Trading Metrics calculated at close of trading on 21-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
196.35 |
197.09 |
0.74 |
0.4% |
197.61 |
High |
197.91 |
197.50 |
-0.41 |
-0.2% |
198.26 |
Low |
196.24 |
196.43 |
0.19 |
0.1% |
195.43 |
Close |
197.71 |
197.34 |
-0.37 |
-0.2% |
197.71 |
Range |
1.67 |
1.07 |
-0.60 |
-35.9% |
2.83 |
ATR |
1.43 |
1.42 |
-0.01 |
-0.7% |
0.00 |
Volume |
124,330,406 |
67,591,602 |
-56,738,804 |
-45.6% |
519,836,015 |
|
Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
200.30 |
199.89 |
197.93 |
|
R3 |
199.23 |
198.82 |
197.63 |
|
R2 |
198.16 |
198.16 |
197.54 |
|
R1 |
197.75 |
197.75 |
197.44 |
197.96 |
PP |
197.09 |
197.09 |
197.09 |
197.19 |
S1 |
196.68 |
196.68 |
197.24 |
196.89 |
S2 |
196.02 |
196.02 |
197.14 |
|
S3 |
194.95 |
195.61 |
197.05 |
|
S4 |
193.88 |
194.54 |
196.75 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
205.62 |
204.50 |
199.27 |
|
R3 |
202.79 |
201.67 |
198.49 |
|
R2 |
199.96 |
199.96 |
198.23 |
|
R1 |
198.84 |
198.84 |
197.97 |
199.40 |
PP |
197.13 |
197.13 |
197.13 |
197.42 |
S1 |
196.01 |
196.01 |
197.45 |
196.57 |
S2 |
194.30 |
194.30 |
197.19 |
|
S3 |
191.47 |
193.18 |
196.93 |
|
S4 |
188.64 |
190.35 |
196.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
198.26 |
195.43 |
2.83 |
1.4% |
1.60 |
0.8% |
67% |
False |
False |
105,753,943 |
10 |
198.26 |
195.06 |
3.20 |
1.6% |
1.36 |
0.7% |
71% |
False |
False |
93,184,621 |
20 |
198.29 |
194.13 |
4.16 |
2.1% |
1.21 |
0.6% |
77% |
False |
False |
83,266,305 |
40 |
198.29 |
189.59 |
8.70 |
4.4% |
1.10 |
0.6% |
89% |
False |
False |
80,109,165 |
60 |
198.29 |
184.96 |
13.33 |
6.8% |
1.23 |
0.6% |
93% |
False |
False |
84,434,135 |
80 |
198.29 |
181.31 |
16.98 |
8.6% |
1.38 |
0.7% |
94% |
False |
False |
91,682,627 |
100 |
198.29 |
181.31 |
16.98 |
8.6% |
1.45 |
0.7% |
94% |
False |
False |
97,919,924 |
120 |
198.29 |
173.71 |
24.58 |
12.5% |
1.52 |
0.8% |
96% |
False |
False |
103,930,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
202.05 |
2.618 |
200.30 |
1.618 |
199.23 |
1.000 |
198.57 |
0.618 |
198.16 |
HIGH |
197.50 |
0.618 |
197.09 |
0.500 |
196.97 |
0.382 |
196.84 |
LOW |
196.43 |
0.618 |
195.77 |
1.000 |
195.36 |
1.618 |
194.70 |
2.618 |
193.63 |
4.250 |
191.88 |
|
|
Fisher Pivots for day following 21-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
197.22 |
197.15 |
PP |
197.09 |
196.96 |
S1 |
196.97 |
196.77 |
|