Trading Metrics calculated at close of trading on 23-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
17,816 |
17,800 |
-16 |
-0.1% |
17,565 |
High |
17,837 |
17,833 |
-4 |
0.0% |
18,075 |
Low |
17,728 |
17,627 |
-101 |
-0.6% |
17,536 |
Close |
17,785 |
17,676 |
-109 |
-0.6% |
17,997 |
Range |
109 |
206 |
97 |
89.0% |
539 |
ATR |
184 |
186 |
2 |
0.9% |
0 |
Volume |
103,142 |
127,882 |
24,740 |
24.0% |
497,928 |
|
Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,330 |
18,209 |
17,789 |
|
R3 |
18,124 |
18,003 |
17,733 |
|
R2 |
17,918 |
17,918 |
17,714 |
|
R1 |
17,797 |
17,797 |
17,695 |
17,755 |
PP |
17,712 |
17,712 |
17,712 |
17,691 |
S1 |
17,591 |
17,591 |
17,657 |
17,549 |
S2 |
17,506 |
17,506 |
17,638 |
|
S3 |
17,300 |
17,385 |
17,619 |
|
S4 |
17,094 |
17,179 |
17,563 |
|
|
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 |
18,058 |
17,627 |
431 |
2.4% |
140 |
0.8% |
11% |
False |
True |
101,717 |
10 |
18,075 |
17,479 |
596 |
3.4% |
160 |
0.9% |
33% |
False |
False |
109,206 |
20 |
18,075 |
17,354 |
721 |
4.1% |
195 |
1.1% |
45% |
False |
False |
148,002 |
40 |
18,108 |
17,354 |
754 |
4.3% |
182 |
1.0% |
43% |
False |
False |
102,521 |
60 |
18,250 |
17,354 |
896 |
5.1% |
172 |
1.0% |
36% |
False |
False |
68,377 |
80 |
18,250 |
17,354 |
896 |
5.1% |
166 |
0.9% |
36% |
False |
False |
51,287 |
100 |
18,250 |
17,354 |
896 |
5.1% |
155 |
0.9% |
36% |
False |
False |
41,031 |
120 |
18,250 |
17,354 |
896 |
5.1% |
134 |
0.8% |
36% |
False |
False |
34,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,709 |
2.618 |
18,372 |
1.618 |
18,166 |
1.000 |
18,039 |
0.618 |
17,960 |
HIGH |
17,833 |
0.618 |
17,754 |
0.500 |
17,730 |
0.382 |
17,706 |
LOW |
17,627 |
0.618 |
17,500 |
1.000 |
17,421 |
1.618 |
17,294 |
2.618 |
17,088 |
4.250 |
16,752 |
|
|
Fisher Pivots for day following 23-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
17,730 |
17,824 |
PP |
17,712 |
17,774 |
S1 |
17,694 |
17,725 |
|