Trading Metrics calculated at close of trading on 17-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
5,475.0 |
5,493.0 |
18.0 |
0.3% |
5,495.0 |
High |
5,483.0 |
5,519.0 |
36.0 |
0.7% |
5,497.0 |
Low |
5,452.0 |
5,471.0 |
19.0 |
0.3% |
5,385.0 |
Close |
5,474.0 |
5,483.0 |
9.0 |
0.2% |
5,454.0 |
Range |
31.0 |
48.0 |
17.0 |
54.8% |
112.0 |
ATR |
45.3 |
45.5 |
0.2 |
0.4% |
0.0 |
Volume |
20,681 |
25,668 |
4,987 |
24.1% |
113,991 |
|
Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,635.0 |
5,607.0 |
5,509.4 |
|
R3 |
5,587.0 |
5,559.0 |
5,496.2 |
|
R2 |
5,539.0 |
5,539.0 |
5,491.8 |
|
R1 |
5,511.0 |
5,511.0 |
5,487.4 |
5,501.0 |
PP |
5,491.0 |
5,491.0 |
5,491.0 |
5,486.0 |
S1 |
5,463.0 |
5,463.0 |
5,478.6 |
5,453.0 |
S2 |
5,443.0 |
5,443.0 |
5,474.2 |
|
S3 |
5,395.0 |
5,415.0 |
5,469.8 |
|
S4 |
5,347.0 |
5,367.0 |
5,456.6 |
|
|
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 |
5,519.0 |
5,385.0 |
134.0 |
2.4% |
44.2 |
0.8% |
73% |
True |
False |
21,325 |
10 |
5,519.0 |
5,385.0 |
134.0 |
2.4% |
36.8 |
0.7% |
73% |
True |
False |
21,269 |
20 |
5,519.0 |
5,328.0 |
191.0 |
3.5% |
43.6 |
0.8% |
81% |
True |
False |
23,926 |
40 |
5,519.0 |
5,328.0 |
191.0 |
3.5% |
35.2 |
0.6% |
81% |
True |
False |
20,029 |
60 |
5,519.0 |
5,328.0 |
191.0 |
3.5% |
27.8 |
0.5% |
81% |
True |
False |
13,363 |
80 |
5,519.0 |
5,295.0 |
224.0 |
4.1% |
21.6 |
0.4% |
84% |
True |
False |
10,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,723.0 |
2.618 |
5,644.7 |
1.618 |
5,596.7 |
1.000 |
5,567.0 |
0.618 |
5,548.7 |
HIGH |
5,519.0 |
0.618 |
5,500.7 |
0.500 |
5,495.0 |
0.382 |
5,489.3 |
LOW |
5,471.0 |
0.618 |
5,441.3 |
1.000 |
5,423.0 |
1.618 |
5,393.3 |
2.618 |
5,345.3 |
4.250 |
5,267.0 |
|
|
Fisher Pivots for day following 17-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
5,495.0 |
5,483.0 |
PP |
5,491.0 |
5,483.0 |
S1 |
5,487.0 |
5,483.0 |
|