Trading Metrics calculated at close of trading on 22-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
17,095.11 |
17,054.97 |
-40.14 |
-0.2% |
16,950.93 |
High |
17,095.11 |
17,133.43 |
38.32 |
0.2% |
17,151.56 |
Low |
16,974.34 |
17,040.13 |
65.79 |
0.4% |
16,950.93 |
Close |
17,051.73 |
17,113.54 |
61.81 |
0.4% |
17,100.18 |
Range |
120.77 |
93.30 |
-27.47 |
-22.7% |
200.63 |
ATR |
113.63 |
112.18 |
-1.45 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,375.60 |
17,337.87 |
17,164.86 |
|
R3 |
17,282.30 |
17,244.57 |
17,139.20 |
|
R2 |
17,189.00 |
17,189.00 |
17,130.65 |
|
R1 |
17,151.27 |
17,151.27 |
17,122.09 |
17,170.14 |
PP |
17,095.70 |
17,095.70 |
17,095.70 |
17,105.13 |
S1 |
17,057.97 |
17,057.97 |
17,104.99 |
17,076.84 |
S2 |
17,002.40 |
17,002.40 |
17,096.44 |
|
S3 |
16,909.10 |
16,964.67 |
17,087.88 |
|
S4 |
16,815.80 |
16,871.37 |
17,062.23 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,669.45 |
17,585.44 |
17,210.53 |
|
R3 |
17,468.82 |
17,384.81 |
17,155.35 |
|
R2 |
17,268.19 |
17,268.19 |
17,136.96 |
|
R1 |
17,184.18 |
17,184.18 |
17,118.57 |
17,226.19 |
PP |
17,067.56 |
17,067.56 |
17,067.56 |
17,088.56 |
S1 |
16,983.55 |
16,983.55 |
17,081.79 |
17,025.56 |
S2 |
16,866.93 |
16,866.93 |
17,063.40 |
|
S3 |
16,666.30 |
16,782.92 |
17,045.01 |
|
S4 |
16,465.67 |
16,582.29 |
16,989.83 |
|
|
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 |
16,966.19 |
185.37 |
1.1% |
122.57 |
0.7% |
79% |
False |
False |
|
10 |
17,151.56 |
16,805.38 |
346.18 |
2.0% |
121.36 |
0.7% |
89% |
False |
False |
|
20 |
17,151.56 |
16,746.09 |
405.47 |
2.4% |
113.41 |
0.7% |
91% |
False |
False |
|
40 |
17,151.56 |
16,607.42 |
544.14 |
3.2% |
97.67 |
0.6% |
93% |
False |
False |
|
60 |
17,151.56 |
16,312.66 |
838.90 |
4.9% |
105.53 |
0.6% |
95% |
False |
False |
|
80 |
17,151.56 |
16,015.32 |
1,136.24 |
6.6% |
114.65 |
0.7% |
97% |
False |
False |
|
100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.6% |
124.26 |
0.7% |
97% |
False |
False |
|
120 |
17,151.56 |
15,340.69 |
1,810.87 |
10.6% |
129.98 |
0.8% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,529.96 |
2.618 |
17,377.69 |
1.618 |
17,284.39 |
1.000 |
17,226.73 |
0.618 |
17,191.09 |
HIGH |
17,133.43 |
0.618 |
17,097.79 |
0.500 |
17,086.78 |
0.382 |
17,075.77 |
LOW |
17,040.13 |
0.618 |
16,982.47 |
1.000 |
16,946.83 |
1.618 |
16,889.17 |
2.618 |
16,795.87 |
4.250 |
16,643.61 |
|
|
Fisher Pivots for day following 22-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
17,104.62 |
17,093.66 |
PP |
17,095.70 |
17,073.77 |
S1 |
17,086.78 |
17,053.89 |
|