Trading Metrics calculated at close of trading on 29-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
17,396 |
17,554 |
158 |
0.9% |
17,993 |
High |
17,571 |
17,697 |
126 |
0.7% |
18,058 |
Low |
17,371 |
17,524 |
153 |
0.9% |
17,473 |
Close |
17,546 |
17,682 |
136 |
0.8% |
17,523 |
Range |
200 |
173 |
-27 |
-13.5% |
585 |
ATR |
193 |
191 |
-1 |
-0.7% |
0 |
Volume |
164,190 |
128,149 |
-36,041 |
-22.0% |
559,063 |
|
Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,153 |
18,091 |
17,777 |
|
R3 |
17,980 |
17,918 |
17,730 |
|
R2 |
17,807 |
17,807 |
17,714 |
|
R1 |
17,745 |
17,745 |
17,698 |
17,776 |
PP |
17,634 |
17,634 |
17,634 |
17,650 |
S1 |
17,572 |
17,572 |
17,666 |
17,603 |
S2 |
17,461 |
17,461 |
17,650 |
|
S3 |
17,288 |
17,399 |
17,635 |
|
S4 |
17,115 |
17,226 |
17,587 |
|
|
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 |
17,833 |
17,319 |
514 |
2.9% |
209 |
1.2% |
71% |
False |
False |
141,824 |
10 |
18,075 |
17,319 |
756 |
4.3% |
164 |
0.9% |
48% |
False |
False |
118,331 |
20 |
18,075 |
17,319 |
756 |
4.3% |
198 |
1.1% |
48% |
False |
False |
141,352 |
40 |
18,108 |
17,319 |
789 |
4.5% |
189 |
1.1% |
46% |
False |
False |
116,962 |
60 |
18,250 |
17,319 |
931 |
5.3% |
175 |
1.0% |
39% |
False |
False |
78,062 |
80 |
18,250 |
17,319 |
931 |
5.3% |
168 |
1.0% |
39% |
False |
False |
58,552 |
100 |
18,250 |
17,319 |
931 |
5.3% |
163 |
0.9% |
39% |
False |
False |
46,843 |
120 |
18,250 |
17,319 |
931 |
5.3% |
141 |
0.8% |
39% |
False |
False |
39,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,432 |
2.618 |
18,150 |
1.618 |
17,977 |
1.000 |
17,870 |
0.618 |
17,804 |
HIGH |
17,697 |
0.618 |
17,631 |
0.500 |
17,611 |
0.382 |
17,590 |
LOW |
17,524 |
0.618 |
17,417 |
1.000 |
17,351 |
1.618 |
17,244 |
2.618 |
17,071 |
4.250 |
16,789 |
|
|
Fisher Pivots for day following 29-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
17,658 |
17,624 |
PP |
17,634 |
17,566 |
S1 |
17,611 |
17,508 |
|