Trading Metrics calculated at close of trading on 10-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
19,345 |
19,700 |
355 |
1.8% |
20,225 |
High |
19,955 |
20,190 |
235 |
1.2% |
20,615 |
Low |
19,165 |
19,700 |
535 |
2.8% |
19,165 |
Close |
19,715 |
20,130 |
415 |
2.1% |
20,130 |
Range |
790 |
490 |
-300 |
-38.0% |
1,450 |
ATR |
407 |
413 |
6 |
1.5% |
0 |
Volume |
27,823 |
22,581 |
-5,242 |
-18.8% |
143,961 |
|
Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,477 |
21,293 |
20,400 |
|
R3 |
20,987 |
20,803 |
20,265 |
|
R2 |
20,497 |
20,497 |
20,220 |
|
R1 |
20,313 |
20,313 |
20,175 |
20,405 |
PP |
20,007 |
20,007 |
20,007 |
20,053 |
S1 |
19,823 |
19,823 |
20,085 |
19,915 |
S2 |
19,517 |
19,517 |
20,040 |
|
S3 |
19,027 |
19,333 |
19,995 |
|
S4 |
18,537 |
18,843 |
19,861 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,320 |
23,675 |
20,928 |
|
R3 |
22,870 |
22,225 |
20,529 |
|
R2 |
21,420 |
21,420 |
20,396 |
|
R1 |
20,775 |
20,775 |
20,263 |
20,373 |
PP |
19,970 |
19,970 |
19,970 |
19,769 |
S1 |
19,325 |
19,325 |
19,997 |
18,923 |
S2 |
18,520 |
18,520 |
19,864 |
|
S3 |
17,070 |
17,875 |
19,731 |
|
S4 |
15,620 |
16,425 |
19,333 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,615 |
19,165 |
1,450 |
7.2% |
684 |
3.4% |
67% |
False |
False |
28,792 |
10 |
20,930 |
19,165 |
1,765 |
8.8% |
503 |
2.5% |
55% |
False |
False |
22,147 |
20 |
20,990 |
19,165 |
1,825 |
9.1% |
379 |
1.9% |
53% |
False |
False |
16,723 |
40 |
20,990 |
19,165 |
1,825 |
9.1% |
301 |
1.5% |
53% |
False |
False |
11,065 |
60 |
20,990 |
19,165 |
1,825 |
9.1% |
238 |
1.2% |
53% |
False |
False |
7,383 |
80 |
20,990 |
19,165 |
1,825 |
9.1% |
193 |
1.0% |
53% |
False |
False |
5,538 |
100 |
20,990 |
18,440 |
2,550 |
12.7% |
155 |
0.8% |
66% |
False |
False |
4,431 |
120 |
20,990 |
17,460 |
3,530 |
17.5% |
129 |
0.6% |
76% |
False |
False |
3,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,273 |
2.618 |
21,473 |
1.618 |
20,983 |
1.000 |
20,680 |
0.618 |
20,493 |
HIGH |
20,190 |
0.618 |
20,003 |
0.500 |
19,945 |
0.382 |
19,887 |
LOW |
19,700 |
0.618 |
19,397 |
1.000 |
19,210 |
1.618 |
18,907 |
2.618 |
18,417 |
4.250 |
17,618 |
|
|
Fisher Pivots for day following 10-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
20,068 |
20,026 |
PP |
20,007 |
19,922 |
S1 |
19,945 |
19,818 |
|