Trading Metrics calculated at close of trading on 24-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
17,800 |
17,691 |
-109 |
-0.6% |
17,993 |
High |
17,833 |
17,711 |
-122 |
-0.7% |
18,058 |
Low |
17,627 |
17,473 |
-154 |
-0.9% |
17,473 |
Close |
17,676 |
17,523 |
-153 |
-0.9% |
17,523 |
Range |
206 |
238 |
32 |
15.5% |
585 |
ATR |
186 |
189 |
4 |
2.0% |
0 |
Volume |
127,882 |
123,764 |
-4,118 |
-3.2% |
559,063 |
|
Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,283 |
18,141 |
17,654 |
|
R3 |
18,045 |
17,903 |
17,589 |
|
R2 |
17,807 |
17,807 |
17,567 |
|
R1 |
17,665 |
17,665 |
17,545 |
17,617 |
PP |
17,569 |
17,569 |
17,569 |
17,545 |
S1 |
17,427 |
17,427 |
17,501 |
17,379 |
S2 |
17,331 |
17,331 |
17,479 |
|
S3 |
17,093 |
17,189 |
17,458 |
|
S4 |
16,855 |
16,951 |
17,392 |
|
|
Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,440 |
19,066 |
17,845 |
|
R3 |
18,855 |
18,481 |
17,684 |
|
R2 |
18,270 |
18,270 |
17,630 |
|
R1 |
17,896 |
17,896 |
17,577 |
17,791 |
PP |
17,685 |
17,685 |
17,685 |
17,632 |
S1 |
17,311 |
17,311 |
17,470 |
17,206 |
S2 |
17,100 |
17,100 |
17,416 |
|
S3 |
16,515 |
16,726 |
17,362 |
|
S4 |
15,930 |
16,141 |
17,201 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,058 |
17,473 |
585 |
3.3% |
173 |
1.0% |
9% |
False |
True |
111,812 |
10 |
18,075 |
17,473 |
602 |
3.4% |
161 |
0.9% |
8% |
False |
True |
105,699 |
20 |
18,075 |
17,354 |
721 |
4.1% |
197 |
1.1% |
23% |
False |
False |
147,893 |
40 |
18,108 |
17,354 |
754 |
4.3% |
186 |
1.1% |
22% |
False |
False |
105,605 |
60 |
18,250 |
17,354 |
896 |
5.1% |
173 |
1.0% |
19% |
False |
False |
70,440 |
80 |
18,250 |
17,354 |
896 |
5.1% |
168 |
1.0% |
19% |
False |
False |
52,834 |
100 |
18,250 |
17,354 |
896 |
5.1% |
157 |
0.9% |
19% |
False |
False |
42,268 |
120 |
18,250 |
17,354 |
896 |
5.1% |
136 |
0.8% |
19% |
False |
False |
35,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,723 |
2.618 |
18,334 |
1.618 |
18,096 |
1.000 |
17,949 |
0.618 |
17,858 |
HIGH |
17,711 |
0.618 |
17,620 |
0.500 |
17,592 |
0.382 |
17,564 |
LOW |
17,473 |
0.618 |
17,326 |
1.000 |
17,235 |
1.618 |
17,088 |
2.618 |
16,850 |
4.250 |
16,462 |
|
|
Fisher Pivots for day following 24-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
17,592 |
17,655 |
PP |
17,569 |
17,611 |
S1 |
17,546 |
17,567 |
|