Trading Metrics calculated at close of trading on 22-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
17,985 |
17,816 |
-169 |
-0.9% |
17,565 |
High |
18,020 |
17,837 |
-183 |
-1.0% |
18,075 |
Low |
17,786 |
17,728 |
-58 |
-0.3% |
17,536 |
Close |
17,866 |
17,785 |
-81 |
-0.5% |
17,997 |
Range |
234 |
109 |
-125 |
-53.4% |
539 |
ATR |
188 |
184 |
-4 |
-1.9% |
0 |
Volume |
122,821 |
103,142 |
-19,679 |
-16.0% |
497,928 |
|
Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,110 |
18,057 |
17,845 |
|
R3 |
18,001 |
17,948 |
17,815 |
|
R2 |
17,892 |
17,892 |
17,805 |
|
R1 |
17,839 |
17,839 |
17,795 |
17,811 |
PP |
17,783 |
17,783 |
17,783 |
17,770 |
S1 |
17,730 |
17,730 |
17,775 |
17,702 |
S2 |
17,674 |
17,674 |
17,765 |
|
S3 |
17,565 |
17,621 |
17,755 |
|
S4 |
17,456 |
17,512 |
17,725 |
|
|
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 |
17,728 |
347 |
2.0% |
118 |
0.7% |
16% |
False |
True |
94,838 |
10 |
18,075 |
17,426 |
649 |
3.6% |
165 |
0.9% |
55% |
False |
False |
116,467 |
20 |
18,080 |
17,354 |
726 |
4.1% |
195 |
1.1% |
59% |
False |
False |
147,792 |
40 |
18,108 |
17,354 |
754 |
4.2% |
180 |
1.0% |
57% |
False |
False |
99,329 |
60 |
18,250 |
17,354 |
896 |
5.0% |
172 |
1.0% |
48% |
False |
False |
66,246 |
80 |
18,250 |
17,354 |
896 |
5.0% |
166 |
0.9% |
48% |
False |
False |
49,689 |
100 |
18,250 |
17,354 |
896 |
5.0% |
153 |
0.9% |
48% |
False |
False |
39,752 |
120 |
18,250 |
17,134 |
1,116 |
6.3% |
132 |
0.7% |
58% |
False |
False |
33,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,300 |
2.618 |
18,122 |
1.618 |
18,013 |
1.000 |
17,946 |
0.618 |
17,904 |
HIGH |
17,837 |
0.618 |
17,795 |
0.500 |
17,783 |
0.382 |
17,770 |
LOW |
17,728 |
0.618 |
17,661 |
1.000 |
17,619 |
1.618 |
17,552 |
2.618 |
17,443 |
4.250 |
17,265 |
|
|
Fisher Pivots for day following 22-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
17,784 |
17,893 |
PP |
17,783 |
17,857 |
S1 |
17,783 |
17,821 |
|