Trading Metrics calculated at close of trading on 22-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
17,021 |
16,979 |
-42 |
-0.2% |
16,878 |
High |
17,029 |
17,069 |
40 |
0.2% |
17,085 |
Low |
16,908 |
16,976 |
68 |
0.4% |
16,835 |
Close |
16,983 |
17,033 |
50 |
0.3% |
17,032 |
Range |
121 |
93 |
-28 |
-23.1% |
250 |
ATR |
125 |
122 |
-2 |
-1.8% |
0 |
Volume |
129,463 |
118,907 |
-10,556 |
-8.2% |
740,738 |
|
Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,305 |
17,262 |
17,084 |
|
R3 |
17,212 |
17,169 |
17,059 |
|
R2 |
17,119 |
17,119 |
17,050 |
|
R1 |
17,076 |
17,076 |
17,042 |
17,098 |
PP |
17,026 |
17,026 |
17,026 |
17,037 |
S1 |
16,983 |
16,983 |
17,025 |
17,005 |
S2 |
16,933 |
16,933 |
17,016 |
|
S3 |
16,840 |
16,890 |
17,008 |
|
S4 |
16,747 |
16,797 |
16,982 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,734 |
17,633 |
17,170 |
|
R3 |
17,484 |
17,383 |
17,101 |
|
R2 |
17,234 |
17,234 |
17,078 |
|
R1 |
17,133 |
17,133 |
17,055 |
17,184 |
PP |
16,984 |
16,984 |
16,984 |
17,009 |
S1 |
16,883 |
16,883 |
17,009 |
16,934 |
S2 |
16,734 |
16,734 |
16,986 |
|
S3 |
16,484 |
16,633 |
16,963 |
|
S4 |
16,234 |
16,383 |
16,895 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,085 |
16,835 |
250 |
1.5% |
141 |
0.8% |
79% |
False |
False |
148,206 |
10 |
17,085 |
16,722 |
363 |
2.1% |
135 |
0.8% |
86% |
False |
False |
138,121 |
20 |
17,085 |
16,659 |
426 |
2.5% |
124 |
0.7% |
88% |
False |
False |
126,730 |
40 |
17,085 |
16,520 |
565 |
3.3% |
109 |
0.6% |
91% |
False |
False |
85,046 |
60 |
17,085 |
16,242 |
843 |
4.9% |
109 |
0.6% |
94% |
False |
False |
56,711 |
80 |
17,085 |
15,888 |
1,197 |
7.0% |
108 |
0.6% |
96% |
False |
False |
42,536 |
100 |
17,085 |
15,888 |
1,197 |
7.0% |
105 |
0.6% |
96% |
False |
False |
34,030 |
120 |
17,085 |
15,154 |
1,931 |
11.3% |
94 |
0.6% |
97% |
False |
False |
28,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,464 |
2.618 |
17,313 |
1.618 |
17,220 |
1.000 |
17,162 |
0.618 |
17,127 |
HIGH |
17,069 |
0.618 |
17,034 |
0.500 |
17,023 |
0.382 |
17,012 |
LOW |
16,976 |
0.618 |
16,919 |
1.000 |
16,883 |
1.618 |
16,826 |
2.618 |
16,733 |
4.250 |
16,581 |
|
|
Fisher Pivots for day following 22-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
17,030 |
17,006 |
PP |
17,026 |
16,979 |
S1 |
17,023 |
16,952 |
|