Trading Metrics calculated at close of trading on 29-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
20,185 |
20,365 |
180 |
0.9% |
20,740 |
High |
20,450 |
20,540 |
90 |
0.4% |
20,885 |
Low |
20,085 |
20,220 |
135 |
0.7% |
20,365 |
Close |
20,365 |
20,465 |
100 |
0.5% |
20,400 |
Range |
365 |
320 |
-45 |
-12.3% |
520 |
ATR |
326 |
326 |
0 |
-0.1% |
0 |
Volume |
14,507 |
9,977 |
-4,530 |
-31.2% |
42,320 |
|
Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,368 |
21,237 |
20,641 |
|
R3 |
21,048 |
20,917 |
20,553 |
|
R2 |
20,728 |
20,728 |
20,524 |
|
R1 |
20,597 |
20,597 |
20,494 |
20,663 |
PP |
20,408 |
20,408 |
20,408 |
20,441 |
S1 |
20,277 |
20,277 |
20,436 |
20,343 |
S2 |
20,088 |
20,088 |
20,406 |
|
S3 |
19,768 |
19,957 |
20,377 |
|
S4 |
19,448 |
19,637 |
20,289 |
|
|
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% |
321 |
1.6% |
60% |
False |
False |
11,348 |
10 |
20,885 |
20,075 |
810 |
4.0% |
246 |
1.2% |
48% |
False |
False |
9,977 |
20 |
20,885 |
19,165 |
1,720 |
8.4% |
365 |
1.8% |
76% |
False |
False |
15,340 |
40 |
20,990 |
19,165 |
1,825 |
8.9% |
324 |
1.6% |
71% |
False |
False |
14,529 |
60 |
20,990 |
19,165 |
1,825 |
8.9% |
278 |
1.4% |
71% |
False |
False |
9,720 |
80 |
20,990 |
19,165 |
1,825 |
8.9% |
228 |
1.1% |
71% |
False |
False |
7,294 |
100 |
20,990 |
18,595 |
2,395 |
11.7% |
188 |
0.9% |
78% |
False |
False |
5,836 |
120 |
20,990 |
17,655 |
3,335 |
16.3% |
157 |
0.8% |
84% |
False |
False |
4,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,900 |
2.618 |
21,378 |
1.618 |
21,058 |
1.000 |
20,860 |
0.618 |
20,738 |
HIGH |
20,540 |
0.618 |
20,418 |
0.500 |
20,380 |
0.382 |
20,342 |
LOW |
20,220 |
0.618 |
20,022 |
1.000 |
19,900 |
1.618 |
19,702 |
2.618 |
19,382 |
4.250 |
18,860 |
|
|
Fisher Pivots for day following 29-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
20,437 |
20,413 |
PP |
20,408 |
20,360 |
S1 |
20,380 |
20,308 |
|