Trading Metrics calculated at close of trading on 18-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,300.3 |
1,319.1 |
18.8 |
1.4% |
1,339.5 |
High |
1,325.9 |
1,325.5 |
-0.4 |
0.0% |
1,340.9 |
Low |
1,298.1 |
1,305.0 |
6.9 |
0.5% |
1,292.6 |
Close |
1,316.9 |
1,309.4 |
-7.5 |
-0.6% |
1,309.4 |
Range |
27.8 |
20.5 |
-7.3 |
-26.3% |
48.3 |
ATR |
17.2 |
17.4 |
0.2 |
1.4% |
0.0 |
Volume |
176,744 |
121,624 |
-55,120 |
-31.2% |
802,821 |
|
Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.8 |
1,362.6 |
1,320.7 |
|
R3 |
1,354.3 |
1,342.1 |
1,315.0 |
|
R2 |
1,333.8 |
1,333.8 |
1,313.2 |
|
R1 |
1,321.6 |
1,321.6 |
1,311.3 |
1,317.5 |
PP |
1,313.3 |
1,313.3 |
1,313.3 |
1,311.2 |
S1 |
1,301.1 |
1,301.1 |
1,307.5 |
1,297.0 |
S2 |
1,292.8 |
1,292.8 |
1,305.6 |
|
S3 |
1,272.3 |
1,280.6 |
1,303.8 |
|
S4 |
1,251.8 |
1,260.1 |
1,298.1 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,459.2 |
1,432.6 |
1,336.0 |
|
R3 |
1,410.9 |
1,384.3 |
1,322.7 |
|
R2 |
1,362.6 |
1,362.6 |
1,318.3 |
|
R1 |
1,336.0 |
1,336.0 |
1,313.8 |
1,325.2 |
PP |
1,314.3 |
1,314.3 |
1,314.3 |
1,308.9 |
S1 |
1,287.7 |
1,287.7 |
1,305.0 |
1,276.9 |
S2 |
1,266.0 |
1,266.0 |
1,300.5 |
|
S3 |
1,217.7 |
1,239.4 |
1,296.1 |
|
S4 |
1,169.4 |
1,191.1 |
1,282.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,340.9 |
1,292.6 |
48.3 |
3.7% |
23.9 |
1.8% |
35% |
False |
False |
160,564 |
10 |
1,346.8 |
1,292.6 |
54.2 |
4.1% |
18.3 |
1.4% |
31% |
False |
False |
148,580 |
20 |
1,346.8 |
1,292.6 |
54.2 |
4.1% |
16.2 |
1.2% |
31% |
False |
False |
138,755 |
40 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
15.2 |
1.2% |
65% |
False |
False |
121,172 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
15.4 |
1.2% |
65% |
False |
False |
85,207 |
80 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
15.2 |
1.2% |
65% |
False |
False |
64,728 |
100 |
1,392.0 |
1,240.2 |
151.8 |
11.6% |
15.6 |
1.2% |
46% |
False |
False |
52,267 |
120 |
1,392.0 |
1,240.2 |
151.8 |
11.6% |
15.2 |
1.2% |
46% |
False |
False |
43,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,412.6 |
2.618 |
1,379.2 |
1.618 |
1,358.7 |
1.000 |
1,346.0 |
0.618 |
1,338.2 |
HIGH |
1,325.5 |
0.618 |
1,317.7 |
0.500 |
1,315.3 |
0.382 |
1,312.8 |
LOW |
1,305.0 |
0.618 |
1,292.3 |
1.000 |
1,284.5 |
1.618 |
1,271.8 |
2.618 |
1,251.3 |
4.250 |
1,217.9 |
|
|
Fisher Pivots for day following 18-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,315.3 |
1,309.7 |
PP |
1,313.3 |
1,309.6 |
S1 |
1,311.4 |
1,309.5 |
|