Trading Metrics calculated at close of trading on 17-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
17,061.91 |
17,133.45 |
71.54 |
0.4% |
17,063.83 |
High |
17,139.35 |
17,151.56 |
12.21 |
0.1% |
17,063.83 |
Low |
17,061.91 |
16,966.19 |
-95.72 |
-0.6% |
16,805.38 |
Close |
17,138.20 |
16,976.81 |
-161.39 |
-0.9% |
16,943.81 |
Range |
77.44 |
185.37 |
107.93 |
139.4% |
258.45 |
ATR |
105.12 |
110.85 |
5.73 |
5.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,587.63 |
17,467.59 |
17,078.76 |
|
R3 |
17,402.26 |
17,282.22 |
17,027.79 |
|
R2 |
17,216.89 |
17,216.89 |
17,010.79 |
|
R1 |
17,096.85 |
17,096.85 |
16,993.80 |
17,064.19 |
PP |
17,031.52 |
17,031.52 |
17,031.52 |
17,015.19 |
S1 |
16,911.48 |
16,911.48 |
16,959.82 |
16,878.82 |
S2 |
16,846.15 |
16,846.15 |
16,942.83 |
|
S3 |
16,660.78 |
16,726.11 |
16,925.83 |
|
S4 |
16,475.41 |
16,540.74 |
16,874.86 |
|
|
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 |
17,151.56 |
16,860.30 |
291.26 |
1.7% |
120.68 |
0.7% |
40% |
True |
False |
|
10 |
17,151.56 |
16,805.38 |
346.18 |
2.0% |
117.79 |
0.7% |
50% |
True |
False |
|
20 |
17,151.56 |
16,746.09 |
405.47 |
2.4% |
104.92 |
0.6% |
57% |
True |
False |
|
40 |
17,151.56 |
16,376.17 |
775.39 |
4.6% |
96.74 |
0.6% |
77% |
True |
False |
|
60 |
17,151.56 |
16,312.66 |
838.90 |
4.9% |
104.81 |
0.6% |
79% |
True |
False |
|
80 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
115.70 |
0.7% |
85% |
True |
False |
|
100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
123.95 |
0.7% |
85% |
True |
False |
|
120 |
17,151.56 |
15,340.69 |
1,810.87 |
10.7% |
131.08 |
0.8% |
90% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,939.38 |
2.618 |
17,636.86 |
1.618 |
17,451.49 |
1.000 |
17,336.93 |
0.618 |
17,266.12 |
HIGH |
17,151.56 |
0.618 |
17,080.75 |
0.500 |
17,058.88 |
0.382 |
17,037.00 |
LOW |
16,966.19 |
0.618 |
16,851.63 |
1.000 |
16,780.82 |
1.618 |
16,666.26 |
2.618 |
16,480.89 |
4.250 |
16,178.37 |
|
|
Fisher Pivots for day following 17-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
17,058.88 |
17,058.88 |
PP |
17,031.52 |
17,031.52 |
S1 |
17,004.17 |
17,004.17 |
|