Trading Metrics calculated at close of trading on 22-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
15,365 |
15,290 |
-75 |
-0.5% |
15,220 |
High |
15,390 |
15,420 |
30 |
0.2% |
15,490 |
Low |
15,205 |
15,265 |
60 |
0.4% |
15,125 |
Close |
15,290 |
15,385 |
95 |
0.6% |
15,345 |
Range |
185 |
155 |
-30 |
-16.2% |
365 |
ATR |
198 |
195 |
-3 |
-1.5% |
0 |
Volume |
5,377 |
9,152 |
3,775 |
70.2% |
49,733 |
|
Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,822 |
15,758 |
15,470 |
|
R3 |
15,667 |
15,603 |
15,428 |
|
R2 |
15,512 |
15,512 |
15,414 |
|
R1 |
15,448 |
15,448 |
15,399 |
15,480 |
PP |
15,357 |
15,357 |
15,357 |
15,373 |
S1 |
15,293 |
15,293 |
15,371 |
15,325 |
S2 |
15,202 |
15,202 |
15,357 |
|
S3 |
15,047 |
15,138 |
15,343 |
|
S4 |
14,892 |
14,983 |
15,300 |
|
|
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% |
195 |
1.3% |
71% |
False |
False |
9,386 |
10 |
15,490 |
15,035 |
455 |
3.0% |
201 |
1.3% |
77% |
False |
False |
10,574 |
20 |
15,505 |
15,035 |
470 |
3.1% |
194 |
1.3% |
74% |
False |
False |
11,178 |
40 |
15,505 |
14,600 |
905 |
5.9% |
196 |
1.3% |
87% |
False |
False |
10,041 |
60 |
15,505 |
13,985 |
1,520 |
9.9% |
175 |
1.1% |
92% |
False |
False |
6,712 |
80 |
15,505 |
13,970 |
1,535 |
10.0% |
144 |
0.9% |
92% |
False |
False |
5,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,079 |
2.618 |
15,826 |
1.618 |
15,671 |
1.000 |
15,575 |
0.618 |
15,516 |
HIGH |
15,420 |
0.618 |
15,361 |
0.500 |
15,343 |
0.382 |
15,324 |
LOW |
15,265 |
0.618 |
15,169 |
1.000 |
15,110 |
1.618 |
15,014 |
2.618 |
14,859 |
4.250 |
14,606 |
|
|
Fisher Pivots for day following 22-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
15,371 |
15,348 |
PP |
15,357 |
15,310 |
S1 |
15,343 |
15,273 |
|