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 |
1,311.3 |
1,312.4 |
1.1 |
0.1% |
1,339.5 |
High |
1,319.0 |
1,316.8 |
-2.2 |
-0.2% |
1,340.9 |
Low |
1,307.9 |
1,302.2 |
-5.7 |
-0.4% |
1,292.6 |
Close |
1,313.9 |
1,306.3 |
-7.6 |
-0.6% |
1,309.4 |
Range |
11.1 |
14.6 |
3.5 |
31.5% |
48.3 |
ATR |
17.0 |
16.8 |
-0.2 |
-1.0% |
0.0 |
Volume |
85,369 |
127,494 |
42,125 |
49.3% |
802,821 |
|
Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.2 |
1,343.9 |
1,314.3 |
|
R3 |
1,337.6 |
1,329.3 |
1,310.3 |
|
R2 |
1,323.0 |
1,323.0 |
1,309.0 |
|
R1 |
1,314.7 |
1,314.7 |
1,307.6 |
1,311.6 |
PP |
1,308.4 |
1,308.4 |
1,308.4 |
1,306.9 |
S1 |
1,300.1 |
1,300.1 |
1,305.0 |
1,297.0 |
S2 |
1,293.8 |
1,293.8 |
1,303.6 |
|
S3 |
1,279.2 |
1,285.5 |
1,302.3 |
|
S4 |
1,264.6 |
1,270.9 |
1,298.3 |
|
|
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 |
1,325.9 |
1,293.5 |
32.4 |
2.5% |
16.9 |
1.3% |
40% |
False |
False |
126,190 |
10 |
1,346.8 |
1,292.6 |
54.2 |
4.1% |
18.8 |
1.4% |
25% |
False |
False |
145,552 |
20 |
1,346.8 |
1,292.6 |
54.2 |
4.1% |
16.3 |
1.2% |
25% |
False |
False |
135,540 |
40 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
15.3 |
1.2% |
62% |
False |
False |
124,056 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
15.1 |
1.2% |
62% |
False |
False |
88,490 |
80 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
15.2 |
1.2% |
62% |
False |
False |
67,310 |
100 |
1,392.0 |
1,240.2 |
151.8 |
11.6% |
15.5 |
1.2% |
44% |
False |
False |
54,378 |
120 |
1,392.0 |
1,240.2 |
151.8 |
11.6% |
15.3 |
1.2% |
44% |
False |
False |
45,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,378.9 |
2.618 |
1,355.0 |
1.618 |
1,340.4 |
1.000 |
1,331.4 |
0.618 |
1,325.8 |
HIGH |
1,316.8 |
0.618 |
1,311.2 |
0.500 |
1,309.5 |
0.382 |
1,307.8 |
LOW |
1,302.2 |
0.618 |
1,293.2 |
1.000 |
1,287.6 |
1.618 |
1,278.6 |
2.618 |
1,264.0 |
4.250 |
1,240.2 |
|
|
Fisher Pivots for day following 22-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,309.5 |
1,313.9 |
PP |
1,308.4 |
1,311.3 |
S1 |
1,307.4 |
1,308.8 |
|