Trading Metrics calculated at close of trading on 28-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
20,390 |
20,185 |
-205 |
-1.0% |
20,740 |
High |
20,515 |
20,450 |
-65 |
-0.3% |
20,885 |
Low |
20,075 |
20,085 |
10 |
0.0% |
20,365 |
Close |
20,185 |
20,365 |
180 |
0.9% |
20,400 |
Range |
440 |
365 |
-75 |
-17.0% |
520 |
ATR |
323 |
326 |
3 |
0.9% |
0 |
Volume |
17,083 |
14,507 |
-2,576 |
-15.1% |
42,320 |
|
Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,395 |
21,245 |
20,566 |
|
R3 |
21,030 |
20,880 |
20,466 |
|
R2 |
20,665 |
20,665 |
20,432 |
|
R1 |
20,515 |
20,515 |
20,399 |
20,590 |
PP |
20,300 |
20,300 |
20,300 |
20,338 |
S1 |
20,150 |
20,150 |
20,332 |
20,225 |
S2 |
19,935 |
19,935 |
20,298 |
|
S3 |
19,570 |
19,785 |
20,265 |
|
S4 |
19,205 |
19,420 |
20,164 |
|
|
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 |
20,725 |
20,075 |
650 |
3.2% |
288 |
1.4% |
45% |
False |
False |
11,282 |
10 |
20,885 |
20,075 |
810 |
4.0% |
238 |
1.2% |
36% |
False |
False |
10,203 |
20 |
20,885 |
19,165 |
1,720 |
8.4% |
366 |
1.8% |
70% |
False |
False |
15,823 |
40 |
20,990 |
19,165 |
1,825 |
9.0% |
321 |
1.6% |
66% |
False |
False |
14,289 |
60 |
20,990 |
19,165 |
1,825 |
9.0% |
272 |
1.3% |
66% |
False |
False |
9,554 |
80 |
20,990 |
19,165 |
1,825 |
9.0% |
224 |
1.1% |
66% |
False |
False |
7,170 |
100 |
20,990 |
18,595 |
2,395 |
11.8% |
185 |
0.9% |
74% |
False |
False |
5,736 |
120 |
20,990 |
17,655 |
3,335 |
16.4% |
154 |
0.8% |
81% |
False |
False |
4,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,001 |
2.618 |
21,406 |
1.618 |
21,041 |
1.000 |
20,815 |
0.618 |
20,676 |
HIGH |
20,450 |
0.618 |
20,311 |
0.500 |
20,268 |
0.382 |
20,225 |
LOW |
20,085 |
0.618 |
19,860 |
1.000 |
19,720 |
1.618 |
19,495 |
2.618 |
19,130 |
4.250 |
18,534 |
|
|
Fisher Pivots for day following 28-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
20,333 |
20,365 |
PP |
20,300 |
20,365 |
S1 |
20,268 |
20,365 |
|