Trading Metrics calculated at close of trading on 24-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
20,665 |
20,615 |
-50 |
-0.2% |
20,740 |
High |
20,725 |
20,655 |
-70 |
-0.3% |
20,885 |
Low |
20,535 |
20,365 |
-170 |
-0.8% |
20,365 |
Close |
20,595 |
20,400 |
-195 |
-0.9% |
20,400 |
Range |
190 |
290 |
100 |
52.6% |
520 |
ATR |
316 |
314 |
-2 |
-0.6% |
0 |
Volume |
7,663 |
7,514 |
-149 |
-1.9% |
42,320 |
|
Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,343 |
21,162 |
20,560 |
|
R3 |
21,053 |
20,872 |
20,480 |
|
R2 |
20,763 |
20,763 |
20,453 |
|
R1 |
20,582 |
20,582 |
20,427 |
20,528 |
PP |
20,473 |
20,473 |
20,473 |
20,446 |
S1 |
20,292 |
20,292 |
20,374 |
20,238 |
S2 |
20,183 |
20,183 |
20,347 |
|
S3 |
19,893 |
20,002 |
20,320 |
|
S4 |
19,603 |
19,712 |
20,241 |
|
|
Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,110 |
21,775 |
20,686 |
|
R3 |
21,590 |
21,255 |
20,543 |
|
R2 |
21,070 |
21,070 |
20,495 |
|
R1 |
20,735 |
20,735 |
20,448 |
20,643 |
PP |
20,550 |
20,550 |
20,550 |
20,504 |
S1 |
20,215 |
20,215 |
20,352 |
20,123 |
S2 |
20,030 |
20,030 |
20,305 |
|
S3 |
19,510 |
19,695 |
20,257 |
|
S4 |
18,990 |
19,175 |
20,114 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,885 |
20,365 |
520 |
2.5% |
207 |
1.0% |
7% |
False |
True |
8,464 |
10 |
20,885 |
19,965 |
920 |
4.5% |
225 |
1.1% |
47% |
False |
False |
9,895 |
20 |
20,930 |
19,165 |
1,765 |
8.7% |
364 |
1.8% |
70% |
False |
False |
16,021 |
40 |
20,990 |
19,165 |
1,825 |
8.9% |
312 |
1.5% |
68% |
False |
False |
13,509 |
60 |
20,990 |
19,165 |
1,825 |
8.9% |
265 |
1.3% |
68% |
False |
False |
9,029 |
80 |
20,990 |
19,165 |
1,825 |
8.9% |
217 |
1.1% |
68% |
False |
False |
6,775 |
100 |
20,990 |
18,595 |
2,395 |
11.7% |
177 |
0.9% |
75% |
False |
False |
5,420 |
120 |
20,990 |
17,650 |
3,340 |
16.4% |
148 |
0.7% |
82% |
False |
False |
4,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,888 |
2.618 |
21,414 |
1.618 |
21,124 |
1.000 |
20,945 |
0.618 |
20,834 |
HIGH |
20,655 |
0.618 |
20,544 |
0.500 |
20,510 |
0.382 |
20,476 |
LOW |
20,365 |
0.618 |
20,186 |
1.000 |
20,075 |
1.618 |
19,896 |
2.618 |
19,606 |
4.250 |
19,133 |
|
|
Fisher Pivots for day following 24-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
20,510 |
20,545 |
PP |
20,473 |
20,497 |
S1 |
20,437 |
20,448 |
|