Trading Metrics calculated at close of trading on 25-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
17,092.02 |
17,079.50 |
-12.52 |
-0.1% |
17,095.11 |
High |
17,119.83 |
17,082.33 |
-37.50 |
-0.2% |
17,133.43 |
Low |
17,061.07 |
16,915.65 |
-145.42 |
-0.9% |
16,915.65 |
Close |
17,083.80 |
16,960.57 |
-123.23 |
-0.7% |
16,960.57 |
Range |
58.76 |
166.68 |
107.92 |
183.7% |
217.78 |
ATR |
105.10 |
109.61 |
4.50 |
4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,486.22 |
17,390.08 |
17,052.24 |
|
R3 |
17,319.54 |
17,223.40 |
17,006.41 |
|
R2 |
17,152.86 |
17,152.86 |
16,991.13 |
|
R1 |
17,056.72 |
17,056.72 |
16,975.85 |
17,021.45 |
PP |
16,986.18 |
16,986.18 |
16,986.18 |
16,968.55 |
S1 |
16,890.04 |
16,890.04 |
16,945.29 |
16,854.77 |
S2 |
16,819.50 |
16,819.50 |
16,930.01 |
|
S3 |
16,652.82 |
16,723.36 |
16,914.73 |
|
S4 |
16,486.14 |
16,556.68 |
16,868.90 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,656.56 |
17,526.34 |
17,080.35 |
|
R3 |
17,438.78 |
17,308.56 |
17,020.46 |
|
R2 |
17,221.00 |
17,221.00 |
17,000.50 |
|
R1 |
17,090.78 |
17,090.78 |
16,980.53 |
17,047.00 |
PP |
17,003.22 |
17,003.22 |
17,003.22 |
16,981.33 |
S1 |
16,873.00 |
16,873.00 |
16,940.61 |
16,829.22 |
S2 |
16,785.44 |
16,785.44 |
16,920.64 |
|
S3 |
16,567.66 |
16,655.22 |
16,900.68 |
|
S4 |
16,349.88 |
16,437.44 |
16,840.79 |
|
|
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 |
16,915.65 |
217.78 |
1.3% |
100.50 |
0.6% |
21% |
False |
True |
|
10 |
17,151.56 |
16,915.65 |
235.91 |
1.4% |
115.28 |
0.7% |
19% |
False |
True |
|
20 |
17,151.56 |
16,773.84 |
377.72 |
2.2% |
109.08 |
0.6% |
49% |
False |
False |
|
40 |
17,151.56 |
16,648.85 |
502.71 |
3.0% |
99.52 |
0.6% |
62% |
False |
False |
|
60 |
17,151.56 |
16,341.30 |
810.26 |
4.8% |
104.05 |
0.6% |
76% |
False |
False |
|
80 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
113.10 |
0.7% |
83% |
False |
False |
|
100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
120.40 |
0.7% |
83% |
False |
False |
|
120 |
17,151.56 |
15,340.69 |
1,810.87 |
10.7% |
126.08 |
0.7% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,790.72 |
2.618 |
17,518.70 |
1.618 |
17,352.02 |
1.000 |
17,249.01 |
0.618 |
17,185.34 |
HIGH |
17,082.33 |
0.618 |
17,018.66 |
0.500 |
16,998.99 |
0.382 |
16,979.32 |
LOW |
16,915.65 |
0.618 |
16,812.64 |
1.000 |
16,748.97 |
1.618 |
16,645.96 |
2.618 |
16,479.28 |
4.250 |
16,207.26 |
|
|
Fisher Pivots for day following 25-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
16,998.99 |
17,018.35 |
PP |
16,986.18 |
16,999.09 |
S1 |
16,973.38 |
16,979.83 |
|