Trading Metrics calculated at close of trading on 21-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
3,135.0 |
3,167.0 |
32.0 |
1.0% |
3,170.0 |
High |
3,178.0 |
3,170.0 |
-8.0 |
-0.3% |
3,207.0 |
Low |
3,132.0 |
3,130.0 |
-2.0 |
-0.1% |
3,130.0 |
Close |
3,162.0 |
3,141.0 |
-21.0 |
-0.7% |
3,162.0 |
Range |
46.0 |
40.0 |
-6.0 |
-13.0% |
77.0 |
ATR |
43.3 |
43.1 |
-0.2 |
-0.5% |
0.0 |
Volume |
785,429 |
781,238 |
-4,191 |
-0.5% |
4,825,650 |
|
Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,267.0 |
3,244.0 |
3,163.0 |
|
R3 |
3,227.0 |
3,204.0 |
3,152.0 |
|
R2 |
3,187.0 |
3,187.0 |
3,148.3 |
|
R1 |
3,164.0 |
3,164.0 |
3,144.7 |
3,155.5 |
PP |
3,147.0 |
3,147.0 |
3,147.0 |
3,142.8 |
S1 |
3,124.0 |
3,124.0 |
3,137.3 |
3,115.5 |
S2 |
3,107.0 |
3,107.0 |
3,133.7 |
|
S3 |
3,067.0 |
3,084.0 |
3,130.0 |
|
S4 |
3,027.0 |
3,044.0 |
3,119.0 |
|
|
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 |
2.5% |
48.2 |
1.5% |
14% |
False |
True |
929,616 |
10 |
3,239.0 |
3,130.0 |
109.0 |
3.5% |
46.6 |
1.5% |
10% |
False |
True |
914,220 |
20 |
3,305.0 |
3,130.0 |
175.0 |
5.6% |
42.0 |
1.3% |
6% |
False |
True |
821,532 |
40 |
3,322.0 |
3,130.0 |
192.0 |
6.1% |
34.8 |
1.1% |
6% |
False |
True |
592,092 |
60 |
3,322.0 |
3,075.0 |
247.0 |
7.9% |
34.8 |
1.1% |
27% |
False |
False |
395,523 |
80 |
3,322.0 |
3,009.0 |
313.0 |
10.0% |
35.6 |
1.1% |
42% |
False |
False |
296,761 |
100 |
3,322.0 |
2,910.0 |
412.0 |
13.1% |
35.7 |
1.1% |
56% |
False |
False |
237,440 |
120 |
3,322.0 |
2,866.0 |
456.0 |
14.5% |
33.6 |
1.1% |
60% |
False |
False |
197,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,340.0 |
2.618 |
3,274.7 |
1.618 |
3,234.7 |
1.000 |
3,210.0 |
0.618 |
3,194.7 |
HIGH |
3,170.0 |
0.618 |
3,154.7 |
0.500 |
3,150.0 |
0.382 |
3,145.3 |
LOW |
3,130.0 |
0.618 |
3,105.3 |
1.000 |
3,090.0 |
1.618 |
3,065.3 |
2.618 |
3,025.3 |
4.250 |
2,960.0 |
|
|
Fisher Pivots for day following 21-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,150.0 |
3,162.5 |
PP |
3,147.0 |
3,155.3 |
S1 |
3,144.0 |
3,148.2 |
|