Trading Metrics calculated at close of trading on 20-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
20,705 |
20,740 |
35 |
0.2% |
20,040 |
High |
20,770 |
20,850 |
80 |
0.4% |
20,770 |
Low |
20,650 |
20,710 |
60 |
0.3% |
19,965 |
Close |
20,755 |
20,825 |
70 |
0.3% |
20,755 |
Range |
120 |
140 |
20 |
16.7% |
805 |
ATR |
357 |
342 |
-16 |
-4.3% |
0 |
Volume |
7,314 |
4,367 |
-2,947 |
-40.3% |
56,632 |
|
Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,215 |
21,160 |
20,902 |
|
R3 |
21,075 |
21,020 |
20,864 |
|
R2 |
20,935 |
20,935 |
20,851 |
|
R1 |
20,880 |
20,880 |
20,838 |
20,908 |
PP |
20,795 |
20,795 |
20,795 |
20,809 |
S1 |
20,740 |
20,740 |
20,812 |
20,768 |
S2 |
20,655 |
20,655 |
20,799 |
|
S3 |
20,515 |
20,600 |
20,787 |
|
S4 |
20,375 |
20,460 |
20,748 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,912 |
22,638 |
21,198 |
|
R3 |
22,107 |
21,833 |
20,977 |
|
R2 |
21,302 |
21,302 |
20,903 |
|
R1 |
21,028 |
21,028 |
20,829 |
21,165 |
PP |
20,497 |
20,497 |
20,497 |
20,565 |
S1 |
20,223 |
20,223 |
20,681 |
20,360 |
S2 |
19,692 |
19,692 |
20,608 |
|
S3 |
18,887 |
19,418 |
20,534 |
|
S4 |
18,082 |
18,613 |
20,312 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,850 |
20,370 |
480 |
2.3% |
175 |
0.8% |
95% |
True |
False |
8,622 |
10 |
20,850 |
19,165 |
1,685 |
8.1% |
422 |
2.0% |
99% |
True |
False |
18,071 |
20 |
20,990 |
19,165 |
1,825 |
8.8% |
380 |
1.8% |
91% |
False |
False |
16,435 |
40 |
20,990 |
19,165 |
1,825 |
8.8% |
310 |
1.5% |
91% |
False |
False |
12,587 |
60 |
20,990 |
19,165 |
1,825 |
8.8% |
255 |
1.2% |
91% |
False |
False |
8,397 |
80 |
20,990 |
19,165 |
1,825 |
8.8% |
207 |
1.0% |
91% |
False |
False |
6,301 |
100 |
20,990 |
18,595 |
2,395 |
11.5% |
168 |
0.8% |
93% |
False |
False |
5,041 |
120 |
20,990 |
17,585 |
3,405 |
16.4% |
140 |
0.7% |
95% |
False |
False |
4,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,445 |
2.618 |
21,217 |
1.618 |
21,077 |
1.000 |
20,990 |
0.618 |
20,937 |
HIGH |
20,850 |
0.618 |
20,797 |
0.500 |
20,780 |
0.382 |
20,764 |
LOW |
20,710 |
0.618 |
20,624 |
1.000 |
20,570 |
1.618 |
20,484 |
2.618 |
20,344 |
4.250 |
20,115 |
|
|
Fisher Pivots for day following 20-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
20,810 |
20,786 |
PP |
20,795 |
20,747 |
S1 |
20,780 |
20,708 |
|