Trading Metrics calculated at close of trading on 16-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
20,550 |
20,590 |
40 |
0.2% |
20,225 |
High |
20,670 |
20,745 |
75 |
0.4% |
20,615 |
Low |
20,435 |
20,565 |
130 |
0.6% |
19,165 |
Close |
20,585 |
20,725 |
140 |
0.7% |
20,130 |
Range |
235 |
180 |
-55 |
-23.4% |
1,450 |
ATR |
390 |
375 |
-15 |
-3.8% |
0 |
Volume |
12,237 |
8,575 |
-3,662 |
-29.9% |
143,961 |
|
Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,218 |
21,152 |
20,824 |
|
R3 |
21,038 |
20,972 |
20,775 |
|
R2 |
20,858 |
20,858 |
20,758 |
|
R1 |
20,792 |
20,792 |
20,742 |
20,825 |
PP |
20,678 |
20,678 |
20,678 |
20,695 |
S1 |
20,612 |
20,612 |
20,709 |
20,645 |
S2 |
20,498 |
20,498 |
20,692 |
|
S3 |
20,318 |
20,432 |
20,676 |
|
S4 |
20,138 |
20,252 |
20,626 |
|
|
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 |
20,745 |
19,700 |
1,045 |
5.0% |
317 |
1.5% |
98% |
True |
False |
14,379 |
10 |
20,745 |
19,165 |
1,580 |
7.6% |
466 |
2.2% |
99% |
True |
False |
20,171 |
20 |
20,990 |
19,165 |
1,825 |
8.8% |
392 |
1.9% |
85% |
False |
False |
17,004 |
40 |
20,990 |
19,165 |
1,825 |
8.8% |
311 |
1.5% |
85% |
False |
False |
12,296 |
60 |
20,990 |
19,165 |
1,825 |
8.8% |
254 |
1.2% |
85% |
False |
False |
8,204 |
80 |
20,990 |
19,165 |
1,825 |
8.8% |
204 |
1.0% |
85% |
False |
False |
6,155 |
100 |
20,990 |
18,595 |
2,395 |
11.6% |
166 |
0.8% |
89% |
False |
False |
4,924 |
120 |
20,990 |
17,585 |
3,405 |
16.4% |
138 |
0.7% |
92% |
False |
False |
4,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,510 |
2.618 |
21,216 |
1.618 |
21,036 |
1.000 |
20,925 |
0.618 |
20,856 |
HIGH |
20,745 |
0.618 |
20,676 |
0.500 |
20,655 |
0.382 |
20,634 |
LOW |
20,565 |
0.618 |
20,454 |
1.000 |
20,385 |
1.618 |
20,274 |
2.618 |
20,094 |
4.250 |
19,800 |
|
|
Fisher Pivots for day following 16-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
20,702 |
20,669 |
PP |
20,678 |
20,613 |
S1 |
20,655 |
20,558 |
|