Trading Metrics calculated at close of trading on 24-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
3,176.0 |
3,187.0 |
11.0 |
0.3% |
3,170.0 |
High |
3,211.0 |
3,225.0 |
14.0 |
0.4% |
3,207.0 |
Low |
3,175.0 |
3,169.0 |
-6.0 |
-0.2% |
3,130.0 |
Close |
3,193.0 |
3,220.0 |
27.0 |
0.8% |
3,162.0 |
Range |
36.0 |
56.0 |
20.0 |
55.6% |
77.0 |
ATR |
43.1 |
44.1 |
0.9 |
2.1% |
0.0 |
Volume |
966,645 |
877,008 |
-89,637 |
-9.3% |
4,825,650 |
|
Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,372.7 |
3,352.3 |
3,250.8 |
|
R3 |
3,316.7 |
3,296.3 |
3,235.4 |
|
R2 |
3,260.7 |
3,260.7 |
3,230.3 |
|
R1 |
3,240.3 |
3,240.3 |
3,225.1 |
3,250.5 |
PP |
3,204.7 |
3,204.7 |
3,204.7 |
3,209.8 |
S1 |
3,184.3 |
3,184.3 |
3,214.9 |
3,194.5 |
S2 |
3,148.7 |
3,148.7 |
3,209.7 |
|
S3 |
3,092.7 |
3,128.3 |
3,204.6 |
|
S4 |
3,036.7 |
3,072.3 |
3,189.2 |
|
|
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 |
3,225.0 |
3,130.0 |
95.0 |
3.0% |
44.2 |
1.4% |
95% |
True |
False |
836,874 |
10 |
3,225.0 |
3,130.0 |
95.0 |
3.0% |
43.4 |
1.3% |
95% |
True |
False |
879,159 |
20 |
3,291.0 |
3,130.0 |
161.0 |
5.0% |
43.7 |
1.4% |
56% |
False |
False |
826,490 |
40 |
3,322.0 |
3,130.0 |
192.0 |
6.0% |
36.5 |
1.1% |
47% |
False |
False |
656,955 |
60 |
3,322.0 |
3,085.0 |
237.0 |
7.4% |
35.0 |
1.1% |
57% |
False |
False |
438,916 |
80 |
3,322.0 |
3,009.0 |
313.0 |
9.7% |
36.2 |
1.1% |
67% |
False |
False |
329,475 |
100 |
3,322.0 |
2,910.0 |
412.0 |
12.8% |
36.6 |
1.1% |
75% |
False |
False |
263,617 |
120 |
3,322.0 |
2,866.0 |
456.0 |
14.2% |
33.5 |
1.0% |
78% |
False |
False |
219,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,463.0 |
2.618 |
3,371.6 |
1.618 |
3,315.6 |
1.000 |
3,281.0 |
0.618 |
3,259.6 |
HIGH |
3,225.0 |
0.618 |
3,203.6 |
0.500 |
3,197.0 |
0.382 |
3,190.4 |
LOW |
3,169.0 |
0.618 |
3,134.4 |
1.000 |
3,113.0 |
1.618 |
3,078.4 |
2.618 |
3,022.4 |
4.250 |
2,931.0 |
|
|
Fisher Pivots for day following 24-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,212.3 |
3,209.2 |
PP |
3,204.7 |
3,198.3 |
S1 |
3,197.0 |
3,187.5 |
|