Trading Metrics calculated at close of trading on 23-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
5,490.0 |
5,515.0 |
25.0 |
0.5% |
5,462.0 |
High |
5,501.0 |
5,554.0 |
53.0 |
1.0% |
5,519.0 |
Low |
5,481.0 |
5,513.0 |
32.0 |
0.6% |
5,434.0 |
Close |
5,495.0 |
5,527.0 |
32.0 |
0.6% |
5,485.0 |
Range |
20.0 |
41.0 |
21.0 |
105.0% |
85.0 |
ATR |
42.7 |
43.9 |
1.2 |
2.7% |
0.0 |
Volume |
20,170 |
30,081 |
9,911 |
49.1% |
104,055 |
|
Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,654.3 |
5,631.7 |
5,549.6 |
|
R3 |
5,613.3 |
5,590.7 |
5,538.3 |
|
R2 |
5,572.3 |
5,572.3 |
5,534.5 |
|
R1 |
5,549.7 |
5,549.7 |
5,530.8 |
5,561.0 |
PP |
5,531.3 |
5,531.3 |
5,531.3 |
5,537.0 |
S1 |
5,508.7 |
5,508.7 |
5,523.2 |
5,520.0 |
S2 |
5,490.3 |
5,490.3 |
5,519.5 |
|
S3 |
5,449.3 |
5,467.7 |
5,515.7 |
|
S4 |
5,408.3 |
5,426.7 |
5,504.5 |
|
|
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 |
5,554.0 |
5,434.0 |
120.0 |
2.2% |
36.8 |
0.7% |
78% |
True |
False |
22,483 |
10 |
5,554.0 |
5,385.0 |
169.0 |
3.1% |
38.6 |
0.7% |
84% |
True |
False |
21,267 |
20 |
5,554.0 |
5,328.0 |
226.0 |
4.1% |
42.8 |
0.8% |
88% |
True |
False |
23,713 |
40 |
5,554.0 |
5,328.0 |
226.0 |
4.1% |
37.1 |
0.7% |
88% |
True |
False |
22,192 |
60 |
5,554.0 |
5,328.0 |
226.0 |
4.1% |
29.1 |
0.5% |
88% |
True |
False |
14,806 |
80 |
5,554.0 |
5,328.0 |
226.0 |
4.1% |
23.2 |
0.4% |
88% |
True |
False |
11,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,728.3 |
2.618 |
5,661.3 |
1.618 |
5,620.3 |
1.000 |
5,595.0 |
0.618 |
5,579.3 |
HIGH |
5,554.0 |
0.618 |
5,538.3 |
0.500 |
5,533.5 |
0.382 |
5,528.7 |
LOW |
5,513.0 |
0.618 |
5,487.7 |
1.000 |
5,472.0 |
1.618 |
5,446.7 |
2.618 |
5,405.7 |
4.250 |
5,338.8 |
|
|
Fisher Pivots for day following 23-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
5,533.5 |
5,523.8 |
PP |
5,531.3 |
5,520.7 |
S1 |
5,529.2 |
5,517.5 |
|