Trading Metrics calculated at close of trading on 21-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
5,446.0 |
5,500.0 |
54.0 |
1.0% |
5,462.0 |
High |
5,490.0 |
5,506.0 |
16.0 |
0.3% |
5,519.0 |
Low |
5,434.0 |
5,487.0 |
53.0 |
1.0% |
5,434.0 |
Close |
5,485.0 |
5,500.0 |
15.0 |
0.3% |
5,485.0 |
Range |
56.0 |
19.0 |
-37.0 |
-66.1% |
85.0 |
ATR |
46.2 |
44.4 |
-1.8 |
-3.9% |
0.0 |
Volume |
23,132 |
13,368 |
-9,764 |
-42.2% |
104,055 |
|
Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,554.7 |
5,546.3 |
5,510.5 |
|
R3 |
5,535.7 |
5,527.3 |
5,505.2 |
|
R2 |
5,516.7 |
5,516.7 |
5,503.5 |
|
R1 |
5,508.3 |
5,508.3 |
5,501.7 |
5,509.5 |
PP |
5,497.7 |
5,497.7 |
5,497.7 |
5,498.3 |
S1 |
5,489.3 |
5,489.3 |
5,498.3 |
5,490.5 |
S2 |
5,478.7 |
5,478.7 |
5,496.5 |
|
S3 |
5,459.7 |
5,470.3 |
5,494.8 |
|
S4 |
5,440.7 |
5,451.3 |
5,489.6 |
|
|
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% |
78% |
False |
False |
20,909 |
10 |
5,519.0 |
5,385.0 |
134.0 |
2.4% |
40.3 |
0.7% |
86% |
False |
False |
21,699 |
20 |
5,519.0 |
5,328.0 |
191.0 |
3.5% |
42.9 |
0.8% |
90% |
False |
False |
23,457 |
40 |
5,519.0 |
5,328.0 |
191.0 |
3.5% |
35.9 |
0.7% |
90% |
False |
False |
20,937 |
60 |
5,519.0 |
5,328.0 |
191.0 |
3.5% |
28.7 |
0.5% |
90% |
False |
False |
13,969 |
80 |
5,519.0 |
5,302.0 |
217.0 |
3.9% |
22.5 |
0.4% |
91% |
False |
False |
10,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,586.8 |
2.618 |
5,555.7 |
1.618 |
5,536.7 |
1.000 |
5,525.0 |
0.618 |
5,517.7 |
HIGH |
5,506.0 |
0.618 |
5,498.7 |
0.500 |
5,496.5 |
0.382 |
5,494.3 |
LOW |
5,487.0 |
0.618 |
5,475.3 |
1.000 |
5,468.0 |
1.618 |
5,456.3 |
2.618 |
5,437.3 |
4.250 |
5,406.3 |
|
|
Fisher Pivots for day following 21-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
5,498.8 |
5,492.2 |
PP |
5,497.7 |
5,484.3 |
S1 |
5,496.5 |
5,476.5 |
|