Trading Metrics calculated at close of trading on 17-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
3,162.0 |
3,194.0 |
32.0 |
1.0% |
3,270.0 |
High |
3,207.0 |
3,195.0 |
-12.0 |
-0.4% |
3,271.0 |
Low |
3,161.0 |
3,130.0 |
-31.0 |
-1.0% |
3,131.0 |
Close |
3,201.0 |
3,155.0 |
-46.0 |
-1.4% |
3,151.0 |
Range |
46.0 |
65.0 |
19.0 |
41.3% |
140.0 |
ATR |
40.9 |
43.1 |
2.1 |
5.2% |
0.0 |
Volume |
1,178,670 |
995,273 |
-183,397 |
-15.6% |
4,618,123 |
|
Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,355.0 |
3,320.0 |
3,190.8 |
|
R3 |
3,290.0 |
3,255.0 |
3,172.9 |
|
R2 |
3,225.0 |
3,225.0 |
3,166.9 |
|
R1 |
3,190.0 |
3,190.0 |
3,161.0 |
3,175.0 |
PP |
3,160.0 |
3,160.0 |
3,160.0 |
3,152.5 |
S1 |
3,125.0 |
3,125.0 |
3,149.0 |
3,110.0 |
S2 |
3,095.0 |
3,095.0 |
3,143.1 |
|
S3 |
3,030.0 |
3,060.0 |
3,137.1 |
|
S4 |
2,965.0 |
2,995.0 |
3,119.3 |
|
|
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 |
3,207.0 |
3,130.0 |
77.0 |
2.4% |
42.6 |
1.4% |
32% |
False |
True |
921,444 |
10 |
3,291.0 |
3,130.0 |
161.0 |
5.1% |
47.2 |
1.5% |
16% |
False |
True |
891,973 |
20 |
3,322.0 |
3,130.0 |
192.0 |
6.1% |
40.2 |
1.3% |
13% |
False |
True |
821,243 |
40 |
3,322.0 |
3,130.0 |
192.0 |
6.1% |
33.9 |
1.1% |
13% |
False |
True |
553,157 |
60 |
3,322.0 |
3,075.0 |
247.0 |
7.8% |
34.6 |
1.1% |
32% |
False |
False |
369,474 |
80 |
3,322.0 |
2,975.0 |
347.0 |
11.0% |
35.7 |
1.1% |
52% |
False |
False |
277,194 |
100 |
3,322.0 |
2,910.0 |
412.0 |
13.1% |
35.4 |
1.1% |
59% |
False |
False |
221,774 |
120 |
3,322.0 |
2,866.0 |
456.0 |
14.5% |
33.0 |
1.0% |
63% |
False |
False |
184,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,471.3 |
2.618 |
3,365.2 |
1.618 |
3,300.2 |
1.000 |
3,260.0 |
0.618 |
3,235.2 |
HIGH |
3,195.0 |
0.618 |
3,170.2 |
0.500 |
3,162.5 |
0.382 |
3,154.8 |
LOW |
3,130.0 |
0.618 |
3,089.8 |
1.000 |
3,065.0 |
1.618 |
3,024.8 |
2.618 |
2,959.8 |
4.250 |
2,853.8 |
|
|
Fisher Pivots for day following 17-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,162.5 |
3,168.5 |
PP |
3,160.0 |
3,164.0 |
S1 |
3,157.5 |
3,159.5 |
|