Trading Metrics calculated at close of trading on 02-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
20,305 |
20,605 |
300 |
1.5% |
20,195 |
High |
20,660 |
20,640 |
-20 |
-0.1% |
20,990 |
Low |
20,295 |
20,500 |
205 |
1.0% |
20,165 |
Close |
20,610 |
20,530 |
-80 |
-0.4% |
20,900 |
Range |
365 |
140 |
-225 |
-61.6% |
825 |
ATR |
300 |
289 |
-11 |
-3.8% |
0 |
Volume |
13,895 |
8,435 |
-5,460 |
-39.3% |
56,838 |
|
Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,977 |
20,893 |
20,607 |
|
R3 |
20,837 |
20,753 |
20,569 |
|
R2 |
20,697 |
20,697 |
20,556 |
|
R1 |
20,613 |
20,613 |
20,543 |
20,585 |
PP |
20,557 |
20,557 |
20,557 |
20,543 |
S1 |
20,473 |
20,473 |
20,517 |
20,445 |
S2 |
20,417 |
20,417 |
20,504 |
|
S3 |
20,277 |
20,333 |
20,492 |
|
S4 |
20,137 |
20,193 |
20,453 |
|
|
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% |
321 |
1.6% |
52% |
False |
False |
15,501 |
10 |
20,990 |
20,100 |
890 |
4.3% |
300 |
1.5% |
48% |
False |
False |
13,180 |
20 |
20,990 |
19,925 |
1,065 |
5.2% |
291 |
1.4% |
57% |
False |
False |
14,579 |
40 |
20,990 |
19,180 |
1,810 |
8.8% |
236 |
1.1% |
75% |
False |
False |
7,469 |
60 |
20,990 |
19,180 |
1,810 |
8.8% |
189 |
0.9% |
75% |
False |
False |
4,985 |
80 |
20,990 |
19,180 |
1,810 |
8.8% |
151 |
0.7% |
75% |
False |
False |
3,739 |
100 |
20,990 |
18,005 |
2,985 |
14.5% |
120 |
0.6% |
85% |
False |
False |
2,991 |
120 |
20,990 |
16,900 |
4,090 |
19.9% |
100 |
0.5% |
89% |
False |
False |
2,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,235 |
2.618 |
21,007 |
1.618 |
20,867 |
1.000 |
20,780 |
0.618 |
20,727 |
HIGH |
20,640 |
0.618 |
20,587 |
0.500 |
20,570 |
0.382 |
20,554 |
LOW |
20,500 |
0.618 |
20,414 |
1.000 |
20,360 |
1.618 |
20,274 |
2.618 |
20,134 |
4.250 |
19,905 |
|
|
Fisher Pivots for day following 02-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
20,570 |
20,480 |
PP |
20,557 |
20,430 |
S1 |
20,543 |
20,380 |
|