Trading Metrics calculated at close of trading on 18-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
5,493.0 |
5,446.0 |
-47.0 |
-0.9% |
5,462.0 |
High |
5,519.0 |
5,490.0 |
-29.0 |
-0.5% |
5,519.0 |
Low |
5,471.0 |
5,434.0 |
-37.0 |
-0.7% |
5,434.0 |
Close |
5,483.0 |
5,485.0 |
2.0 |
0.0% |
5,485.0 |
Range |
48.0 |
56.0 |
8.0 |
16.7% |
85.0 |
ATR |
45.5 |
46.2 |
0.8 |
1.7% |
0.0 |
Volume |
25,668 |
23,132 |
-2,536 |
-9.9% |
104,055 |
|
Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,637.7 |
5,617.3 |
5,515.8 |
|
R3 |
5,581.7 |
5,561.3 |
5,500.4 |
|
R2 |
5,525.7 |
5,525.7 |
5,495.3 |
|
R1 |
5,505.3 |
5,505.3 |
5,490.1 |
5,515.5 |
PP |
5,469.7 |
5,469.7 |
5,469.7 |
5,474.8 |
S1 |
5,449.3 |
5,449.3 |
5,479.9 |
5,459.5 |
S2 |
5,413.7 |
5,413.7 |
5,474.7 |
|
S3 |
5,357.7 |
5,393.3 |
5,469.6 |
|
S4 |
5,301.7 |
5,337.3 |
5,454.2 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,734.3 |
5,694.7 |
5,531.8 |
|
R3 |
5,649.3 |
5,609.7 |
5,508.4 |
|
R2 |
5,564.3 |
5,564.3 |
5,500.6 |
|
R1 |
5,524.7 |
5,524.7 |
5,492.8 |
5,544.5 |
PP |
5,479.3 |
5,479.3 |
5,479.3 |
5,489.3 |
S1 |
5,439.7 |
5,439.7 |
5,477.2 |
5,459.5 |
S2 |
5,394.3 |
5,394.3 |
5,469.4 |
|
S3 |
5,309.3 |
5,354.7 |
5,461.6 |
|
S4 |
5,224.3 |
5,269.7 |
5,438.3 |
|
|
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 |
5,434.0 |
85.0 |
1.5% |
40.2 |
0.7% |
60% |
False |
True |
20,811 |
10 |
5,519.0 |
5,385.0 |
134.0 |
2.4% |
40.8 |
0.7% |
75% |
False |
False |
21,804 |
20 |
5,519.0 |
5,328.0 |
191.0 |
3.5% |
43.8 |
0.8% |
82% |
False |
False |
23,837 |
40 |
5,519.0 |
5,328.0 |
191.0 |
3.5% |
35.8 |
0.7% |
82% |
False |
False |
20,605 |
60 |
5,519.0 |
5,328.0 |
191.0 |
3.5% |
28.5 |
0.5% |
82% |
False |
False |
13,748 |
80 |
5,519.0 |
5,302.0 |
217.0 |
4.0% |
22.3 |
0.4% |
84% |
False |
False |
10,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,728.0 |
2.618 |
5,636.6 |
1.618 |
5,580.6 |
1.000 |
5,546.0 |
0.618 |
5,524.6 |
HIGH |
5,490.0 |
0.618 |
5,468.6 |
0.500 |
5,462.0 |
0.382 |
5,455.4 |
LOW |
5,434.0 |
0.618 |
5,399.4 |
1.000 |
5,378.0 |
1.618 |
5,343.4 |
2.618 |
5,287.4 |
4.250 |
5,196.0 |
|
|
Fisher Pivots for day following 18-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
5,477.3 |
5,482.2 |
PP |
5,469.7 |
5,479.3 |
S1 |
5,462.0 |
5,476.5 |
|