Trading Metrics calculated at close of trading on 02-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
17,540 |
17,677 |
137 |
0.8% |
17,967 |
High |
17,714 |
17,737 |
23 |
0.1% |
18,108 |
Low |
17,532 |
17,593 |
61 |
0.3% |
17,787 |
Close |
17,671 |
17,649 |
-22 |
-0.1% |
17,873 |
Range |
182 |
144 |
-38 |
-20.9% |
321 |
ATR |
186 |
183 |
-3 |
-1.6% |
0 |
Volume |
153,556 |
106,283 |
-47,273 |
-30.8% |
556,553 |
|
Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,092 |
18,014 |
17,728 |
|
R3 |
17,948 |
17,870 |
17,689 |
|
R2 |
17,804 |
17,804 |
17,676 |
|
R1 |
17,726 |
17,726 |
17,662 |
17,693 |
PP |
17,660 |
17,660 |
17,660 |
17,643 |
S1 |
17,582 |
17,582 |
17,636 |
17,549 |
S2 |
17,516 |
17,516 |
17,623 |
|
S3 |
17,372 |
17,438 |
17,610 |
|
S4 |
17,228 |
17,294 |
17,570 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,886 |
18,700 |
18,050 |
|
R3 |
18,565 |
18,379 |
17,961 |
|
R2 |
18,244 |
18,244 |
17,932 |
|
R1 |
18,058 |
18,058 |
17,903 |
17,991 |
PP |
17,923 |
17,923 |
17,923 |
17,889 |
S1 |
17,737 |
17,737 |
17,844 |
17,670 |
S2 |
17,602 |
17,602 |
17,814 |
|
S3 |
17,281 |
17,416 |
17,785 |
|
S4 |
16,960 |
17,095 |
17,697 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,924 |
17,475 |
449 |
2.5% |
180 |
1.0% |
39% |
False |
False |
169,629 |
10 |
18,108 |
17,475 |
633 |
3.6% |
169 |
1.0% |
27% |
False |
False |
138,040 |
20 |
18,108 |
17,475 |
633 |
3.6% |
176 |
1.0% |
27% |
False |
False |
105,285 |
40 |
18,250 |
17,475 |
775 |
4.4% |
161 |
0.9% |
22% |
False |
False |
52,912 |
60 |
18,250 |
17,475 |
775 |
4.4% |
160 |
0.9% |
22% |
False |
False |
35,282 |
80 |
18,250 |
17,410 |
840 |
4.8% |
157 |
0.9% |
28% |
False |
False |
26,464 |
100 |
18,250 |
17,410 |
840 |
4.8% |
133 |
0.8% |
28% |
False |
False |
21,172 |
120 |
18,250 |
16,932 |
1,318 |
7.5% |
114 |
0.6% |
54% |
False |
False |
17,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,349 |
2.618 |
18,114 |
1.618 |
17,970 |
1.000 |
17,881 |
0.618 |
17,826 |
HIGH |
17,737 |
0.618 |
17,682 |
0.500 |
17,665 |
0.382 |
17,648 |
LOW |
17,593 |
0.618 |
17,504 |
1.000 |
17,449 |
1.618 |
17,360 |
2.618 |
17,216 |
4.250 |
16,981 |
|
|
Fisher Pivots for day following 02-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
17,665 |
17,635 |
PP |
17,660 |
17,620 |
S1 |
17,654 |
17,606 |
|