Trading Metrics calculated at close of trading on 21-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
17,993 |
17,985 |
-8 |
0.0% |
17,565 |
High |
18,058 |
18,020 |
-38 |
-0.2% |
18,075 |
Low |
17,981 |
17,786 |
-195 |
-1.1% |
17,536 |
Close |
18,003 |
17,866 |
-137 |
-0.8% |
17,997 |
Range |
77 |
234 |
157 |
203.9% |
539 |
ATR |
184 |
188 |
4 |
1.9% |
0 |
Volume |
81,454 |
122,821 |
41,367 |
50.8% |
497,928 |
|
Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,593 |
18,463 |
17,995 |
|
R3 |
18,359 |
18,229 |
17,930 |
|
R2 |
18,125 |
18,125 |
17,909 |
|
R1 |
17,995 |
17,995 |
17,888 |
17,943 |
PP |
17,891 |
17,891 |
17,891 |
17,865 |
S1 |
17,761 |
17,761 |
17,845 |
17,709 |
S2 |
17,657 |
17,657 |
17,823 |
|
S3 |
17,423 |
17,527 |
17,802 |
|
S4 |
17,189 |
17,293 |
17,737 |
|
|
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 |
17,786 |
289 |
1.6% |
113 |
0.6% |
28% |
False |
True |
93,578 |
10 |
18,075 |
17,404 |
671 |
3.8% |
181 |
1.0% |
69% |
False |
False |
131,537 |
20 |
18,108 |
17,354 |
754 |
4.2% |
194 |
1.1% |
68% |
False |
False |
146,517 |
40 |
18,166 |
17,354 |
812 |
4.5% |
185 |
1.0% |
63% |
False |
False |
96,753 |
60 |
18,250 |
17,354 |
896 |
5.0% |
172 |
1.0% |
57% |
False |
False |
64,527 |
80 |
18,250 |
17,354 |
896 |
5.0% |
167 |
0.9% |
57% |
False |
False |
48,400 |
100 |
18,250 |
17,354 |
896 |
5.0% |
153 |
0.9% |
57% |
False |
False |
38,721 |
120 |
18,250 |
16,932 |
1,318 |
7.4% |
131 |
0.7% |
71% |
False |
False |
32,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,015 |
2.618 |
18,633 |
1.618 |
18,399 |
1.000 |
18,254 |
0.618 |
18,165 |
HIGH |
18,020 |
0.618 |
17,931 |
0.500 |
17,903 |
0.382 |
17,876 |
LOW |
17,786 |
0.618 |
17,642 |
1.000 |
17,552 |
1.618 |
17,408 |
2.618 |
17,174 |
4.250 |
16,792 |
|
|
Fisher Pivots for day following 21-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
17,903 |
17,922 |
PP |
17,891 |
17,903 |
S1 |
17,878 |
17,885 |
|