Trading Metrics calculated at close of trading on 27-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
20,615 |
20,390 |
-225 |
-1.1% |
20,740 |
High |
20,655 |
20,515 |
-140 |
-0.7% |
20,885 |
Low |
20,365 |
20,075 |
-290 |
-1.4% |
20,365 |
Close |
20,400 |
20,185 |
-215 |
-1.1% |
20,400 |
Range |
290 |
440 |
150 |
51.7% |
520 |
ATR |
314 |
323 |
9 |
2.9% |
0 |
Volume |
7,514 |
17,083 |
9,569 |
127.3% |
42,320 |
|
Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,578 |
21,322 |
20,427 |
|
R3 |
21,138 |
20,882 |
20,306 |
|
R2 |
20,698 |
20,698 |
20,266 |
|
R1 |
20,442 |
20,442 |
20,225 |
20,350 |
PP |
20,258 |
20,258 |
20,258 |
20,213 |
S1 |
20,002 |
20,002 |
20,145 |
19,910 |
S2 |
19,818 |
19,818 |
20,104 |
|
S3 |
19,378 |
19,562 |
20,064 |
|
S4 |
18,938 |
19,122 |
19,943 |
|
|
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 |
20,075 |
810 |
4.0% |
267 |
1.3% |
14% |
False |
True |
11,007 |
10 |
20,885 |
20,075 |
810 |
4.0% |
221 |
1.1% |
14% |
False |
True |
9,814 |
20 |
20,885 |
19,165 |
1,720 |
8.5% |
375 |
1.9% |
59% |
False |
False |
16,345 |
40 |
20,990 |
19,165 |
1,825 |
9.0% |
317 |
1.6% |
56% |
False |
False |
13,934 |
60 |
20,990 |
19,165 |
1,825 |
9.0% |
268 |
1.3% |
56% |
False |
False |
9,313 |
80 |
20,990 |
19,165 |
1,825 |
9.0% |
222 |
1.1% |
56% |
False |
False |
6,988 |
100 |
20,990 |
18,595 |
2,395 |
11.9% |
182 |
0.9% |
66% |
False |
False |
5,591 |
120 |
20,990 |
17,655 |
3,335 |
16.5% |
151 |
0.7% |
76% |
False |
False |
4,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,385 |
2.618 |
21,667 |
1.618 |
21,227 |
1.000 |
20,955 |
0.618 |
20,787 |
HIGH |
20,515 |
0.618 |
20,347 |
0.500 |
20,295 |
0.382 |
20,243 |
LOW |
20,075 |
0.618 |
19,803 |
1.000 |
19,635 |
1.618 |
19,363 |
2.618 |
18,923 |
4.250 |
18,205 |
|
|
Fisher Pivots for day following 27-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
20,295 |
20,400 |
PP |
20,258 |
20,328 |
S1 |
20,222 |
20,257 |
|