Trading Metrics calculated at close of trading on 21-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
20,740 |
20,800 |
60 |
0.3% |
20,040 |
High |
20,850 |
20,885 |
35 |
0.2% |
20,770 |
Low |
20,710 |
20,625 |
-85 |
-0.4% |
19,965 |
Close |
20,825 |
20,750 |
-75 |
-0.4% |
20,755 |
Range |
140 |
260 |
120 |
85.7% |
805 |
ATR |
342 |
336 |
-6 |
-1.7% |
0 |
Volume |
4,367 |
13,132 |
8,765 |
200.7% |
56,632 |
|
Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,533 |
21,402 |
20,893 |
|
R3 |
21,273 |
21,142 |
20,822 |
|
R2 |
21,013 |
21,013 |
20,798 |
|
R1 |
20,882 |
20,882 |
20,774 |
20,818 |
PP |
20,753 |
20,753 |
20,753 |
20,721 |
S1 |
20,622 |
20,622 |
20,726 |
20,558 |
S2 |
20,493 |
20,493 |
20,702 |
|
S3 |
20,233 |
20,362 |
20,679 |
|
S4 |
19,973 |
20,102 |
20,607 |
|
|
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 |
20,885 |
20,435 |
450 |
2.2% |
187 |
0.9% |
70% |
True |
False |
9,125 |
10 |
20,885 |
19,165 |
1,720 |
8.3% |
410 |
2.0% |
92% |
True |
False |
17,263 |
20 |
20,990 |
19,165 |
1,825 |
8.8% |
370 |
1.8% |
87% |
False |
False |
16,467 |
40 |
20,990 |
19,165 |
1,825 |
8.8% |
312 |
1.5% |
87% |
False |
False |
12,913 |
60 |
20,990 |
19,165 |
1,825 |
8.8% |
259 |
1.2% |
87% |
False |
False |
8,616 |
80 |
20,990 |
19,165 |
1,825 |
8.8% |
210 |
1.0% |
87% |
False |
False |
6,465 |
100 |
20,990 |
18,595 |
2,395 |
11.5% |
171 |
0.8% |
90% |
False |
False |
5,172 |
120 |
20,990 |
17,585 |
3,405 |
16.4% |
142 |
0.7% |
93% |
False |
False |
4,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,990 |
2.618 |
21,566 |
1.618 |
21,306 |
1.000 |
21,145 |
0.618 |
21,046 |
HIGH |
20,885 |
0.618 |
20,786 |
0.500 |
20,755 |
0.382 |
20,724 |
LOW |
20,625 |
0.618 |
20,464 |
1.000 |
20,365 |
1.618 |
20,204 |
2.618 |
19,944 |
4.250 |
19,520 |
|
|
Fisher Pivots for day following 21-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
20,755 |
20,755 |
PP |
20,753 |
20,753 |
S1 |
20,752 |
20,752 |
|