Trading Metrics calculated at close of trading on 30-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
17,554 |
17,666 |
112 |
0.6% |
17,993 |
High |
17,697 |
17,700 |
3 |
0.0% |
18,058 |
Low |
17,524 |
17,555 |
31 |
0.2% |
17,473 |
Close |
17,682 |
17,686 |
4 |
0.0% |
17,523 |
Range |
173 |
145 |
-28 |
-16.2% |
585 |
ATR |
191 |
188 |
-3 |
-1.7% |
0 |
Volume |
128,149 |
115,910 |
-12,239 |
-9.6% |
559,063 |
|
Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,082 |
18,029 |
17,766 |
|
R3 |
17,937 |
17,884 |
17,726 |
|
R2 |
17,792 |
17,792 |
17,713 |
|
R1 |
17,739 |
17,739 |
17,699 |
17,766 |
PP |
17,647 |
17,647 |
17,647 |
17,660 |
S1 |
17,594 |
17,594 |
17,673 |
17,621 |
S2 |
17,502 |
17,502 |
17,660 |
|
S3 |
17,357 |
17,449 |
17,646 |
|
S4 |
17,212 |
17,304 |
17,606 |
|
|
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 |
17,711 |
17,319 |
392 |
2.2% |
197 |
1.1% |
94% |
False |
False |
139,430 |
10 |
18,058 |
17,319 |
739 |
4.2% |
168 |
1.0% |
50% |
False |
False |
120,573 |
20 |
18,075 |
17,319 |
756 |
4.3% |
196 |
1.1% |
49% |
False |
False |
139,469 |
40 |
18,108 |
17,319 |
789 |
4.5% |
189 |
1.1% |
47% |
False |
False |
119,811 |
60 |
18,250 |
17,319 |
931 |
5.3% |
175 |
1.0% |
39% |
False |
False |
79,994 |
80 |
18,250 |
17,319 |
931 |
5.3% |
169 |
1.0% |
39% |
False |
False |
60,000 |
100 |
18,250 |
17,319 |
931 |
5.3% |
163 |
0.9% |
39% |
False |
False |
48,002 |
120 |
18,250 |
17,319 |
931 |
5.3% |
142 |
0.8% |
39% |
False |
False |
40,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,316 |
2.618 |
18,080 |
1.618 |
17,935 |
1.000 |
17,845 |
0.618 |
17,790 |
HIGH |
17,700 |
0.618 |
17,645 |
0.500 |
17,628 |
0.382 |
17,611 |
LOW |
17,555 |
0.618 |
17,466 |
1.000 |
17,410 |
1.618 |
17,321 |
2.618 |
17,176 |
4.250 |
16,939 |
|
|
Fisher Pivots for day following 30-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
17,667 |
17,636 |
PP |
17,647 |
17,586 |
S1 |
17,628 |
17,536 |
|