Trading Metrics calculated at close of trading on 28-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
17,527 |
17,396 |
-131 |
-0.7% |
17,993 |
High |
17,547 |
17,571 |
24 |
0.1% |
18,058 |
Low |
17,319 |
17,371 |
52 |
0.3% |
17,473 |
Close |
17,396 |
17,546 |
150 |
0.9% |
17,523 |
Range |
228 |
200 |
-28 |
-12.3% |
585 |
ATR |
192 |
193 |
1 |
0.3% |
0 |
Volume |
165,139 |
164,190 |
-949 |
-0.6% |
559,063 |
|
Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,096 |
18,021 |
17,656 |
|
R3 |
17,896 |
17,821 |
17,601 |
|
R2 |
17,696 |
17,696 |
17,583 |
|
R1 |
17,621 |
17,621 |
17,564 |
17,659 |
PP |
17,496 |
17,496 |
17,496 |
17,515 |
S1 |
17,421 |
17,421 |
17,528 |
17,459 |
S2 |
17,296 |
17,296 |
17,509 |
|
S3 |
17,096 |
17,221 |
17,491 |
|
S4 |
16,896 |
17,021 |
17,436 |
|
|
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 |
17,837 |
17,319 |
518 |
3.0% |
196 |
1.1% |
44% |
False |
False |
136,823 |
10 |
18,075 |
17,319 |
756 |
4.3% |
155 |
0.9% |
30% |
False |
False |
115,200 |
20 |
18,075 |
17,319 |
756 |
4.3% |
198 |
1.1% |
30% |
False |
False |
146,863 |
40 |
18,108 |
17,319 |
789 |
4.5% |
189 |
1.1% |
29% |
False |
False |
113,770 |
60 |
18,250 |
17,319 |
931 |
5.3% |
173 |
1.0% |
24% |
False |
False |
75,927 |
80 |
18,250 |
17,319 |
931 |
5.3% |
170 |
1.0% |
24% |
False |
False |
56,950 |
100 |
18,250 |
17,319 |
931 |
5.3% |
161 |
0.9% |
24% |
False |
False |
45,562 |
120 |
18,250 |
17,319 |
931 |
5.3% |
140 |
0.8% |
24% |
False |
False |
37,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,421 |
2.618 |
18,095 |
1.618 |
17,895 |
1.000 |
17,771 |
0.618 |
17,695 |
HIGH |
17,571 |
0.618 |
17,495 |
0.500 |
17,471 |
0.382 |
17,448 |
LOW |
17,371 |
0.618 |
17,248 |
1.000 |
17,171 |
1.618 |
17,048 |
2.618 |
16,848 |
4.250 |
16,521 |
|
|
Fisher Pivots for day following 28-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
17,521 |
17,536 |
PP |
17,496 |
17,525 |
S1 |
17,471 |
17,515 |
|