Trading Metrics calculated at close of trading on 23-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
20,680 |
20,665 |
-15 |
-0.1% |
20,040 |
High |
20,705 |
20,725 |
20 |
0.1% |
20,770 |
Low |
20,550 |
20,535 |
-15 |
-0.1% |
19,965 |
Close |
20,670 |
20,595 |
-75 |
-0.4% |
20,755 |
Range |
155 |
190 |
35 |
22.6% |
805 |
ATR |
326 |
316 |
-10 |
-3.0% |
0 |
Volume |
9,644 |
7,663 |
-1,981 |
-20.5% |
56,632 |
|
Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,188 |
21,082 |
20,700 |
|
R3 |
20,998 |
20,892 |
20,647 |
|
R2 |
20,808 |
20,808 |
20,630 |
|
R1 |
20,702 |
20,702 |
20,613 |
20,660 |
PP |
20,618 |
20,618 |
20,618 |
20,598 |
S1 |
20,512 |
20,512 |
20,578 |
20,470 |
S2 |
20,428 |
20,428 |
20,560 |
|
S3 |
20,238 |
20,322 |
20,543 |
|
S4 |
20,048 |
20,132 |
20,491 |
|
|
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 |
20,535 |
350 |
1.7% |
173 |
0.8% |
17% |
False |
True |
8,424 |
10 |
20,885 |
19,700 |
1,185 |
5.8% |
245 |
1.2% |
76% |
False |
False |
11,401 |
20 |
20,930 |
19,165 |
1,765 |
8.6% |
356 |
1.7% |
81% |
False |
False |
16,104 |
40 |
20,990 |
19,165 |
1,825 |
8.9% |
309 |
1.5% |
78% |
False |
False |
13,342 |
60 |
20,990 |
19,165 |
1,825 |
8.9% |
264 |
1.3% |
78% |
False |
False |
8,904 |
80 |
20,990 |
19,165 |
1,825 |
8.9% |
213 |
1.0% |
78% |
False |
False |
6,681 |
100 |
20,990 |
18,595 |
2,395 |
11.6% |
174 |
0.8% |
84% |
False |
False |
5,345 |
120 |
20,990 |
17,650 |
3,340 |
16.2% |
145 |
0.7% |
88% |
False |
False |
4,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,533 |
2.618 |
21,223 |
1.618 |
21,033 |
1.000 |
20,915 |
0.618 |
20,843 |
HIGH |
20,725 |
0.618 |
20,653 |
0.500 |
20,630 |
0.382 |
20,608 |
LOW |
20,535 |
0.618 |
20,418 |
1.000 |
20,345 |
1.618 |
20,228 |
2.618 |
20,038 |
4.250 |
19,728 |
|
|
Fisher Pivots for day following 23-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
20,630 |
20,710 |
PP |
20,618 |
20,672 |
S1 |
20,607 |
20,633 |
|