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 |
16,966 |
16,938 |
-28 |
-0.2% |
16,820 |
High |
16,966 |
16,973 |
7 |
0.0% |
16,987 |
Low |
16,817 |
16,938 |
121 |
0.7% |
16,820 |
Close |
16,899 |
16,950 |
51 |
0.3% |
16,947 |
Range |
149 |
35 |
-114 |
-76.5% |
167 |
ATR |
100 |
98 |
-2 |
-1.8% |
0 |
Volume |
25 |
24 |
-1 |
-4.0% |
100 |
|
Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,059 |
17,039 |
16,969 |
|
R3 |
17,024 |
17,004 |
16,960 |
|
R2 |
16,989 |
16,989 |
16,957 |
|
R1 |
16,969 |
16,969 |
16,953 |
16,979 |
PP |
16,954 |
16,954 |
16,954 |
16,959 |
S1 |
16,934 |
16,934 |
16,947 |
16,944 |
S2 |
16,919 |
16,919 |
16,944 |
|
S3 |
16,884 |
16,899 |
16,941 |
|
S4 |
16,849 |
16,864 |
16,931 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,419 |
17,350 |
17,039 |
|
R3 |
17,252 |
17,183 |
16,993 |
|
R2 |
17,085 |
17,085 |
16,978 |
|
R1 |
17,016 |
17,016 |
16,962 |
17,051 |
PP |
16,918 |
16,918 |
16,918 |
16,935 |
S1 |
16,849 |
16,849 |
16,932 |
16,884 |
S2 |
16,751 |
16,751 |
16,917 |
|
S3 |
16,584 |
16,682 |
16,901 |
|
S4 |
16,417 |
16,515 |
16,855 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,987 |
16,817 |
170 |
1.0% |
99 |
0.6% |
78% |
False |
False |
23 |
10 |
16,987 |
16,658 |
329 |
1.9% |
100 |
0.6% |
89% |
False |
False |
17 |
20 |
16,987 |
16,612 |
375 |
2.2% |
91 |
0.5% |
90% |
False |
False |
14 |
40 |
16,987 |
16,473 |
514 |
3.0% |
62 |
0.4% |
93% |
False |
False |
11 |
60 |
16,987 |
16,150 |
837 |
4.9% |
57 |
0.3% |
96% |
False |
False |
8 |
80 |
16,987 |
15,825 |
1,162 |
6.9% |
51 |
0.3% |
97% |
False |
False |
6 |
100 |
16,987 |
15,784 |
1,203 |
7.1% |
43 |
0.3% |
97% |
False |
False |
6 |
120 |
16,987 |
15,085 |
1,902 |
11.2% |
42 |
0.2% |
98% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,122 |
2.618 |
17,065 |
1.618 |
17,030 |
1.000 |
17,008 |
0.618 |
16,995 |
HIGH |
16,973 |
0.618 |
16,960 |
0.500 |
16,956 |
0.382 |
16,951 |
LOW |
16,938 |
0.618 |
16,916 |
1.000 |
16,903 |
1.618 |
16,881 |
2.618 |
16,846 |
4.250 |
16,789 |
|
|
Fisher Pivots for day following 22-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
16,956 |
16,932 |
PP |
16,954 |
16,913 |
S1 |
16,952 |
16,895 |
|