Trading Metrics calculated at close of trading on 30-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
15,580 |
15,640 |
60 |
0.4% |
15,365 |
High |
15,720 |
15,810 |
90 |
0.6% |
15,560 |
Low |
15,570 |
15,615 |
45 |
0.3% |
15,205 |
Close |
15,620 |
15,785 |
165 |
1.1% |
15,440 |
Range |
150 |
195 |
45 |
30.0% |
355 |
ATR |
182 |
183 |
1 |
0.5% |
0 |
Volume |
9,974 |
13,017 |
3,043 |
30.5% |
40,273 |
|
Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,322 |
16,248 |
15,892 |
|
R3 |
16,127 |
16,053 |
15,839 |
|
R2 |
15,932 |
15,932 |
15,821 |
|
R1 |
15,858 |
15,858 |
15,803 |
15,895 |
PP |
15,737 |
15,737 |
15,737 |
15,755 |
S1 |
15,663 |
15,663 |
15,767 |
15,700 |
S2 |
15,542 |
15,542 |
15,749 |
|
S3 |
15,347 |
15,468 |
15,732 |
|
S4 |
15,152 |
15,273 |
15,678 |
|
|
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 |
15,810 |
15,255 |
555 |
3.5% |
179 |
1.1% |
95% |
True |
False |
10,907 |
10 |
15,810 |
15,125 |
685 |
4.3% |
181 |
1.1% |
96% |
True |
False |
9,729 |
20 |
15,810 |
15,035 |
775 |
4.9% |
179 |
1.1% |
97% |
True |
False |
10,889 |
40 |
15,810 |
14,835 |
975 |
6.2% |
192 |
1.2% |
97% |
True |
False |
11,475 |
60 |
15,810 |
13,985 |
1,825 |
11.6% |
187 |
1.2% |
99% |
True |
False |
7,713 |
80 |
15,810 |
13,970 |
1,840 |
11.7% |
151 |
1.0% |
99% |
True |
False |
5,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,639 |
2.618 |
16,321 |
1.618 |
16,126 |
1.000 |
16,005 |
0.618 |
15,931 |
HIGH |
15,810 |
0.618 |
15,736 |
0.500 |
15,713 |
0.382 |
15,690 |
LOW |
15,615 |
0.618 |
15,495 |
1.000 |
15,420 |
1.618 |
15,300 |
2.618 |
15,105 |
4.250 |
14,786 |
|
|
Fisher Pivots for day following 30-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
15,761 |
15,730 |
PP |
15,737 |
15,675 |
S1 |
15,713 |
15,620 |
|