Trading Metrics calculated at close of trading on 13-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
17,479 |
17,565 |
86 |
0.5% |
17,412 |
High |
17,712 |
17,903 |
191 |
1.1% |
17,726 |
Low |
17,479 |
17,536 |
57 |
0.3% |
17,354 |
Close |
17,669 |
17,900 |
231 |
1.3% |
17,669 |
Range |
233 |
367 |
134 |
57.5% |
372 |
ATR |
216 |
227 |
11 |
5.0% |
0 |
Volume |
158,842 |
147,320 |
-11,522 |
-7.3% |
1,052,734 |
|
Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,881 |
18,757 |
18,102 |
|
R3 |
18,514 |
18,390 |
18,001 |
|
R2 |
18,147 |
18,147 |
17,967 |
|
R1 |
18,023 |
18,023 |
17,934 |
18,085 |
PP |
17,780 |
17,780 |
17,780 |
17,811 |
S1 |
17,656 |
17,656 |
17,866 |
17,718 |
S2 |
17,413 |
17,413 |
17,833 |
|
S3 |
17,046 |
17,289 |
17,799 |
|
S4 |
16,679 |
16,922 |
17,698 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,699 |
18,556 |
17,874 |
|
R3 |
18,327 |
18,184 |
17,771 |
|
R2 |
17,955 |
17,955 |
17,737 |
|
R1 |
17,812 |
17,812 |
17,703 |
17,884 |
PP |
17,583 |
17,583 |
17,583 |
17,619 |
S1 |
17,440 |
17,440 |
17,635 |
17,512 |
S2 |
17,211 |
17,211 |
17,601 |
|
S3 |
16,839 |
17,068 |
17,567 |
|
S4 |
16,467 |
16,696 |
17,465 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,903 |
17,371 |
532 |
3.0% |
296 |
1.7% |
99% |
True |
False |
202,021 |
10 |
17,903 |
17,354 |
549 |
3.1% |
256 |
1.4% |
99% |
True |
False |
192,378 |
20 |
18,108 |
17,354 |
754 |
4.2% |
219 |
1.2% |
72% |
False |
False |
156,882 |
40 |
18,250 |
17,354 |
896 |
5.0% |
180 |
1.0% |
61% |
False |
False |
82,897 |
60 |
18,250 |
17,354 |
896 |
5.0% |
179 |
1.0% |
61% |
False |
False |
55,282 |
80 |
18,250 |
17,354 |
896 |
5.0% |
169 |
0.9% |
61% |
False |
False |
41,464 |
100 |
18,250 |
17,354 |
896 |
5.0% |
147 |
0.8% |
61% |
False |
False |
33,172 |
120 |
18,250 |
16,932 |
1,318 |
7.4% |
127 |
0.7% |
73% |
False |
False |
27,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,463 |
2.618 |
18,864 |
1.618 |
18,497 |
1.000 |
18,270 |
0.618 |
18,130 |
HIGH |
17,903 |
0.618 |
17,763 |
0.500 |
17,720 |
0.382 |
17,676 |
LOW |
17,536 |
0.618 |
17,309 |
1.000 |
17,169 |
1.618 |
16,942 |
2.618 |
16,575 |
4.250 |
15,976 |
|
|
Fisher Pivots for day following 13-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
17,840 |
17,822 |
PP |
17,780 |
17,743 |
S1 |
17,720 |
17,665 |
|