Trading Metrics calculated at close of trading on 07-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
20,225 |
20,345 |
120 |
0.6% |
20,645 |
High |
20,615 |
20,510 |
-105 |
-0.5% |
20,660 |
Low |
20,055 |
20,135 |
80 |
0.4% |
20,100 |
Close |
20,325 |
20,485 |
160 |
0.8% |
20,530 |
Range |
560 |
375 |
-185 |
-33.0% |
560 |
ATR |
308 |
313 |
5 |
1.5% |
0 |
Volume |
24,247 |
21,210 |
-3,037 |
-12.5% |
66,911 |
|
Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,502 |
21,368 |
20,691 |
|
R3 |
21,127 |
20,993 |
20,588 |
|
R2 |
20,752 |
20,752 |
20,554 |
|
R1 |
20,618 |
20,618 |
20,520 |
20,685 |
PP |
20,377 |
20,377 |
20,377 |
20,410 |
S1 |
20,243 |
20,243 |
20,451 |
20,310 |
S2 |
20,002 |
20,002 |
20,416 |
|
S3 |
19,627 |
19,868 |
20,382 |
|
S4 |
19,252 |
19,493 |
20,279 |
|
|
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% |
354 |
1.7% |
71% |
False |
False |
17,485 |
10 |
20,990 |
20,055 |
935 |
4.6% |
330 |
1.6% |
46% |
False |
False |
15,670 |
20 |
20,990 |
19,925 |
1,065 |
5.2% |
309 |
1.5% |
53% |
False |
False |
14,492 |
40 |
20,990 |
19,580 |
1,410 |
6.9% |
245 |
1.2% |
64% |
False |
False |
8,603 |
60 |
20,990 |
19,180 |
1,810 |
8.8% |
200 |
1.0% |
72% |
False |
False |
5,742 |
80 |
20,990 |
19,180 |
1,810 |
8.8% |
162 |
0.8% |
72% |
False |
False |
4,307 |
100 |
20,990 |
18,135 |
2,855 |
13.9% |
130 |
0.6% |
82% |
False |
False |
3,446 |
120 |
20,990 |
16,925 |
4,065 |
19.8% |
108 |
0.5% |
88% |
False |
False |
2,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,104 |
2.618 |
21,492 |
1.618 |
21,117 |
1.000 |
20,885 |
0.618 |
20,742 |
HIGH |
20,510 |
0.618 |
20,367 |
0.500 |
20,323 |
0.382 |
20,278 |
LOW |
20,135 |
0.618 |
19,903 |
1.000 |
19,760 |
1.618 |
19,528 |
2.618 |
19,153 |
4.250 |
18,541 |
|
|
Fisher Pivots for day following 07-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
20,431 |
20,439 |
PP |
20,377 |
20,393 |
S1 |
20,323 |
20,348 |
|