Trading Metrics calculated at close of trading on 14-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
20,040 |
20,400 |
360 |
1.8% |
20,225 |
High |
20,445 |
20,570 |
125 |
0.6% |
20,615 |
Low |
19,965 |
20,370 |
405 |
2.0% |
19,165 |
Close |
20,425 |
20,550 |
125 |
0.6% |
20,130 |
Range |
480 |
200 |
-280 |
-58.3% |
1,450 |
ATR |
418 |
402 |
-16 |
-3.7% |
0 |
Volume |
17,887 |
10,619 |
-7,268 |
-40.6% |
143,961 |
|
Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,097 |
21,023 |
20,660 |
|
R3 |
20,897 |
20,823 |
20,605 |
|
R2 |
20,697 |
20,697 |
20,587 |
|
R1 |
20,623 |
20,623 |
20,568 |
20,660 |
PP |
20,497 |
20,497 |
20,497 |
20,515 |
S1 |
20,423 |
20,423 |
20,532 |
20,460 |
S2 |
20,297 |
20,297 |
20,513 |
|
S3 |
20,097 |
20,223 |
20,495 |
|
S4 |
19,897 |
20,023 |
20,440 |
|
|
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 |
20,570 |
19,165 |
1,405 |
6.8% |
633 |
3.1% |
99% |
True |
False |
25,402 |
10 |
20,660 |
19,165 |
1,495 |
7.3% |
494 |
2.4% |
93% |
False |
False |
21,443 |
20 |
20,990 |
19,165 |
1,825 |
8.9% |
394 |
1.9% |
76% |
False |
False |
16,952 |
40 |
20,990 |
19,165 |
1,825 |
8.9% |
309 |
1.5% |
76% |
False |
False |
11,777 |
60 |
20,990 |
19,165 |
1,825 |
8.9% |
248 |
1.2% |
76% |
False |
False |
7,858 |
80 |
20,990 |
19,165 |
1,825 |
8.9% |
199 |
1.0% |
76% |
False |
False |
5,895 |
100 |
20,990 |
18,560 |
2,430 |
11.8% |
161 |
0.8% |
82% |
False |
False |
4,716 |
120 |
20,990 |
17,525 |
3,465 |
16.9% |
135 |
0.7% |
87% |
False |
False |
3,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,420 |
2.618 |
21,094 |
1.618 |
20,894 |
1.000 |
20,770 |
0.618 |
20,694 |
HIGH |
20,570 |
0.618 |
20,494 |
0.500 |
20,470 |
0.382 |
20,447 |
LOW |
20,370 |
0.618 |
20,247 |
1.000 |
20,170 |
1.618 |
20,047 |
2.618 |
19,847 |
4.250 |
19,520 |
|
|
Fisher Pivots for day following 14-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
20,523 |
20,412 |
PP |
20,497 |
20,273 |
S1 |
20,470 |
20,135 |
|