Trading Metrics calculated at close of trading on 23-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
17,054.97 |
17,117.01 |
62.04 |
0.4% |
16,950.93 |
High |
17,133.43 |
17,121.05 |
-12.38 |
-0.1% |
17,151.56 |
Low |
17,040.13 |
17,058.05 |
17.92 |
0.1% |
16,950.93 |
Close |
17,113.54 |
17,086.63 |
-26.91 |
-0.2% |
17,100.18 |
Range |
93.30 |
63.00 |
-30.30 |
-32.5% |
200.63 |
ATR |
112.18 |
108.67 |
-3.51 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,277.58 |
17,245.10 |
17,121.28 |
|
R3 |
17,214.58 |
17,182.10 |
17,103.96 |
|
R2 |
17,151.58 |
17,151.58 |
17,098.18 |
|
R1 |
17,119.10 |
17,119.10 |
17,092.41 |
17,103.84 |
PP |
17,088.58 |
17,088.58 |
17,088.58 |
17,080.95 |
S1 |
17,056.10 |
17,056.10 |
17,080.86 |
17,040.84 |
S2 |
17,025.58 |
17,025.58 |
17,075.08 |
|
S3 |
16,962.58 |
16,993.10 |
17,069.31 |
|
S4 |
16,899.58 |
16,930.10 |
17,051.98 |
|
|
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% |
119.69 |
0.7% |
65% |
False |
False |
|
10 |
17,151.56 |
16,805.38 |
346.18 |
2.0% |
119.15 |
0.7% |
81% |
False |
False |
|
20 |
17,151.56 |
16,746.09 |
405.47 |
2.4% |
108.34 |
0.6% |
84% |
False |
False |
|
40 |
17,151.56 |
16,620.22 |
531.34 |
3.1% |
97.21 |
0.6% |
88% |
False |
False |
|
60 |
17,151.56 |
16,341.30 |
810.26 |
4.7% |
103.45 |
0.6% |
92% |
False |
False |
|
80 |
17,151.56 |
16,015.32 |
1,136.24 |
6.6% |
113.60 |
0.7% |
94% |
False |
False |
|
100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.6% |
123.16 |
0.7% |
94% |
False |
False |
|
120 |
17,151.56 |
15,340.69 |
1,810.87 |
10.6% |
129.05 |
0.8% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,388.80 |
2.618 |
17,285.98 |
1.618 |
17,222.98 |
1.000 |
17,184.05 |
0.618 |
17,159.98 |
HIGH |
17,121.05 |
0.618 |
17,096.98 |
0.500 |
17,089.55 |
0.382 |
17,082.12 |
LOW |
17,058.05 |
0.618 |
17,019.12 |
1.000 |
16,995.05 |
1.618 |
16,956.12 |
2.618 |
16,893.12 |
4.250 |
16,790.30 |
|
|
Fisher Pivots for day following 23-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
17,089.55 |
17,075.72 |
PP |
17,088.58 |
17,064.80 |
S1 |
17,087.60 |
17,053.89 |
|