Trading Metrics calculated at close of trading on 28-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
15,355 |
15,465 |
110 |
0.7% |
15,365 |
High |
15,560 |
15,610 |
50 |
0.3% |
15,560 |
Low |
15,340 |
15,430 |
90 |
0.6% |
15,205 |
Close |
15,440 |
15,580 |
140 |
0.9% |
15,440 |
Range |
220 |
180 |
-40 |
-18.2% |
355 |
ATR |
185 |
185 |
0 |
-0.2% |
0 |
Volume |
11,660 |
11,349 |
-311 |
-2.7% |
40,273 |
|
Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,080 |
16,010 |
15,679 |
|
R3 |
15,900 |
15,830 |
15,630 |
|
R2 |
15,720 |
15,720 |
15,613 |
|
R1 |
15,650 |
15,650 |
15,597 |
15,685 |
PP |
15,540 |
15,540 |
15,540 |
15,558 |
S1 |
15,470 |
15,470 |
15,564 |
15,505 |
S2 |
15,360 |
15,360 |
15,547 |
|
S3 |
15,180 |
15,290 |
15,531 |
|
S4 |
15,000 |
15,110 |
15,481 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,467 |
16,308 |
15,635 |
|
R3 |
16,112 |
15,953 |
15,538 |
|
R2 |
15,757 |
15,757 |
15,505 |
|
R1 |
15,598 |
15,598 |
15,473 |
15,678 |
PP |
15,402 |
15,402 |
15,402 |
15,441 |
S1 |
15,243 |
15,243 |
15,408 |
15,323 |
S2 |
15,047 |
15,047 |
15,375 |
|
S3 |
14,692 |
14,888 |
15,343 |
|
S4 |
14,337 |
14,533 |
15,245 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,610 |
15,255 |
355 |
2.3% |
153 |
1.0% |
92% |
True |
False |
9,249 |
10 |
15,610 |
15,125 |
485 |
3.1% |
172 |
1.1% |
94% |
True |
False |
9,434 |
20 |
15,610 |
15,035 |
575 |
3.7% |
184 |
1.2% |
95% |
True |
False |
10,686 |
40 |
15,610 |
14,755 |
855 |
5.5% |
195 |
1.3% |
96% |
True |
False |
10,947 |
60 |
15,610 |
13,985 |
1,625 |
10.4% |
185 |
1.2% |
98% |
True |
False |
7,330 |
80 |
15,610 |
13,970 |
1,640 |
10.5% |
149 |
1.0% |
98% |
True |
False |
5,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,375 |
2.618 |
16,081 |
1.618 |
15,901 |
1.000 |
15,790 |
0.618 |
15,721 |
HIGH |
15,610 |
0.618 |
15,541 |
0.500 |
15,520 |
0.382 |
15,499 |
LOW |
15,430 |
0.618 |
15,319 |
1.000 |
15,250 |
1.618 |
15,139 |
2.618 |
14,959 |
4.250 |
14,665 |
|
|
Fisher Pivots for day following 28-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
15,560 |
15,531 |
PP |
15,540 |
15,482 |
S1 |
15,520 |
15,433 |
|