Trading Metrics calculated at close of trading on 23-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
3,153.0 |
3,176.0 |
23.0 |
0.7% |
3,170.0 |
High |
3,193.0 |
3,211.0 |
18.0 |
0.6% |
3,207.0 |
Low |
3,150.0 |
3,175.0 |
25.0 |
0.8% |
3,130.0 |
Close |
3,191.0 |
3,193.0 |
2.0 |
0.1% |
3,162.0 |
Range |
43.0 |
36.0 |
-7.0 |
-16.3% |
77.0 |
ATR |
43.7 |
43.1 |
-0.5 |
-1.3% |
0.0 |
Volume |
774,051 |
966,645 |
192,594 |
24.9% |
4,825,650 |
|
Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,301.0 |
3,283.0 |
3,212.8 |
|
R3 |
3,265.0 |
3,247.0 |
3,202.9 |
|
R2 |
3,229.0 |
3,229.0 |
3,199.6 |
|
R1 |
3,211.0 |
3,211.0 |
3,196.3 |
3,220.0 |
PP |
3,193.0 |
3,193.0 |
3,193.0 |
3,197.5 |
S1 |
3,175.0 |
3,175.0 |
3,189.7 |
3,184.0 |
S2 |
3,157.0 |
3,157.0 |
3,186.4 |
|
S3 |
3,121.0 |
3,139.0 |
3,183.1 |
|
S4 |
3,085.0 |
3,103.0 |
3,173.2 |
|
|
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 |
3,211.0 |
3,130.0 |
81.0 |
2.5% |
46.0 |
1.4% |
78% |
True |
False |
860,527 |
10 |
3,211.0 |
3,130.0 |
81.0 |
2.5% |
45.4 |
1.4% |
78% |
True |
False |
872,670 |
20 |
3,291.0 |
3,130.0 |
161.0 |
5.0% |
42.6 |
1.3% |
39% |
False |
False |
829,770 |
40 |
3,322.0 |
3,130.0 |
192.0 |
6.0% |
35.5 |
1.1% |
33% |
False |
False |
635,309 |
60 |
3,322.0 |
3,085.0 |
237.0 |
7.4% |
34.8 |
1.1% |
46% |
False |
False |
424,303 |
80 |
3,322.0 |
3,009.0 |
313.0 |
9.8% |
35.9 |
1.1% |
59% |
False |
False |
318,514 |
100 |
3,322.0 |
2,910.0 |
412.0 |
12.9% |
36.3 |
1.1% |
69% |
False |
False |
254,847 |
120 |
3,322.0 |
2,866.0 |
456.0 |
14.3% |
33.3 |
1.0% |
72% |
False |
False |
212,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,364.0 |
2.618 |
3,305.2 |
1.618 |
3,269.2 |
1.000 |
3,247.0 |
0.618 |
3,233.2 |
HIGH |
3,211.0 |
0.618 |
3,197.2 |
0.500 |
3,193.0 |
0.382 |
3,188.8 |
LOW |
3,175.0 |
0.618 |
3,152.8 |
1.000 |
3,139.0 |
1.618 |
3,116.8 |
2.618 |
3,080.8 |
4.250 |
3,022.0 |
|
|
Fisher Pivots for day following 23-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,193.0 |
3,185.5 |
PP |
3,193.0 |
3,178.0 |
S1 |
3,193.0 |
3,170.5 |
|