Trading Metrics calculated at close of trading on 25-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
3,187.0 |
3,213.0 |
26.0 |
0.8% |
3,167.0 |
High |
3,225.0 |
3,222.0 |
-3.0 |
-0.1% |
3,225.0 |
Low |
3,169.0 |
3,164.0 |
-5.0 |
-0.2% |
3,130.0 |
Close |
3,220.0 |
3,173.0 |
-47.0 |
-1.5% |
3,173.0 |
Range |
56.0 |
58.0 |
2.0 |
3.6% |
95.0 |
ATR |
44.1 |
45.1 |
1.0 |
2.3% |
0.0 |
Volume |
877,008 |
877,008 |
0 |
0.0% |
4,275,950 |
|
Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,360.3 |
3,324.7 |
3,204.9 |
|
R3 |
3,302.3 |
3,266.7 |
3,189.0 |
|
R2 |
3,244.3 |
3,244.3 |
3,183.6 |
|
R1 |
3,208.7 |
3,208.7 |
3,178.3 |
3,197.5 |
PP |
3,186.3 |
3,186.3 |
3,186.3 |
3,180.8 |
S1 |
3,150.7 |
3,150.7 |
3,167.7 |
3,139.5 |
S2 |
3,128.3 |
3,128.3 |
3,162.4 |
|
S3 |
3,070.3 |
3,092.7 |
3,157.1 |
|
S4 |
3,012.3 |
3,034.7 |
3,141.1 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,461.0 |
3,412.0 |
3,225.3 |
|
R3 |
3,366.0 |
3,317.0 |
3,199.1 |
|
R2 |
3,271.0 |
3,271.0 |
3,190.4 |
|
R1 |
3,222.0 |
3,222.0 |
3,181.7 |
3,246.5 |
PP |
3,176.0 |
3,176.0 |
3,176.0 |
3,188.3 |
S1 |
3,127.0 |
3,127.0 |
3,164.3 |
3,151.5 |
S2 |
3,081.0 |
3,081.0 |
3,155.6 |
|
S3 |
2,986.0 |
3,032.0 |
3,146.9 |
|
S4 |
2,891.0 |
2,937.0 |
3,120.8 |
|
|
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% |
46.6 |
1.5% |
45% |
False |
False |
855,190 |
10 |
3,225.0 |
3,130.0 |
95.0 |
3.0% |
46.0 |
1.4% |
45% |
False |
False |
910,160 |
20 |
3,291.0 |
3,130.0 |
161.0 |
5.1% |
43.8 |
1.4% |
27% |
False |
False |
837,352 |
40 |
3,322.0 |
3,130.0 |
192.0 |
6.1% |
37.6 |
1.2% |
22% |
False |
False |
678,797 |
60 |
3,322.0 |
3,085.0 |
237.0 |
7.5% |
35.7 |
1.1% |
37% |
False |
False |
453,363 |
80 |
3,322.0 |
3,009.0 |
313.0 |
9.9% |
36.6 |
1.2% |
52% |
False |
False |
340,436 |
100 |
3,322.0 |
2,910.0 |
412.0 |
13.0% |
36.8 |
1.2% |
64% |
False |
False |
272,387 |
120 |
3,322.0 |
2,866.0 |
456.0 |
14.4% |
33.4 |
1.1% |
67% |
False |
False |
226,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,468.5 |
2.618 |
3,373.8 |
1.618 |
3,315.8 |
1.000 |
3,280.0 |
0.618 |
3,257.8 |
HIGH |
3,222.0 |
0.618 |
3,199.8 |
0.500 |
3,193.0 |
0.382 |
3,186.2 |
LOW |
3,164.0 |
0.618 |
3,128.2 |
1.000 |
3,106.0 |
1.618 |
3,070.2 |
2.618 |
3,012.2 |
4.250 |
2,917.5 |
|
|
Fisher Pivots for day following 25-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,193.0 |
3,194.5 |
PP |
3,186.3 |
3,187.3 |
S1 |
3,179.7 |
3,180.2 |
|