Trading Metrics calculated at close of trading on 30-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
20,365 |
20,465 |
100 |
0.5% |
20,740 |
High |
20,540 |
20,600 |
60 |
0.3% |
20,885 |
Low |
20,220 |
20,450 |
230 |
1.1% |
20,365 |
Close |
20,465 |
20,575 |
110 |
0.5% |
20,400 |
Range |
320 |
150 |
-170 |
-53.1% |
520 |
ATR |
326 |
313 |
-13 |
-3.9% |
0 |
Volume |
9,977 |
8,590 |
-1,387 |
-13.9% |
42,320 |
|
Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,992 |
20,933 |
20,658 |
|
R3 |
20,842 |
20,783 |
20,616 |
|
R2 |
20,692 |
20,692 |
20,603 |
|
R1 |
20,633 |
20,633 |
20,589 |
20,663 |
PP |
20,542 |
20,542 |
20,542 |
20,556 |
S1 |
20,483 |
20,483 |
20,561 |
20,513 |
S2 |
20,392 |
20,392 |
20,548 |
|
S3 |
20,242 |
20,333 |
20,534 |
|
S4 |
20,092 |
20,183 |
20,493 |
|
|
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 |
20,655 |
20,075 |
580 |
2.8% |
313 |
1.5% |
86% |
False |
False |
11,534 |
10 |
20,885 |
20,075 |
810 |
3.9% |
243 |
1.2% |
62% |
False |
False |
9,979 |
20 |
20,885 |
19,165 |
1,720 |
8.4% |
354 |
1.7% |
82% |
False |
False |
15,075 |
40 |
20,990 |
19,165 |
1,825 |
8.9% |
324 |
1.6% |
77% |
False |
False |
14,728 |
60 |
20,990 |
19,165 |
1,825 |
8.9% |
277 |
1.3% |
77% |
False |
False |
9,863 |
80 |
20,990 |
19,165 |
1,825 |
8.9% |
229 |
1.1% |
77% |
False |
False |
7,402 |
100 |
20,990 |
18,840 |
2,150 |
10.4% |
190 |
0.9% |
81% |
False |
False |
5,922 |
120 |
20,990 |
17,900 |
3,090 |
15.0% |
158 |
0.8% |
87% |
False |
False |
4,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,238 |
2.618 |
20,993 |
1.618 |
20,843 |
1.000 |
20,750 |
0.618 |
20,693 |
HIGH |
20,600 |
0.618 |
20,543 |
0.500 |
20,525 |
0.382 |
20,507 |
LOW |
20,450 |
0.618 |
20,357 |
1.000 |
20,300 |
1.618 |
20,207 |
2.618 |
20,057 |
4.250 |
19,813 |
|
|
Fisher Pivots for day following 30-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
20,558 |
20,498 |
PP |
20,542 |
20,420 |
S1 |
20,525 |
20,343 |
|