Trading Metrics calculated at close of trading on 01-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
20,110 |
20,305 |
195 |
1.0% |
20,195 |
High |
20,430 |
20,660 |
230 |
1.1% |
20,990 |
Low |
20,100 |
20,295 |
195 |
1.0% |
20,165 |
Close |
20,255 |
20,610 |
355 |
1.8% |
20,900 |
Range |
330 |
365 |
35 |
10.6% |
825 |
ATR |
292 |
300 |
8 |
2.8% |
0 |
Volume |
19,639 |
13,895 |
-5,744 |
-29.2% |
56,838 |
|
Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,617 |
21,478 |
20,811 |
|
R3 |
21,252 |
21,113 |
20,711 |
|
R2 |
20,887 |
20,887 |
20,677 |
|
R1 |
20,748 |
20,748 |
20,644 |
20,818 |
PP |
20,522 |
20,522 |
20,522 |
20,556 |
S1 |
20,383 |
20,383 |
20,577 |
20,453 |
S2 |
20,157 |
20,157 |
20,543 |
|
S3 |
19,792 |
20,018 |
20,510 |
|
S4 |
19,427 |
19,653 |
20,409 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,160 |
22,855 |
21,354 |
|
R3 |
22,335 |
22,030 |
21,127 |
|
R2 |
21,510 |
21,510 |
21,051 |
|
R1 |
21,205 |
21,205 |
20,976 |
21,358 |
PP |
20,685 |
20,685 |
20,685 |
20,761 |
S1 |
20,380 |
20,380 |
20,825 |
20,533 |
S2 |
19,860 |
19,860 |
20,749 |
|
S3 |
19,035 |
19,555 |
20,673 |
|
S4 |
18,210 |
18,730 |
20,446 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,930 |
20,100 |
830 |
4.0% |
320 |
1.6% |
61% |
False |
False |
15,651 |
10 |
20,990 |
19,925 |
1,065 |
5.2% |
319 |
1.5% |
64% |
False |
False |
13,836 |
20 |
20,990 |
19,925 |
1,065 |
5.2% |
293 |
1.4% |
64% |
False |
False |
14,382 |
40 |
20,990 |
19,180 |
1,810 |
8.8% |
238 |
1.2% |
79% |
False |
False |
7,258 |
60 |
20,990 |
19,180 |
1,810 |
8.8% |
188 |
0.9% |
79% |
False |
False |
4,844 |
80 |
20,990 |
18,840 |
2,150 |
10.4% |
149 |
0.7% |
82% |
False |
False |
3,633 |
100 |
20,990 |
17,900 |
3,090 |
15.0% |
119 |
0.6% |
88% |
False |
False |
2,907 |
120 |
20,990 |
16,900 |
4,090 |
19.8% |
99 |
0.5% |
91% |
False |
False |
2,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,211 |
2.618 |
21,616 |
1.618 |
21,251 |
1.000 |
21,025 |
0.618 |
20,886 |
HIGH |
20,660 |
0.618 |
20,521 |
0.500 |
20,478 |
0.382 |
20,435 |
LOW |
20,295 |
0.618 |
20,070 |
1.000 |
19,930 |
1.618 |
19,705 |
2.618 |
19,340 |
4.250 |
18,744 |
|
|
Fisher Pivots for day following 01-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
20,566 |
20,533 |
PP |
20,522 |
20,457 |
S1 |
20,478 |
20,380 |
|