Trading Metrics calculated at close of trading on 08-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
20,345 |
20,430 |
85 |
0.4% |
20,645 |
High |
20,510 |
20,470 |
-40 |
-0.2% |
20,660 |
Low |
20,135 |
19,265 |
-870 |
-4.3% |
20,100 |
Close |
20,485 |
19,345 |
-1,140 |
-5.6% |
20,530 |
Range |
375 |
1,205 |
830 |
221.3% |
560 |
ATR |
313 |
378 |
65 |
20.7% |
0 |
Volume |
21,210 |
48,100 |
26,890 |
126.8% |
66,911 |
|
Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,308 |
22,532 |
20,008 |
|
R3 |
22,103 |
21,327 |
19,677 |
|
R2 |
20,898 |
20,898 |
19,566 |
|
R1 |
20,122 |
20,122 |
19,456 |
19,908 |
PP |
19,693 |
19,693 |
19,693 |
19,586 |
S1 |
18,917 |
18,917 |
19,235 |
18,703 |
S2 |
18,488 |
18,488 |
19,124 |
|
S3 |
17,283 |
17,712 |
19,014 |
|
S4 |
16,078 |
16,507 |
18,682 |
|
|
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 |
19,265 |
1,395 |
7.2% |
529 |
2.7% |
6% |
False |
True |
23,177 |
10 |
20,990 |
19,265 |
1,725 |
8.9% |
413 |
2.1% |
5% |
False |
True |
19,355 |
20 |
20,990 |
19,265 |
1,725 |
8.9% |
349 |
1.8% |
5% |
False |
True |
15,807 |
40 |
20,990 |
19,265 |
1,725 |
8.9% |
275 |
1.4% |
5% |
False |
True |
9,805 |
60 |
20,990 |
19,180 |
1,810 |
9.4% |
218 |
1.1% |
9% |
False |
False |
6,543 |
80 |
20,990 |
19,180 |
1,810 |
9.4% |
177 |
0.9% |
9% |
False |
False |
4,908 |
100 |
20,990 |
18,185 |
2,805 |
14.5% |
142 |
0.7% |
41% |
False |
False |
3,927 |
120 |
20,990 |
17,185 |
3,805 |
19.7% |
118 |
0.6% |
57% |
False |
False |
3,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,591 |
2.618 |
23,625 |
1.618 |
22,420 |
1.000 |
21,675 |
0.618 |
21,215 |
HIGH |
20,470 |
0.618 |
20,010 |
0.500 |
19,868 |
0.382 |
19,725 |
LOW |
19,265 |
0.618 |
18,520 |
1.000 |
18,060 |
1.618 |
17,315 |
2.618 |
16,110 |
4.250 |
14,144 |
|
|
Fisher Pivots for day following 08-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
19,868 |
19,940 |
PP |
19,693 |
19,742 |
S1 |
19,519 |
19,543 |
|