Trading Metrics calculated at close of trading on 24-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
5,515.0 |
5,540.0 |
25.0 |
0.5% |
5,462.0 |
High |
5,554.0 |
5,547.0 |
-7.0 |
-0.1% |
5,519.0 |
Low |
5,513.0 |
5,526.0 |
13.0 |
0.2% |
5,434.0 |
Close |
5,527.0 |
5,532.0 |
5.0 |
0.1% |
5,485.0 |
Range |
41.0 |
21.0 |
-20.0 |
-48.8% |
85.0 |
ATR |
43.9 |
42.2 |
-1.6 |
-3.7% |
0.0 |
Volume |
30,081 |
17,028 |
-13,053 |
-43.4% |
104,055 |
|
Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,598.0 |
5,586.0 |
5,543.6 |
|
R3 |
5,577.0 |
5,565.0 |
5,537.8 |
|
R2 |
5,556.0 |
5,556.0 |
5,535.9 |
|
R1 |
5,544.0 |
5,544.0 |
5,533.9 |
5,539.5 |
PP |
5,535.0 |
5,535.0 |
5,535.0 |
5,532.8 |
S1 |
5,523.0 |
5,523.0 |
5,530.1 |
5,518.5 |
S2 |
5,514.0 |
5,514.0 |
5,528.2 |
|
S3 |
5,493.0 |
5,502.0 |
5,526.2 |
|
S4 |
5,472.0 |
5,481.0 |
5,520.5 |
|
|
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% |
31.4 |
0.6% |
82% |
False |
False |
20,755 |
10 |
5,554.0 |
5,385.0 |
169.0 |
3.1% |
37.8 |
0.7% |
87% |
False |
False |
21,040 |
20 |
5,554.0 |
5,328.0 |
226.0 |
4.1% |
39.9 |
0.7% |
90% |
False |
False |
22,921 |
40 |
5,554.0 |
5,328.0 |
226.0 |
4.1% |
37.2 |
0.7% |
90% |
False |
False |
22,614 |
60 |
5,554.0 |
5,328.0 |
226.0 |
4.1% |
29.5 |
0.5% |
90% |
False |
False |
15,090 |
80 |
5,554.0 |
5,328.0 |
226.0 |
4.1% |
23.5 |
0.4% |
90% |
False |
False |
11,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,636.3 |
2.618 |
5,602.0 |
1.618 |
5,581.0 |
1.000 |
5,568.0 |
0.618 |
5,560.0 |
HIGH |
5,547.0 |
0.618 |
5,539.0 |
0.500 |
5,536.5 |
0.382 |
5,534.0 |
LOW |
5,526.0 |
0.618 |
5,513.0 |
1.000 |
5,505.0 |
1.618 |
5,492.0 |
2.618 |
5,471.0 |
4.250 |
5,436.8 |
|
|
Fisher Pivots for day following 24-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
5,536.5 |
5,527.2 |
PP |
5,535.0 |
5,522.3 |
S1 |
5,533.5 |
5,517.5 |
|