Trading Metrics calculated at close of trading on 15-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
3,170.0 |
3,180.0 |
10.0 |
0.3% |
3,270.0 |
High |
3,190.0 |
3,185.0 |
-5.0 |
-0.2% |
3,271.0 |
Low |
3,164.0 |
3,141.0 |
-23.0 |
-0.7% |
3,131.0 |
Close |
3,186.0 |
3,159.0 |
-27.0 |
-0.8% |
3,151.0 |
Range |
26.0 |
44.0 |
18.0 |
69.2% |
140.0 |
ATR |
40.0 |
40.4 |
0.4 |
0.9% |
0.0 |
Volume |
958,805 |
907,473 |
-51,332 |
-5.4% |
4,618,123 |
|
Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,293.7 |
3,270.3 |
3,183.2 |
|
R3 |
3,249.7 |
3,226.3 |
3,171.1 |
|
R2 |
3,205.7 |
3,205.7 |
3,167.1 |
|
R1 |
3,182.3 |
3,182.3 |
3,163.0 |
3,172.0 |
PP |
3,161.7 |
3,161.7 |
3,161.7 |
3,156.5 |
S1 |
3,138.3 |
3,138.3 |
3,155.0 |
3,128.0 |
S2 |
3,117.7 |
3,117.7 |
3,150.9 |
|
S3 |
3,073.7 |
3,094.3 |
3,146.9 |
|
S4 |
3,029.7 |
3,050.3 |
3,134.8 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,604.3 |
3,517.7 |
3,228.0 |
|
R3 |
3,464.3 |
3,377.7 |
3,189.5 |
|
R2 |
3,324.3 |
3,324.3 |
3,176.7 |
|
R1 |
3,237.7 |
3,237.7 |
3,163.8 |
3,211.0 |
PP |
3,184.3 |
3,184.3 |
3,184.3 |
3,171.0 |
S1 |
3,097.7 |
3,097.7 |
3,138.2 |
3,071.0 |
S2 |
3,044.3 |
3,044.3 |
3,125.3 |
|
S3 |
2,904.3 |
2,957.7 |
3,112.5 |
|
S4 |
2,764.3 |
2,817.7 |
3,074.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,212.0 |
3,131.0 |
81.0 |
2.6% |
41.6 |
1.3% |
35% |
False |
False |
941,641 |
10 |
3,291.0 |
3,131.0 |
160.0 |
5.1% |
41.6 |
1.3% |
18% |
False |
False |
814,427 |
20 |
3,322.0 |
3,131.0 |
191.0 |
6.0% |
37.9 |
1.2% |
15% |
False |
False |
830,054 |
40 |
3,322.0 |
3,129.0 |
193.0 |
6.1% |
33.0 |
1.0% |
16% |
False |
False |
498,837 |
60 |
3,322.0 |
3,059.0 |
263.0 |
8.3% |
34.4 |
1.1% |
38% |
False |
False |
333,249 |
80 |
3,322.0 |
2,967.0 |
355.0 |
11.2% |
35.5 |
1.1% |
54% |
False |
False |
250,039 |
100 |
3,322.0 |
2,910.0 |
412.0 |
13.0% |
34.6 |
1.1% |
60% |
False |
False |
200,034 |
120 |
3,322.0 |
2,866.0 |
456.0 |
14.4% |
32.8 |
1.0% |
64% |
False |
False |
166,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,372.0 |
2.618 |
3,300.2 |
1.618 |
3,256.2 |
1.000 |
3,229.0 |
0.618 |
3,212.2 |
HIGH |
3,185.0 |
0.618 |
3,168.2 |
0.500 |
3,163.0 |
0.382 |
3,157.8 |
LOW |
3,141.0 |
0.618 |
3,113.8 |
1.000 |
3,097.0 |
1.618 |
3,069.8 |
2.618 |
3,025.8 |
4.250 |
2,954.0 |
|
|
Fisher Pivots for day following 15-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,163.0 |
3,165.5 |
PP |
3,161.7 |
3,163.3 |
S1 |
3,160.3 |
3,161.2 |
|