Trading Metrics calculated at close of trading on 15-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
20,400 |
20,550 |
150 |
0.7% |
20,225 |
High |
20,570 |
20,670 |
100 |
0.5% |
20,615 |
Low |
20,370 |
20,435 |
65 |
0.3% |
19,165 |
Close |
20,550 |
20,585 |
35 |
0.2% |
20,130 |
Range |
200 |
235 |
35 |
17.5% |
1,450 |
ATR |
402 |
390 |
-12 |
-3.0% |
0 |
Volume |
10,619 |
12,237 |
1,618 |
15.2% |
143,961 |
|
Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,268 |
21,162 |
20,714 |
|
R3 |
21,033 |
20,927 |
20,650 |
|
R2 |
20,798 |
20,798 |
20,628 |
|
R1 |
20,692 |
20,692 |
20,607 |
20,745 |
PP |
20,563 |
20,563 |
20,563 |
20,590 |
S1 |
20,457 |
20,457 |
20,564 |
20,510 |
S2 |
20,328 |
20,328 |
20,542 |
|
S3 |
20,093 |
20,222 |
20,521 |
|
S4 |
19,858 |
19,987 |
20,456 |
|
|
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 |
20,670 |
19,165 |
1,505 |
7.3% |
439 |
2.1% |
94% |
True |
False |
18,229 |
10 |
20,670 |
19,165 |
1,505 |
7.3% |
484 |
2.4% |
94% |
True |
False |
20,703 |
20 |
20,990 |
19,165 |
1,825 |
8.9% |
393 |
1.9% |
78% |
False |
False |
17,116 |
40 |
20,990 |
19,165 |
1,825 |
8.9% |
311 |
1.5% |
78% |
False |
False |
12,082 |
60 |
20,990 |
19,165 |
1,825 |
8.9% |
252 |
1.2% |
78% |
False |
False |
8,062 |
80 |
20,990 |
19,165 |
1,825 |
8.9% |
201 |
1.0% |
78% |
False |
False |
6,047 |
100 |
20,990 |
18,595 |
2,395 |
11.6% |
164 |
0.8% |
83% |
False |
False |
4,838 |
120 |
20,990 |
17,585 |
3,405 |
16.5% |
137 |
0.7% |
88% |
False |
False |
4,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,669 |
2.618 |
21,285 |
1.618 |
21,050 |
1.000 |
20,905 |
0.618 |
20,815 |
HIGH |
20,670 |
0.618 |
20,580 |
0.500 |
20,553 |
0.382 |
20,525 |
LOW |
20,435 |
0.618 |
20,290 |
1.000 |
20,200 |
1.618 |
20,055 |
2.618 |
19,820 |
4.250 |
19,436 |
|
|
Fisher Pivots for day following 15-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
20,574 |
20,496 |
PP |
20,563 |
20,407 |
S1 |
20,553 |
20,318 |
|