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 |
1,308.0 |
1,304.3 |
-3.7 |
-0.3% |
1,339.5 |
High |
1,311.8 |
1,305.6 |
-6.2 |
-0.5% |
1,340.9 |
Low |
1,303.5 |
1,287.5 |
-16.0 |
-1.2% |
1,292.6 |
Close |
1,304.7 |
1,290.8 |
-13.9 |
-1.1% |
1,309.4 |
Range |
8.3 |
18.1 |
9.8 |
118.1% |
48.3 |
ATR |
16.2 |
16.3 |
0.1 |
0.8% |
0.0 |
Volume |
86,756 |
178,767 |
92,011 |
106.1% |
802,821 |
|
Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.9 |
1,338.0 |
1,300.8 |
|
R3 |
1,330.8 |
1,319.9 |
1,295.8 |
|
R2 |
1,312.7 |
1,312.7 |
1,294.1 |
|
R1 |
1,301.8 |
1,301.8 |
1,292.5 |
1,298.2 |
PP |
1,294.6 |
1,294.6 |
1,294.6 |
1,292.9 |
S1 |
1,283.7 |
1,283.7 |
1,289.1 |
1,280.1 |
S2 |
1,276.5 |
1,276.5 |
1,287.5 |
|
S3 |
1,258.4 |
1,265.6 |
1,285.8 |
|
S4 |
1,240.3 |
1,247.5 |
1,280.8 |
|
|
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 |
1,325.5 |
1,287.5 |
38.0 |
2.9% |
14.5 |
1.1% |
9% |
False |
True |
120,002 |
10 |
1,340.9 |
1,287.5 |
53.4 |
4.1% |
17.7 |
1.4% |
6% |
False |
True |
137,837 |
20 |
1,346.8 |
1,287.5 |
59.3 |
4.6% |
16.0 |
1.2% |
6% |
False |
True |
135,791 |
40 |
1,346.8 |
1,240.2 |
106.6 |
8.3% |
14.9 |
1.2% |
47% |
False |
False |
125,078 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.3% |
15.1 |
1.2% |
47% |
False |
False |
92,774 |
80 |
1,346.8 |
1,240.2 |
106.6 |
8.3% |
15.2 |
1.2% |
47% |
False |
False |
70,549 |
100 |
1,392.0 |
1,240.2 |
151.8 |
11.8% |
15.5 |
1.2% |
33% |
False |
False |
56,994 |
120 |
1,392.0 |
1,240.2 |
151.8 |
11.8% |
15.2 |
1.2% |
33% |
False |
False |
47,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,382.5 |
2.618 |
1,353.0 |
1.618 |
1,334.9 |
1.000 |
1,323.7 |
0.618 |
1,316.8 |
HIGH |
1,305.6 |
0.618 |
1,298.7 |
0.500 |
1,296.6 |
0.382 |
1,294.4 |
LOW |
1,287.5 |
0.618 |
1,276.3 |
1.000 |
1,269.4 |
1.618 |
1,258.2 |
2.618 |
1,240.1 |
4.250 |
1,210.6 |
|
|
Fisher Pivots for day following 24-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,296.6 |
1,302.2 |
PP |
1,294.6 |
1,298.4 |
S1 |
1,292.7 |
1,294.6 |
|