Trading Metrics calculated at close of trading on 31-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
20,465 |
20,565 |
100 |
0.5% |
20,390 |
High |
20,600 |
20,625 |
25 |
0.1% |
20,625 |
Low |
20,450 |
20,480 |
30 |
0.1% |
20,075 |
Close |
20,575 |
20,620 |
45 |
0.2% |
20,620 |
Range |
150 |
145 |
-5 |
-3.3% |
550 |
ATR |
313 |
301 |
-12 |
-3.8% |
0 |
Volume |
8,590 |
9,848 |
1,258 |
14.6% |
60,005 |
|
Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,010 |
20,960 |
20,700 |
|
R3 |
20,865 |
20,815 |
20,660 |
|
R2 |
20,720 |
20,720 |
20,647 |
|
R1 |
20,670 |
20,670 |
20,633 |
20,695 |
PP |
20,575 |
20,575 |
20,575 |
20,588 |
S1 |
20,525 |
20,525 |
20,607 |
20,550 |
S2 |
20,430 |
20,430 |
20,594 |
|
S3 |
20,285 |
20,380 |
20,580 |
|
S4 |
20,140 |
20,235 |
20,540 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,090 |
21,905 |
20,923 |
|
R3 |
21,540 |
21,355 |
20,771 |
|
R2 |
20,990 |
20,990 |
20,721 |
|
R1 |
20,805 |
20,805 |
20,671 |
20,898 |
PP |
20,440 |
20,440 |
20,440 |
20,486 |
S1 |
20,255 |
20,255 |
20,570 |
20,348 |
S2 |
19,890 |
19,890 |
20,519 |
|
S3 |
19,340 |
19,705 |
20,469 |
|
S4 |
18,790 |
19,155 |
20,318 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,625 |
20,075 |
550 |
2.7% |
284 |
1.4% |
99% |
True |
False |
12,001 |
10 |
20,885 |
20,075 |
810 |
3.9% |
246 |
1.2% |
67% |
False |
False |
10,232 |
20 |
20,885 |
19,165 |
1,720 |
8.3% |
355 |
1.7% |
85% |
False |
False |
15,145 |
40 |
20,990 |
19,165 |
1,825 |
8.9% |
323 |
1.6% |
80% |
False |
False |
14,862 |
60 |
20,990 |
19,165 |
1,825 |
8.9% |
275 |
1.3% |
80% |
False |
False |
10,028 |
80 |
20,990 |
19,165 |
1,825 |
8.9% |
230 |
1.1% |
80% |
False |
False |
7,525 |
100 |
20,990 |
19,165 |
1,825 |
8.9% |
191 |
0.9% |
80% |
False |
False |
6,020 |
120 |
20,990 |
18,005 |
2,985 |
14.5% |
160 |
0.8% |
88% |
False |
False |
5,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,241 |
2.618 |
21,005 |
1.618 |
20,860 |
1.000 |
20,770 |
0.618 |
20,715 |
HIGH |
20,625 |
0.618 |
20,570 |
0.500 |
20,553 |
0.382 |
20,536 |
LOW |
20,480 |
0.618 |
20,391 |
1.000 |
20,335 |
1.618 |
20,246 |
2.618 |
20,101 |
4.250 |
19,864 |
|
|
Fisher Pivots for day following 31-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
20,598 |
20,554 |
PP |
20,575 |
20,488 |
S1 |
20,553 |
20,423 |
|