Trading Metrics calculated at close of trading on 06-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
20,605 |
20,225 |
-380 |
-1.8% |
20,645 |
High |
20,640 |
20,615 |
-25 |
-0.1% |
20,660 |
Low |
20,500 |
20,055 |
-445 |
-2.2% |
20,100 |
Close |
20,530 |
20,325 |
-205 |
-1.0% |
20,530 |
Range |
140 |
560 |
420 |
300.0% |
560 |
ATR |
289 |
308 |
19 |
6.7% |
0 |
Volume |
8,435 |
24,247 |
15,812 |
187.5% |
66,911 |
|
Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,012 |
21,728 |
20,633 |
|
R3 |
21,452 |
21,168 |
20,479 |
|
R2 |
20,892 |
20,892 |
20,428 |
|
R1 |
20,608 |
20,608 |
20,376 |
20,750 |
PP |
20,332 |
20,332 |
20,332 |
20,403 |
S1 |
20,048 |
20,048 |
20,274 |
20,190 |
S2 |
19,772 |
19,772 |
20,222 |
|
S3 |
19,212 |
19,488 |
20,171 |
|
S4 |
18,652 |
18,928 |
20,017 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,110 |
21,880 |
20,838 |
|
R3 |
21,550 |
21,320 |
20,684 |
|
R2 |
20,990 |
20,990 |
20,633 |
|
R1 |
20,760 |
20,760 |
20,581 |
20,595 |
PP |
20,430 |
20,430 |
20,430 |
20,348 |
S1 |
20,200 |
20,200 |
20,479 |
20,035 |
S2 |
19,870 |
19,870 |
20,427 |
|
S3 |
19,310 |
19,640 |
20,376 |
|
S4 |
18,750 |
19,080 |
20,222 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,660 |
20,055 |
605 |
3.0% |
388 |
1.9% |
45% |
False |
True |
18,231 |
10 |
20,990 |
20,055 |
935 |
4.6% |
339 |
1.7% |
29% |
False |
True |
14,799 |
20 |
20,990 |
19,925 |
1,065 |
5.2% |
306 |
1.5% |
38% |
False |
False |
15,327 |
40 |
20,990 |
19,450 |
1,540 |
7.6% |
243 |
1.2% |
57% |
False |
False |
8,074 |
60 |
20,990 |
19,180 |
1,810 |
8.9% |
195 |
1.0% |
63% |
False |
False |
5,389 |
80 |
20,990 |
19,180 |
1,810 |
8.9% |
158 |
0.8% |
63% |
False |
False |
4,042 |
100 |
20,990 |
18,005 |
2,985 |
14.7% |
126 |
0.6% |
78% |
False |
False |
3,234 |
120 |
20,990 |
16,900 |
4,090 |
20.1% |
105 |
0.5% |
84% |
False |
False |
2,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,995 |
2.618 |
22,081 |
1.618 |
21,521 |
1.000 |
21,175 |
0.618 |
20,961 |
HIGH |
20,615 |
0.618 |
20,401 |
0.500 |
20,335 |
0.382 |
20,269 |
LOW |
20,055 |
0.618 |
19,709 |
1.000 |
19,495 |
1.618 |
19,149 |
2.618 |
18,589 |
4.250 |
17,675 |
|
|
Fisher Pivots for day following 06-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
20,335 |
20,358 |
PP |
20,332 |
20,347 |
S1 |
20,328 |
20,336 |
|