Trading Metrics calculated at close of trading on 23-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
15,290 |
15,355 |
65 |
0.4% |
15,220 |
High |
15,420 |
15,395 |
-25 |
-0.2% |
15,490 |
Low |
15,265 |
15,335 |
70 |
0.5% |
15,125 |
Close |
15,385 |
15,370 |
-15 |
-0.1% |
15,345 |
Range |
155 |
60 |
-95 |
-61.3% |
365 |
ATR |
195 |
185 |
-10 |
-4.9% |
0 |
Volume |
9,152 |
5,547 |
-3,605 |
-39.4% |
49,733 |
|
Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,547 |
15,518 |
15,403 |
|
R3 |
15,487 |
15,458 |
15,387 |
|
R2 |
15,427 |
15,427 |
15,381 |
|
R1 |
15,398 |
15,398 |
15,376 |
15,413 |
PP |
15,367 |
15,367 |
15,367 |
15,374 |
S1 |
15,338 |
15,338 |
15,365 |
15,353 |
S2 |
15,307 |
15,307 |
15,359 |
|
S3 |
15,247 |
15,278 |
15,354 |
|
S4 |
15,187 |
15,218 |
15,337 |
|
|
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 |
15,485 |
15,125 |
360 |
2.3% |
183 |
1.2% |
68% |
False |
False |
8,550 |
10 |
15,490 |
15,035 |
455 |
3.0% |
188 |
1.2% |
74% |
False |
False |
10,126 |
20 |
15,505 |
15,035 |
470 |
3.1% |
186 |
1.2% |
71% |
False |
False |
10,874 |
40 |
15,505 |
14,620 |
885 |
5.8% |
193 |
1.3% |
85% |
False |
False |
10,174 |
60 |
15,505 |
13,985 |
1,520 |
9.9% |
176 |
1.1% |
91% |
False |
False |
6,805 |
80 |
15,505 |
13,970 |
1,535 |
10.0% |
143 |
0.9% |
91% |
False |
False |
5,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,650 |
2.618 |
15,552 |
1.618 |
15,492 |
1.000 |
15,455 |
0.618 |
15,432 |
HIGH |
15,395 |
0.618 |
15,372 |
0.500 |
15,365 |
0.382 |
15,358 |
LOW |
15,335 |
0.618 |
15,298 |
1.000 |
15,275 |
1.618 |
15,238 |
2.618 |
15,178 |
4.250 |
15,080 |
|
|
Fisher Pivots for day following 23-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
15,368 |
15,351 |
PP |
15,367 |
15,332 |
S1 |
15,365 |
15,313 |
|