Trading Metrics calculated at close of trading on 14-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
16,918.31 |
16,950.93 |
32.62 |
0.2% |
17,063.83 |
High |
16,949.46 |
17,088.43 |
138.97 |
0.8% |
17,063.83 |
Low |
16,860.30 |
16,950.93 |
90.63 |
0.5% |
16,805.38 |
Close |
16,943.81 |
17,055.42 |
111.61 |
0.7% |
16,943.81 |
Range |
89.16 |
137.50 |
48.34 |
54.2% |
258.45 |
ATR |
103.70 |
106.63 |
2.92 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,444.09 |
17,387.26 |
17,131.05 |
|
R3 |
17,306.59 |
17,249.76 |
17,093.23 |
|
R2 |
17,169.09 |
17,169.09 |
17,080.63 |
|
R1 |
17,112.26 |
17,112.26 |
17,068.02 |
17,140.68 |
PP |
17,031.59 |
17,031.59 |
17,031.59 |
17,045.80 |
S1 |
16,974.76 |
16,974.76 |
17,042.82 |
17,003.18 |
S2 |
16,894.09 |
16,894.09 |
17,030.21 |
|
S3 |
16,756.59 |
16,837.26 |
17,017.61 |
|
S4 |
16,619.09 |
16,699.76 |
16,979.80 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,713.02 |
17,586.87 |
17,085.96 |
|
R3 |
17,454.57 |
17,328.42 |
17,014.88 |
|
R2 |
17,196.12 |
17,196.12 |
16,991.19 |
|
R1 |
17,069.97 |
17,069.97 |
16,967.50 |
17,003.82 |
PP |
16,937.67 |
16,937.67 |
16,937.67 |
16,904.60 |
S1 |
16,811.52 |
16,811.52 |
16,920.12 |
16,745.37 |
S2 |
16,679.22 |
16,679.22 |
16,896.43 |
|
S3 |
16,420.77 |
16,553.07 |
16,872.74 |
|
S4 |
16,162.32 |
16,294.62 |
16,801.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,088.43 |
16,805.38 |
283.05 |
1.7% |
126.81 |
0.7% |
88% |
True |
False |
|
10 |
17,088.43 |
16,801.94 |
286.49 |
1.7% |
107.75 |
0.6% |
88% |
True |
False |
|
20 |
17,088.43 |
16,722.86 |
365.57 |
2.1% |
102.38 |
0.6% |
91% |
True |
False |
|
40 |
17,088.43 |
16,341.30 |
747.13 |
4.4% |
95.79 |
0.6% |
96% |
True |
False |
|
60 |
17,088.43 |
16,312.66 |
775.77 |
4.5% |
102.97 |
0.6% |
96% |
True |
False |
|
80 |
17,088.43 |
16,015.32 |
1,073.11 |
6.3% |
117.54 |
0.7% |
97% |
True |
False |
|
100 |
17,088.43 |
16,006.59 |
1,081.84 |
6.3% |
124.70 |
0.7% |
97% |
True |
False |
|
120 |
17,088.43 |
15,340.69 |
1,747.74 |
10.2% |
133.59 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,672.81 |
2.618 |
17,448.41 |
1.618 |
17,310.91 |
1.000 |
17,225.93 |
0.618 |
17,173.41 |
HIGH |
17,088.43 |
0.618 |
17,035.91 |
0.500 |
17,019.68 |
0.382 |
17,003.46 |
LOW |
16,950.93 |
0.618 |
16,865.96 |
1.000 |
16,813.43 |
1.618 |
16,728.46 |
2.618 |
16,590.96 |
4.250 |
16,366.56 |
|
|
Fisher Pivots for day following 14-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
17,043.51 |
17,019.25 |
PP |
17,031.59 |
16,983.08 |
S1 |
17,019.68 |
16,946.91 |
|