Trading Metrics calculated at close of trading on 20-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
18,005 |
17,993 |
-12 |
-0.1% |
17,565 |
High |
18,024 |
18,058 |
34 |
0.2% |
18,075 |
Low |
17,952 |
17,981 |
29 |
0.2% |
17,536 |
Close |
17,997 |
18,003 |
6 |
0.0% |
17,997 |
Range |
72 |
77 |
5 |
6.9% |
539 |
ATR |
192 |
184 |
-8 |
-4.3% |
0 |
Volume |
73,288 |
81,454 |
8,166 |
11.1% |
497,928 |
|
Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,245 |
18,201 |
18,045 |
|
R3 |
18,168 |
18,124 |
18,024 |
|
R2 |
18,091 |
18,091 |
18,017 |
|
R1 |
18,047 |
18,047 |
18,010 |
18,069 |
PP |
18,014 |
18,014 |
18,014 |
18,025 |
S1 |
17,970 |
17,970 |
17,996 |
17,992 |
S2 |
17,937 |
17,937 |
17,989 |
|
S3 |
17,860 |
17,893 |
17,982 |
|
S4 |
17,783 |
17,816 |
17,961 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,486 |
19,281 |
18,294 |
|
R3 |
18,947 |
18,742 |
18,145 |
|
R2 |
18,408 |
18,408 |
18,096 |
|
R1 |
18,203 |
18,203 |
18,047 |
18,306 |
PP |
17,869 |
17,869 |
17,869 |
17,921 |
S1 |
17,664 |
17,664 |
17,948 |
17,767 |
S2 |
17,330 |
17,330 |
17,898 |
|
S3 |
16,791 |
17,125 |
17,849 |
|
S4 |
16,252 |
16,586 |
17,701 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,075 |
17,865 |
210 |
1.2% |
90 |
0.5% |
66% |
False |
False |
86,412 |
10 |
18,075 |
17,371 |
704 |
3.9% |
193 |
1.1% |
90% |
False |
False |
144,216 |
20 |
18,108 |
17,354 |
754 |
4.2% |
189 |
1.0% |
86% |
False |
False |
145,620 |
40 |
18,192 |
17,354 |
838 |
4.7% |
181 |
1.0% |
77% |
False |
False |
93,684 |
60 |
18,250 |
17,354 |
896 |
5.0% |
169 |
0.9% |
72% |
False |
False |
62,481 |
80 |
18,250 |
17,354 |
896 |
5.0% |
165 |
0.9% |
72% |
False |
False |
46,865 |
100 |
18,250 |
17,354 |
896 |
5.0% |
151 |
0.8% |
72% |
False |
False |
37,492 |
120 |
18,250 |
16,932 |
1,318 |
7.3% |
130 |
0.7% |
81% |
False |
False |
31,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,385 |
2.618 |
18,260 |
1.618 |
18,183 |
1.000 |
18,135 |
0.618 |
18,106 |
HIGH |
18,058 |
0.618 |
18,029 |
0.500 |
18,020 |
0.382 |
18,011 |
LOW |
17,981 |
0.618 |
17,934 |
1.000 |
17,904 |
1.618 |
17,857 |
2.618 |
17,780 |
4.250 |
17,654 |
|
|
Fisher Pivots for day following 20-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
18,020 |
18,014 |
PP |
18,014 |
18,010 |
S1 |
18,009 |
18,007 |
|