Trading Metrics calculated at close of trading on 24-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
15,355 |
15,370 |
15 |
0.1% |
15,220 |
High |
15,395 |
15,405 |
10 |
0.1% |
15,490 |
Low |
15,335 |
15,255 |
-80 |
-0.5% |
15,125 |
Close |
15,370 |
15,355 |
-15 |
-0.1% |
15,345 |
Range |
60 |
150 |
90 |
150.0% |
365 |
ATR |
185 |
182 |
-2 |
-1.3% |
0 |
Volume |
5,547 |
8,537 |
2,990 |
53.9% |
49,733 |
|
Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,788 |
15,722 |
15,438 |
|
R3 |
15,638 |
15,572 |
15,396 |
|
R2 |
15,488 |
15,488 |
15,383 |
|
R1 |
15,422 |
15,422 |
15,369 |
15,380 |
PP |
15,338 |
15,338 |
15,338 |
15,318 |
S1 |
15,272 |
15,272 |
15,341 |
15,230 |
S2 |
15,188 |
15,188 |
15,328 |
|
S3 |
15,038 |
15,122 |
15,314 |
|
S4 |
14,888 |
14,972 |
15,273 |
|
|
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 |
15,420 |
15,125 |
295 |
1.9% |
159 |
1.0% |
78% |
False |
False |
7,841 |
10 |
15,490 |
15,095 |
395 |
2.6% |
167 |
1.1% |
66% |
False |
False |
8,709 |
20 |
15,505 |
15,035 |
470 |
3.1% |
185 |
1.2% |
68% |
False |
False |
10,781 |
40 |
15,505 |
14,625 |
880 |
5.7% |
193 |
1.3% |
83% |
False |
False |
10,384 |
60 |
15,505 |
13,985 |
1,520 |
9.9% |
178 |
1.2% |
90% |
False |
False |
6,947 |
80 |
15,505 |
13,970 |
1,535 |
10.0% |
145 |
0.9% |
90% |
False |
False |
5,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,043 |
2.618 |
15,798 |
1.618 |
15,648 |
1.000 |
15,555 |
0.618 |
15,498 |
HIGH |
15,405 |
0.618 |
15,348 |
0.500 |
15,330 |
0.382 |
15,312 |
LOW |
15,255 |
0.618 |
15,162 |
1.000 |
15,105 |
1.618 |
15,012 |
2.618 |
14,862 |
4.250 |
14,618 |
|
|
Fisher Pivots for day following 24-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
15,347 |
15,349 |
PP |
15,338 |
15,343 |
S1 |
15,330 |
15,338 |
|