Trading Metrics calculated at close of trading on 29-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
15,465 |
15,580 |
115 |
0.7% |
15,365 |
High |
15,610 |
15,720 |
110 |
0.7% |
15,560 |
Low |
15,430 |
15,570 |
140 |
0.9% |
15,205 |
Close |
15,580 |
15,620 |
40 |
0.3% |
15,440 |
Range |
180 |
150 |
-30 |
-16.7% |
355 |
ATR |
185 |
182 |
-2 |
-1.3% |
0 |
Volume |
11,349 |
9,974 |
-1,375 |
-12.1% |
40,273 |
|
Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,087 |
16,003 |
15,703 |
|
R3 |
15,937 |
15,853 |
15,661 |
|
R2 |
15,787 |
15,787 |
15,648 |
|
R1 |
15,703 |
15,703 |
15,634 |
15,745 |
PP |
15,637 |
15,637 |
15,637 |
15,658 |
S1 |
15,553 |
15,553 |
15,606 |
15,595 |
S2 |
15,487 |
15,487 |
15,593 |
|
S3 |
15,337 |
15,403 |
15,579 |
|
S4 |
15,187 |
15,253 |
15,538 |
|
|
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 |
15,720 |
15,255 |
465 |
3.0% |
152 |
1.0% |
78% |
True |
False |
9,413 |
10 |
15,720 |
15,125 |
595 |
3.8% |
174 |
1.1% |
83% |
True |
False |
9,399 |
20 |
15,720 |
15,035 |
685 |
4.4% |
184 |
1.2% |
85% |
True |
False |
10,749 |
40 |
15,720 |
14,835 |
885 |
5.7% |
190 |
1.2% |
89% |
True |
False |
11,187 |
60 |
15,720 |
13,985 |
1,735 |
11.1% |
185 |
1.2% |
94% |
True |
False |
7,496 |
80 |
15,720 |
13,970 |
1,750 |
11.2% |
151 |
1.0% |
94% |
True |
False |
5,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,358 |
2.618 |
16,113 |
1.618 |
15,963 |
1.000 |
15,870 |
0.618 |
15,813 |
HIGH |
15,720 |
0.618 |
15,663 |
0.500 |
15,645 |
0.382 |
15,627 |
LOW |
15,570 |
0.618 |
15,477 |
1.000 |
15,420 |
1.618 |
15,327 |
2.618 |
15,177 |
4.250 |
14,933 |
|
|
Fisher Pivots for day following 29-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
15,645 |
15,590 |
PP |
15,637 |
15,560 |
S1 |
15,628 |
15,530 |
|