Trading Metrics calculated at close of trading on 16-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
16,981 |
17,003 |
22 |
0.1% |
16,968 |
High |
17,045 |
17,069 |
24 |
0.1% |
16,978 |
Low |
16,932 |
16,991 |
59 |
0.3% |
16,722 |
Close |
16,988 |
17,057 |
69 |
0.4% |
16,881 |
Range |
113 |
78 |
-35 |
-31.0% |
256 |
ATR |
114 |
112 |
-2 |
-2.1% |
0 |
Volume |
155,706 |
112,017 |
-43,689 |
-28.1% |
637,077 |
|
Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,273 |
17,243 |
17,100 |
|
R3 |
17,195 |
17,165 |
17,079 |
|
R2 |
17,117 |
17,117 |
17,071 |
|
R1 |
17,087 |
17,087 |
17,064 |
17,102 |
PP |
17,039 |
17,039 |
17,039 |
17,047 |
S1 |
17,009 |
17,009 |
17,050 |
17,024 |
S2 |
16,961 |
16,961 |
17,043 |
|
S3 |
16,883 |
16,931 |
17,036 |
|
S4 |
16,805 |
16,853 |
17,014 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,628 |
17,511 |
17,022 |
|
R3 |
17,372 |
17,255 |
16,952 |
|
R2 |
17,116 |
17,116 |
16,928 |
|
R1 |
16,999 |
16,999 |
16,905 |
16,930 |
PP |
16,860 |
16,860 |
16,860 |
16,826 |
S1 |
16,743 |
16,743 |
16,858 |
16,674 |
S2 |
16,604 |
16,604 |
16,834 |
|
S3 |
16,348 |
16,487 |
16,811 |
|
S4 |
16,092 |
16,231 |
16,740 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,069 |
16,722 |
347 |
2.0% |
127 |
0.7% |
97% |
True |
False |
127,242 |
10 |
17,069 |
16,722 |
347 |
2.0% |
110 |
0.6% |
97% |
True |
False |
114,341 |
20 |
17,069 |
16,650 |
419 |
2.5% |
114 |
0.7% |
97% |
True |
False |
117,555 |
40 |
17,069 |
16,255 |
814 |
4.8% |
105 |
0.6% |
99% |
True |
False |
69,330 |
60 |
17,069 |
16,209 |
860 |
5.0% |
102 |
0.6% |
99% |
True |
False |
46,228 |
80 |
17,069 |
15,888 |
1,181 |
6.9% |
105 |
0.6% |
99% |
True |
False |
34,673 |
100 |
17,069 |
15,888 |
1,181 |
6.9% |
100 |
0.6% |
99% |
True |
False |
27,740 |
120 |
17,069 |
15,154 |
1,915 |
11.2% |
93 |
0.5% |
99% |
True |
False |
23,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,401 |
2.618 |
17,273 |
1.618 |
17,195 |
1.000 |
17,147 |
0.618 |
17,117 |
HIGH |
17,069 |
0.618 |
17,039 |
0.500 |
17,030 |
0.382 |
17,021 |
LOW |
16,991 |
0.618 |
16,943 |
1.000 |
16,913 |
1.618 |
16,865 |
2.618 |
16,787 |
4.250 |
16,660 |
|
|
Fisher Pivots for day following 16-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
17,048 |
17,029 |
PP |
17,039 |
17,001 |
S1 |
17,030 |
16,973 |
|