Trading Metrics calculated at close of trading on 08-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
17,659 |
17,677 |
18 |
0.1% |
17,689 |
High |
17,726 |
17,678 |
-48 |
-0.3% |
17,757 |
Low |
17,371 |
17,404 |
33 |
0.2% |
17,475 |
Close |
17,680 |
17,442 |
-238 |
-1.3% |
17,649 |
Range |
355 |
274 |
-81 |
-22.8% |
282 |
ATR |
204 |
209 |
5 |
2.5% |
0 |
Volume |
249,616 |
253,841 |
4,225 |
1.7% |
723,734 |
|
Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,330 |
18,160 |
17,593 |
|
R3 |
18,056 |
17,886 |
17,517 |
|
R2 |
17,782 |
17,782 |
17,492 |
|
R1 |
17,612 |
17,612 |
17,467 |
17,560 |
PP |
17,508 |
17,508 |
17,508 |
17,482 |
S1 |
17,338 |
17,338 |
17,417 |
17,286 |
S2 |
17,234 |
17,234 |
17,392 |
|
S3 |
16,960 |
17,064 |
17,367 |
|
S4 |
16,686 |
16,790 |
17,291 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,473 |
18,343 |
17,804 |
|
R3 |
18,191 |
18,061 |
17,727 |
|
R2 |
17,909 |
17,909 |
17,701 |
|
R1 |
17,779 |
17,779 |
17,675 |
17,703 |
PP |
17,627 |
17,627 |
17,627 |
17,589 |
S1 |
17,497 |
17,497 |
17,623 |
17,421 |
S2 |
17,345 |
17,345 |
17,597 |
|
S3 |
17,063 |
17,215 |
17,572 |
|
S4 |
16,781 |
16,933 |
17,494 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,737 |
17,354 |
383 |
2.2% |
255 |
1.5% |
23% |
False |
False |
190,648 |
10 |
18,080 |
17,354 |
726 |
4.2% |
225 |
1.3% |
12% |
False |
False |
179,117 |
20 |
18,108 |
17,354 |
754 |
4.3% |
206 |
1.2% |
12% |
False |
False |
139,528 |
40 |
18,250 |
17,354 |
896 |
5.1% |
171 |
1.0% |
10% |
False |
False |
70,238 |
60 |
18,250 |
17,354 |
896 |
5.1% |
170 |
1.0% |
10% |
False |
False |
46,838 |
80 |
18,250 |
17,354 |
896 |
5.1% |
164 |
0.9% |
10% |
False |
False |
35,131 |
100 |
18,250 |
17,354 |
896 |
5.1% |
141 |
0.8% |
10% |
False |
False |
28,105 |
120 |
18,250 |
16,932 |
1,318 |
7.6% |
122 |
0.7% |
39% |
False |
False |
23,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,843 |
2.618 |
18,395 |
1.618 |
18,121 |
1.000 |
17,952 |
0.618 |
17,847 |
HIGH |
17,678 |
0.618 |
17,573 |
0.500 |
17,541 |
0.382 |
17,509 |
LOW |
17,404 |
0.618 |
17,235 |
1.000 |
17,130 |
1.618 |
16,961 |
2.618 |
16,687 |
4.250 |
16,240 |
|
|
Fisher Pivots for day following 08-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
17,541 |
17,540 |
PP |
17,508 |
17,507 |
S1 |
17,475 |
17,475 |
|