Trading Metrics calculated at close of trading on 22-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
5,500.0 |
5,490.0 |
-10.0 |
-0.2% |
5,462.0 |
High |
5,506.0 |
5,501.0 |
-5.0 |
-0.1% |
5,519.0 |
Low |
5,487.0 |
5,481.0 |
-6.0 |
-0.1% |
5,434.0 |
Close |
5,500.0 |
5,495.0 |
-5.0 |
-0.1% |
5,485.0 |
Range |
19.0 |
20.0 |
1.0 |
5.3% |
85.0 |
ATR |
44.4 |
42.7 |
-1.7 |
-3.9% |
0.0 |
Volume |
13,368 |
20,170 |
6,802 |
50.9% |
104,055 |
|
Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,552.3 |
5,543.7 |
5,506.0 |
|
R3 |
5,532.3 |
5,523.7 |
5,500.5 |
|
R2 |
5,512.3 |
5,512.3 |
5,498.7 |
|
R1 |
5,503.7 |
5,503.7 |
5,496.8 |
5,508.0 |
PP |
5,492.3 |
5,492.3 |
5,492.3 |
5,494.5 |
S1 |
5,483.7 |
5,483.7 |
5,493.2 |
5,488.0 |
S2 |
5,472.3 |
5,472.3 |
5,491.3 |
|
S3 |
5,452.3 |
5,463.7 |
5,489.5 |
|
S4 |
5,432.3 |
5,443.7 |
5,484.0 |
|
|
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% |
34.8 |
0.6% |
72% |
False |
False |
20,603 |
10 |
5,519.0 |
5,385.0 |
134.0 |
2.4% |
39.7 |
0.7% |
82% |
False |
False |
21,674 |
20 |
5,519.0 |
5,328.0 |
191.0 |
3.5% |
42.5 |
0.8% |
87% |
False |
False |
23,656 |
40 |
5,519.0 |
5,328.0 |
191.0 |
3.5% |
36.3 |
0.7% |
87% |
False |
False |
21,441 |
60 |
5,519.0 |
5,328.0 |
191.0 |
3.5% |
29.0 |
0.5% |
87% |
False |
False |
14,305 |
80 |
5,519.0 |
5,313.0 |
206.0 |
3.7% |
22.7 |
0.4% |
88% |
False |
False |
10,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,586.0 |
2.618 |
5,553.4 |
1.618 |
5,533.4 |
1.000 |
5,521.0 |
0.618 |
5,513.4 |
HIGH |
5,501.0 |
0.618 |
5,493.4 |
0.500 |
5,491.0 |
0.382 |
5,488.6 |
LOW |
5,481.0 |
0.618 |
5,468.6 |
1.000 |
5,461.0 |
1.618 |
5,448.6 |
2.618 |
5,428.6 |
4.250 |
5,396.0 |
|
|
Fisher Pivots for day following 22-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
5,493.7 |
5,486.7 |
PP |
5,492.3 |
5,478.3 |
S1 |
5,491.0 |
5,470.0 |
|