Trading Metrics calculated at close of trading on 15-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
5,462.0 |
5,491.0 |
29.0 |
0.5% |
5,495.0 |
High |
5,477.0 |
5,494.0 |
17.0 |
0.3% |
5,497.0 |
Low |
5,458.0 |
5,447.0 |
-11.0 |
-0.2% |
5,385.0 |
Close |
5,471.0 |
5,461.0 |
-10.0 |
-0.2% |
5,454.0 |
Range |
19.0 |
47.0 |
28.0 |
147.4% |
112.0 |
ATR |
46.3 |
46.4 |
0.0 |
0.1% |
0.0 |
Volume |
12,877 |
21,697 |
8,820 |
68.5% |
113,991 |
|
Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,608.3 |
5,581.7 |
5,486.9 |
|
R3 |
5,561.3 |
5,534.7 |
5,473.9 |
|
R2 |
5,514.3 |
5,514.3 |
5,469.6 |
|
R1 |
5,487.7 |
5,487.7 |
5,465.3 |
5,477.5 |
PP |
5,467.3 |
5,467.3 |
5,467.3 |
5,462.3 |
S1 |
5,440.7 |
5,440.7 |
5,456.7 |
5,430.5 |
S2 |
5,420.3 |
5,420.3 |
5,452.4 |
|
S3 |
5,373.3 |
5,393.7 |
5,448.1 |
|
S4 |
5,326.3 |
5,346.7 |
5,435.2 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,781.3 |
5,729.7 |
5,515.6 |
|
R3 |
5,669.3 |
5,617.7 |
5,484.8 |
|
R2 |
5,557.3 |
5,557.3 |
5,474.5 |
|
R1 |
5,505.7 |
5,505.7 |
5,464.3 |
5,475.5 |
PP |
5,445.3 |
5,445.3 |
5,445.3 |
5,430.3 |
S1 |
5,393.7 |
5,393.7 |
5,443.7 |
5,363.5 |
S2 |
5,333.3 |
5,333.3 |
5,433.5 |
|
S3 |
5,221.3 |
5,281.7 |
5,423.2 |
|
S4 |
5,109.3 |
5,169.7 |
5,392.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,494.0 |
5,385.0 |
109.0 |
2.0% |
44.6 |
0.8% |
70% |
True |
False |
22,745 |
10 |
5,497.0 |
5,363.0 |
134.0 |
2.5% |
38.7 |
0.7% |
73% |
False |
False |
22,029 |
20 |
5,497.0 |
5,328.0 |
169.0 |
3.1% |
44.5 |
0.8% |
79% |
False |
False |
26,230 |
40 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
34.0 |
0.6% |
74% |
False |
False |
18,873 |
60 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
26.5 |
0.5% |
74% |
False |
False |
12,590 |
80 |
5,508.0 |
5,284.0 |
224.0 |
4.1% |
20.6 |
0.4% |
79% |
False |
False |
9,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,693.8 |
2.618 |
5,617.0 |
1.618 |
5,570.0 |
1.000 |
5,541.0 |
0.618 |
5,523.0 |
HIGH |
5,494.0 |
0.618 |
5,476.0 |
0.500 |
5,470.5 |
0.382 |
5,465.0 |
LOW |
5,447.0 |
0.618 |
5,418.0 |
1.000 |
5,400.0 |
1.618 |
5,371.0 |
2.618 |
5,324.0 |
4.250 |
5,247.3 |
|
|
Fisher Pivots for day following 15-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
5,470.5 |
5,453.8 |
PP |
5,467.3 |
5,446.7 |
S1 |
5,464.2 |
5,439.5 |
|