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 |
3,194.0 |
3,135.0 |
-59.0 |
-1.8% |
3,170.0 |
High |
3,195.0 |
3,178.0 |
-17.0 |
-0.5% |
3,207.0 |
Low |
3,130.0 |
3,132.0 |
2.0 |
0.1% |
3,130.0 |
Close |
3,155.0 |
3,162.0 |
7.0 |
0.2% |
3,162.0 |
Range |
65.0 |
46.0 |
-19.0 |
-29.2% |
77.0 |
ATR |
43.1 |
43.3 |
0.2 |
0.5% |
0.0 |
Volume |
995,273 |
785,429 |
-209,844 |
-21.1% |
4,825,650 |
|
Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,295.3 |
3,274.7 |
3,187.3 |
|
R3 |
3,249.3 |
3,228.7 |
3,174.7 |
|
R2 |
3,203.3 |
3,203.3 |
3,170.4 |
|
R1 |
3,182.7 |
3,182.7 |
3,166.2 |
3,193.0 |
PP |
3,157.3 |
3,157.3 |
3,157.3 |
3,162.5 |
S1 |
3,136.7 |
3,136.7 |
3,157.8 |
3,147.0 |
S2 |
3,111.3 |
3,111.3 |
3,153.6 |
|
S3 |
3,065.3 |
3,090.7 |
3,149.4 |
|
S4 |
3,019.3 |
3,044.7 |
3,136.7 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,397.3 |
3,356.7 |
3,204.4 |
|
R3 |
3,320.3 |
3,279.7 |
3,183.2 |
|
R2 |
3,243.3 |
3,243.3 |
3,176.1 |
|
R1 |
3,202.7 |
3,202.7 |
3,169.1 |
3,184.5 |
PP |
3,166.3 |
3,166.3 |
3,166.3 |
3,157.3 |
S1 |
3,125.7 |
3,125.7 |
3,154.9 |
3,107.5 |
S2 |
3,089.3 |
3,089.3 |
3,147.9 |
|
S3 |
3,012.3 |
3,048.7 |
3,140.8 |
|
S4 |
2,935.3 |
2,971.7 |
3,119.7 |
|
|
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% |
45.4 |
1.4% |
42% |
False |
False |
965,130 |
10 |
3,271.0 |
3,130.0 |
141.0 |
4.5% |
46.9 |
1.5% |
23% |
False |
False |
944,377 |
20 |
3,318.0 |
3,130.0 |
188.0 |
5.9% |
41.4 |
1.3% |
17% |
False |
False |
821,334 |
40 |
3,322.0 |
3,130.0 |
192.0 |
6.1% |
34.4 |
1.1% |
17% |
False |
False |
572,589 |
60 |
3,322.0 |
3,075.0 |
247.0 |
7.8% |
35.0 |
1.1% |
35% |
False |
False |
382,512 |
80 |
3,322.0 |
2,994.0 |
328.0 |
10.4% |
35.7 |
1.1% |
51% |
False |
False |
286,999 |
100 |
3,322.0 |
2,910.0 |
412.0 |
13.0% |
35.5 |
1.1% |
61% |
False |
False |
229,628 |
120 |
3,322.0 |
2,866.0 |
456.0 |
14.4% |
33.3 |
1.1% |
65% |
False |
False |
191,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,373.5 |
2.618 |
3,298.4 |
1.618 |
3,252.4 |
1.000 |
3,224.0 |
0.618 |
3,206.4 |
HIGH |
3,178.0 |
0.618 |
3,160.4 |
0.500 |
3,155.0 |
0.382 |
3,149.6 |
LOW |
3,132.0 |
0.618 |
3,103.6 |
1.000 |
3,086.0 |
1.618 |
3,057.6 |
2.618 |
3,011.6 |
4.250 |
2,936.5 |
|
|
Fisher Pivots for day following 18-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,159.7 |
3,168.5 |
PP |
3,157.3 |
3,166.3 |
S1 |
3,155.0 |
3,164.2 |
|