Trading Metrics calculated at close of trading on 22-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
20,800 |
20,680 |
-120 |
-0.6% |
20,040 |
High |
20,885 |
20,705 |
-180 |
-0.9% |
20,770 |
Low |
20,625 |
20,550 |
-75 |
-0.4% |
19,965 |
Close |
20,750 |
20,670 |
-80 |
-0.4% |
20,755 |
Range |
260 |
155 |
-105 |
-40.4% |
805 |
ATR |
336 |
326 |
-10 |
-2.9% |
0 |
Volume |
13,132 |
9,644 |
-3,488 |
-26.6% |
56,632 |
|
Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,107 |
21,043 |
20,755 |
|
R3 |
20,952 |
20,888 |
20,713 |
|
R2 |
20,797 |
20,797 |
20,699 |
|
R1 |
20,733 |
20,733 |
20,684 |
20,688 |
PP |
20,642 |
20,642 |
20,642 |
20,619 |
S1 |
20,578 |
20,578 |
20,656 |
20,533 |
S2 |
20,487 |
20,487 |
20,642 |
|
S3 |
20,332 |
20,423 |
20,628 |
|
S4 |
20,177 |
20,268 |
20,585 |
|
|
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 |
20,550 |
335 |
1.6% |
171 |
0.8% |
36% |
False |
True |
8,606 |
10 |
20,885 |
19,165 |
1,720 |
8.3% |
305 |
1.5% |
88% |
False |
False |
13,417 |
20 |
20,990 |
19,165 |
1,825 |
8.8% |
359 |
1.7% |
82% |
False |
False |
16,386 |
40 |
20,990 |
19,165 |
1,825 |
8.8% |
311 |
1.5% |
82% |
False |
False |
13,154 |
60 |
20,990 |
19,165 |
1,825 |
8.8% |
261 |
1.3% |
82% |
False |
False |
8,776 |
80 |
20,990 |
19,165 |
1,825 |
8.8% |
211 |
1.0% |
82% |
False |
False |
6,585 |
100 |
20,990 |
18,595 |
2,395 |
11.6% |
172 |
0.8% |
87% |
False |
False |
5,269 |
120 |
20,990 |
17,650 |
3,340 |
16.2% |
144 |
0.7% |
90% |
False |
False |
4,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,364 |
2.618 |
21,111 |
1.618 |
20,956 |
1.000 |
20,860 |
0.618 |
20,801 |
HIGH |
20,705 |
0.618 |
20,646 |
0.500 |
20,628 |
0.382 |
20,609 |
LOW |
20,550 |
0.618 |
20,454 |
1.000 |
20,395 |
1.618 |
20,299 |
2.618 |
20,144 |
4.250 |
19,891 |
|
|
Fisher Pivots for day following 22-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
20,656 |
20,718 |
PP |
20,642 |
20,702 |
S1 |
20,628 |
20,686 |
|