Trading Metrics calculated at close of trading on 25-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
17,031 |
16,977 |
-54 |
-0.3% |
17,021 |
High |
17,063 |
17,005 |
-58 |
-0.3% |
17,069 |
Low |
16,965 |
16,846 |
-119 |
-0.7% |
16,846 |
Close |
16,998 |
16,891 |
-107 |
-0.6% |
16,891 |
Range |
98 |
159 |
61 |
62.2% |
223 |
ATR |
117 |
120 |
3 |
2.5% |
0 |
Volume |
119,190 |
153,127 |
33,937 |
28.5% |
634,220 |
|
Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,391 |
17,300 |
16,979 |
|
R3 |
17,232 |
17,141 |
16,935 |
|
R2 |
17,073 |
17,073 |
16,920 |
|
R1 |
16,982 |
16,982 |
16,906 |
16,948 |
PP |
16,914 |
16,914 |
16,914 |
16,897 |
S1 |
16,823 |
16,823 |
16,877 |
16,789 |
S2 |
16,755 |
16,755 |
16,862 |
|
S3 |
16,596 |
16,664 |
16,847 |
|
S4 |
16,437 |
16,505 |
16,804 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,604 |
17,471 |
17,014 |
|
R3 |
17,381 |
17,248 |
16,952 |
|
R2 |
17,158 |
17,158 |
16,932 |
|
R1 |
17,025 |
17,025 |
16,912 |
16,980 |
PP |
16,935 |
16,935 |
16,935 |
16,913 |
S1 |
16,802 |
16,802 |
16,871 |
16,757 |
S2 |
16,712 |
16,712 |
16,850 |
|
S3 |
16,489 |
16,579 |
16,830 |
|
S4 |
16,266 |
16,356 |
16,768 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,069 |
16,846 |
223 |
1.3% |
109 |
0.6% |
20% |
False |
True |
126,844 |
10 |
17,085 |
16,835 |
250 |
1.5% |
129 |
0.8% |
22% |
False |
False |
137,495 |
20 |
17,085 |
16,687 |
398 |
2.4% |
120 |
0.7% |
51% |
False |
False |
124,865 |
40 |
17,085 |
16,561 |
524 |
3.1% |
112 |
0.7% |
63% |
False |
False |
94,665 |
60 |
17,085 |
16,252 |
833 |
4.9% |
111 |
0.7% |
77% |
False |
False |
63,141 |
80 |
17,085 |
15,888 |
1,197 |
7.1% |
110 |
0.6% |
84% |
False |
False |
47,359 |
100 |
17,085 |
15,888 |
1,197 |
7.1% |
106 |
0.6% |
84% |
False |
False |
37,889 |
120 |
17,085 |
15,199 |
1,886 |
11.2% |
95 |
0.6% |
90% |
False |
False |
31,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,681 |
2.618 |
17,421 |
1.618 |
17,262 |
1.000 |
17,164 |
0.618 |
17,103 |
HIGH |
17,005 |
0.618 |
16,944 |
0.500 |
16,926 |
0.382 |
16,907 |
LOW |
16,846 |
0.618 |
16,748 |
1.000 |
16,687 |
1.618 |
16,589 |
2.618 |
16,430 |
4.250 |
16,170 |
|
|
Fisher Pivots for day following 25-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
16,926 |
16,957 |
PP |
16,914 |
16,935 |
S1 |
16,903 |
16,913 |
|