Trading Metrics calculated at close of trading on 24-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
17,117.01 |
17,092.02 |
-24.99 |
-0.1% |
16,950.93 |
High |
17,121.05 |
17,119.83 |
-1.22 |
0.0% |
17,151.56 |
Low |
17,058.05 |
17,061.07 |
3.02 |
0.0% |
16,950.93 |
Close |
17,086.63 |
17,083.80 |
-2.83 |
0.0% |
17,100.18 |
Range |
63.00 |
58.76 |
-4.24 |
-6.7% |
200.63 |
ATR |
108.67 |
105.10 |
-3.56 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,264.51 |
17,232.92 |
17,116.12 |
|
R3 |
17,205.75 |
17,174.16 |
17,099.96 |
|
R2 |
17,146.99 |
17,146.99 |
17,094.57 |
|
R1 |
17,115.40 |
17,115.40 |
17,089.19 |
17,101.82 |
PP |
17,088.23 |
17,088.23 |
17,088.23 |
17,081.44 |
S1 |
17,056.64 |
17,056.64 |
17,078.41 |
17,043.06 |
S2 |
17,029.47 |
17,029.47 |
17,073.03 |
|
S3 |
16,970.71 |
16,997.88 |
17,067.64 |
|
S4 |
16,911.95 |
16,939.12 |
17,051.48 |
|
|
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 |
17,133.43 |
16,974.34 |
159.09 |
0.9% |
94.36 |
0.6% |
69% |
False |
False |
|
10 |
17,151.56 |
16,860.30 |
291.26 |
1.7% |
107.52 |
0.6% |
77% |
False |
False |
|
20 |
17,151.56 |
16,746.09 |
405.47 |
2.4% |
107.07 |
0.6% |
83% |
False |
False |
|
40 |
17,151.56 |
16,620.43 |
531.13 |
3.1% |
97.31 |
0.6% |
87% |
False |
False |
|
60 |
17,151.56 |
16,341.30 |
810.26 |
4.7% |
102.63 |
0.6% |
92% |
False |
False |
|
80 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
112.37 |
0.7% |
94% |
False |
False |
|
100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
121.24 |
0.7% |
94% |
False |
False |
|
120 |
17,151.56 |
15,340.69 |
1,810.87 |
10.6% |
127.63 |
0.7% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,369.56 |
2.618 |
17,273.66 |
1.618 |
17,214.90 |
1.000 |
17,178.59 |
0.618 |
17,156.14 |
HIGH |
17,119.83 |
0.618 |
17,097.38 |
0.500 |
17,090.45 |
0.382 |
17,083.52 |
LOW |
17,061.07 |
0.618 |
17,024.76 |
1.000 |
17,002.31 |
1.618 |
16,966.00 |
2.618 |
16,907.24 |
4.250 |
16,811.34 |
|
|
Fisher Pivots for day following 24-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
17,090.45 |
17,086.78 |
PP |
17,088.23 |
17,085.79 |
S1 |
17,086.02 |
17,084.79 |
|