 |
15,091 |
1.000 |
15,020 |
1.618 |
14,906 |
2.618 |
14,721 |
4.250 |
14,419 |
|
|
Fisher Pivots for day following 21-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
15,298 |
15,305 |
PP |
15,295 |
15,300 |
S1 |
15,293 |
15,295 |
|