Trading Metrics calculated at close of trading on 22-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
3,167.0 |
3,153.0 |
-14.0 |
-0.4% |
3,170.0 |
High |
3,170.0 |
3,193.0 |
23.0 |
0.7% |
3,207.0 |
Low |
3,130.0 |
3,150.0 |
20.0 |
0.6% |
3,130.0 |
Close |
3,141.0 |
3,191.0 |
50.0 |
1.6% |
3,162.0 |
Range |
40.0 |
43.0 |
3.0 |
7.5% |
77.0 |
ATR |
43.1 |
43.7 |
0.6 |
1.5% |
0.0 |
Volume |
781,238 |
774,051 |
-7,187 |
-0.9% |
4,825,650 |
|
Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,307.0 |
3,292.0 |
3,214.7 |
|
R3 |
3,264.0 |
3,249.0 |
3,202.8 |
|
R2 |
3,221.0 |
3,221.0 |
3,198.9 |
|
R1 |
3,206.0 |
3,206.0 |
3,194.9 |
3,213.5 |
PP |
3,178.0 |
3,178.0 |
3,178.0 |
3,181.8 |
S1 |
3,163.0 |
3,163.0 |
3,187.1 |
3,170.5 |
S2 |
3,135.0 |
3,135.0 |
3,183.1 |
|
S3 |
3,092.0 |
3,120.0 |
3,179.2 |
|
S4 |
3,049.0 |
3,077.0 |
3,167.4 |
|
|
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% |
48.0 |
1.5% |
79% |
False |
False |
902,932 |
10 |
3,212.0 |
3,130.0 |
82.0 |
2.6% |
44.8 |
1.4% |
74% |
False |
False |
922,286 |
20 |
3,291.0 |
3,130.0 |
161.0 |
5.0% |
42.2 |
1.3% |
38% |
False |
False |
827,218 |
40 |
3,322.0 |
3,130.0 |
192.0 |
6.0% |
35.1 |
1.1% |
32% |
False |
False |
611,320 |
60 |
3,322.0 |
3,077.0 |
245.0 |
7.7% |
34.8 |
1.1% |
47% |
False |
False |
408,195 |
80 |
3,322.0 |
3,009.0 |
313.0 |
9.8% |
35.7 |
1.1% |
58% |
False |
False |
306,432 |
100 |
3,322.0 |
2,910.0 |
412.0 |
12.9% |
36.1 |
1.1% |
68% |
False |
False |
245,181 |
120 |
3,322.0 |
2,866.0 |
456.0 |
14.3% |
33.2 |
1.0% |
71% |
False |
False |
204,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,375.8 |
2.618 |
3,305.6 |
1.618 |
3,262.6 |
1.000 |
3,236.0 |
0.618 |
3,219.6 |
HIGH |
3,193.0 |
0.618 |
3,176.6 |
0.500 |
3,171.5 |
0.382 |
3,166.4 |
LOW |
3,150.0 |
0.618 |
3,123.4 |
1.000 |
3,107.0 |
1.618 |
3,080.4 |
2.618 |
3,037.4 |
4.250 |
2,967.3 |
|
|
Fisher Pivots for day following 22-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,184.5 |
3,181.2 |
PP |
3,178.0 |
3,171.3 |
S1 |
3,171.5 |
3,161.5 |
|