Trading Metrics calculated at close of trading on 16-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
5,491.0 |
5,475.0 |
-16.0 |
-0.3% |
5,495.0 |
High |
5,494.0 |
5,483.0 |
-11.0 |
-0.2% |
5,497.0 |
Low |
5,447.0 |
5,452.0 |
5.0 |
0.1% |
5,385.0 |
Close |
5,461.0 |
5,474.0 |
13.0 |
0.2% |
5,454.0 |
Range |
47.0 |
31.0 |
-16.0 |
-34.0% |
112.0 |
ATR |
46.4 |
45.3 |
-1.1 |
-2.4% |
0.0 |
Volume |
21,697 |
20,681 |
-1,016 |
-4.7% |
113,991 |
|
Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,562.7 |
5,549.3 |
5,491.1 |
|
R3 |
5,531.7 |
5,518.3 |
5,482.5 |
|
R2 |
5,500.7 |
5,500.7 |
5,479.7 |
|
R1 |
5,487.3 |
5,487.3 |
5,476.8 |
5,478.5 |
PP |
5,469.7 |
5,469.7 |
5,469.7 |
5,465.3 |
S1 |
5,456.3 |
5,456.3 |
5,471.2 |
5,447.5 |
S2 |
5,438.7 |
5,438.7 |
5,468.3 |
|
S3 |
5,407.7 |
5,425.3 |
5,465.5 |
|
S4 |
5,376.7 |
5,394.3 |
5,457.0 |
|
|
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% |
40.4 |
0.7% |
82% |
False |
False |
20,050 |
10 |
5,497.0 |
5,385.0 |
112.0 |
2.0% |
36.1 |
0.7% |
79% |
False |
False |
21,174 |
20 |
5,497.0 |
5,328.0 |
169.0 |
3.1% |
44.6 |
0.8% |
86% |
False |
False |
24,204 |
40 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
34.0 |
0.6% |
81% |
False |
False |
19,387 |
60 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
27.0 |
0.5% |
81% |
False |
False |
12,935 |
80 |
5,508.0 |
5,290.0 |
218.0 |
4.0% |
21.0 |
0.4% |
84% |
False |
False |
9,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,614.8 |
2.618 |
5,564.2 |
1.618 |
5,533.2 |
1.000 |
5,514.0 |
0.618 |
5,502.2 |
HIGH |
5,483.0 |
0.618 |
5,471.2 |
0.500 |
5,467.5 |
0.382 |
5,463.8 |
LOW |
5,452.0 |
0.618 |
5,432.8 |
1.000 |
5,421.0 |
1.618 |
5,401.8 |
2.618 |
5,370.8 |
4.250 |
5,320.3 |
|
|
Fisher Pivots for day following 16-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
5,471.8 |
5,472.8 |
PP |
5,469.7 |
5,471.7 |
S1 |
5,467.5 |
5,470.5 |
|