Trading Metrics calculated at close of trading on 13-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
19,700 |
20,040 |
340 |
1.7% |
20,225 |
High |
20,190 |
20,445 |
255 |
1.3% |
20,615 |
Low |
19,700 |
19,965 |
265 |
1.3% |
19,165 |
Close |
20,130 |
20,425 |
295 |
1.5% |
20,130 |
Range |
490 |
480 |
-10 |
-2.0% |
1,450 |
ATR |
413 |
418 |
5 |
1.2% |
0 |
Volume |
22,581 |
17,887 |
-4,694 |
-20.8% |
143,961 |
|
Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,718 |
21,552 |
20,689 |
|
R3 |
21,238 |
21,072 |
20,557 |
|
R2 |
20,758 |
20,758 |
20,513 |
|
R1 |
20,592 |
20,592 |
20,469 |
20,675 |
PP |
20,278 |
20,278 |
20,278 |
20,320 |
S1 |
20,112 |
20,112 |
20,381 |
20,195 |
S2 |
19,798 |
19,798 |
20,337 |
|
S3 |
19,318 |
19,632 |
20,293 |
|
S4 |
18,838 |
19,152 |
20,161 |
|
|
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 |
20,510 |
19,165 |
1,345 |
6.6% |
668 |
3.3% |
94% |
False |
False |
27,520 |
10 |
20,660 |
19,165 |
1,495 |
7.3% |
528 |
2.6% |
84% |
False |
False |
22,875 |
20 |
20,990 |
19,165 |
1,825 |
8.9% |
393 |
1.9% |
69% |
False |
False |
16,938 |
40 |
20,990 |
19,165 |
1,825 |
8.9% |
310 |
1.5% |
69% |
False |
False |
11,511 |
60 |
20,990 |
19,165 |
1,825 |
8.9% |
246 |
1.2% |
69% |
False |
False |
7,681 |
80 |
20,990 |
19,165 |
1,825 |
8.9% |
199 |
1.0% |
69% |
False |
False |
5,762 |
100 |
20,990 |
18,560 |
2,430 |
11.9% |
159 |
0.8% |
77% |
False |
False |
4,610 |
120 |
20,990 |
17,525 |
3,465 |
17.0% |
133 |
0.7% |
84% |
False |
False |
3,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,485 |
2.618 |
21,702 |
1.618 |
21,222 |
1.000 |
20,925 |
0.618 |
20,742 |
HIGH |
20,445 |
0.618 |
20,262 |
0.500 |
20,205 |
0.382 |
20,148 |
LOW |
19,965 |
0.618 |
19,668 |
1.000 |
19,485 |
1.618 |
19,188 |
2.618 |
18,708 |
4.250 |
17,925 |
|
|
Fisher Pivots for day following 13-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
20,352 |
20,218 |
PP |
20,278 |
20,012 |
S1 |
20,205 |
19,805 |
|