Trading Metrics calculated at close of trading on 09-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
20,430 |
19,345 |
-1,085 |
-5.3% |
20,645 |
High |
20,470 |
19,955 |
-515 |
-2.5% |
20,660 |
Low |
19,265 |
19,165 |
-100 |
-0.5% |
20,100 |
Close |
19,345 |
19,715 |
370 |
1.9% |
20,530 |
Range |
1,205 |
790 |
-415 |
-34.4% |
560 |
ATR |
378 |
407 |
29 |
7.8% |
0 |
Volume |
48,100 |
27,823 |
-20,277 |
-42.2% |
66,911 |
|
Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,982 |
21,638 |
20,150 |
|
R3 |
21,192 |
20,848 |
19,932 |
|
R2 |
20,402 |
20,402 |
19,860 |
|
R1 |
20,058 |
20,058 |
19,788 |
20,230 |
PP |
19,612 |
19,612 |
19,612 |
19,698 |
S1 |
19,268 |
19,268 |
19,643 |
19,440 |
S2 |
18,822 |
18,822 |
19,570 |
|
S3 |
18,032 |
18,478 |
19,498 |
|
S4 |
17,242 |
17,688 |
19,281 |
|
|
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 |
20,640 |
19,165 |
1,475 |
7.5% |
614 |
3.1% |
37% |
False |
True |
25,963 |
10 |
20,930 |
19,165 |
1,765 |
9.0% |
467 |
2.4% |
31% |
False |
True |
20,807 |
20 |
20,990 |
19,165 |
1,825 |
9.3% |
376 |
1.9% |
30% |
False |
True |
16,361 |
40 |
20,990 |
19,165 |
1,825 |
9.3% |
293 |
1.5% |
30% |
False |
True |
10,500 |
60 |
20,990 |
19,165 |
1,825 |
9.3% |
230 |
1.2% |
30% |
False |
True |
7,007 |
80 |
20,990 |
19,165 |
1,825 |
9.3% |
187 |
0.9% |
30% |
False |
True |
5,256 |
100 |
20,990 |
18,330 |
2,660 |
13.5% |
150 |
0.8% |
52% |
False |
False |
4,205 |
120 |
20,990 |
17,460 |
3,530 |
17.9% |
125 |
0.6% |
64% |
False |
False |
3,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,313 |
2.618 |
22,023 |
1.618 |
21,233 |
1.000 |
20,745 |
0.618 |
20,443 |
HIGH |
19,955 |
0.618 |
19,653 |
0.500 |
19,560 |
0.382 |
19,467 |
LOW |
19,165 |
0.618 |
18,677 |
1.000 |
18,375 |
1.618 |
17,887 |
2.618 |
17,097 |
4.250 |
15,808 |
|
|
Fisher Pivots for day following 09-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
19,663 |
19,838 |
PP |
19,612 |
19,797 |
S1 |
19,560 |
19,756 |
|