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 |
9,839.0 |
9,702.0 |
-137.0 |
-1.4% |
9,709.0 |
High |
9,853.0 |
9,751.5 |
-101.5 |
-1.0% |
9,877.0 |
Low |
9,686.0 |
9,653.0 |
-33.0 |
-0.3% |
9,653.0 |
Close |
9,752.0 |
9,708.5 |
-43.5 |
-0.4% |
9,708.5 |
Range |
167.0 |
98.5 |
-68.5 |
-41.0% |
224.0 |
ATR |
115.8 |
114.6 |
-1.2 |
-1.0% |
0.0 |
Volume |
100,662 |
99,554 |
-1,108 |
-1.1% |
511,942 |
|
Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,999.8 |
9,952.7 |
9,762.7 |
|
R3 |
9,901.3 |
9,854.2 |
9,735.6 |
|
R2 |
9,802.8 |
9,802.8 |
9,726.6 |
|
R1 |
9,755.7 |
9,755.7 |
9,717.5 |
9,779.3 |
PP |
9,704.3 |
9,704.3 |
9,704.3 |
9,716.1 |
S1 |
9,657.2 |
9,657.2 |
9,699.5 |
9,680.8 |
S2 |
9,605.8 |
9,605.8 |
9,690.4 |
|
S3 |
9,507.3 |
9,558.7 |
9,681.4 |
|
S4 |
9,408.8 |
9,460.2 |
9,654.3 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,418.2 |
10,287.3 |
9,831.7 |
|
R3 |
10,194.2 |
10,063.3 |
9,770.1 |
|
R2 |
9,970.2 |
9,970.2 |
9,749.6 |
|
R1 |
9,839.3 |
9,839.3 |
9,729.0 |
9,792.8 |
PP |
9,746.2 |
9,746.2 |
9,746.2 |
9,722.9 |
S1 |
9,615.3 |
9,615.3 |
9,688.0 |
9,568.8 |
S2 |
9,522.2 |
9,522.2 |
9,667.4 |
|
S3 |
9,298.2 |
9,391.3 |
9,646.9 |
|
S4 |
9,074.2 |
9,167.3 |
9,585.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,877.0 |
9,653.0 |
224.0 |
2.3% |
123.1 |
1.3% |
25% |
False |
True |
102,388 |
10 |
10,020.5 |
9,620.5 |
400.0 |
4.1% |
128.7 |
1.3% |
22% |
False |
False |
100,123 |
20 |
10,056.0 |
9,620.5 |
435.5 |
4.5% |
111.1 |
1.1% |
20% |
False |
False |
87,134 |
40 |
10,056.0 |
9,620.5 |
435.5 |
4.5% |
92.3 |
1.0% |
20% |
False |
False |
52,262 |
60 |
10,056.0 |
9,395.0 |
661.0 |
6.8% |
99.9 |
1.0% |
47% |
False |
False |
34,988 |
80 |
10,056.0 |
9,113.5 |
942.5 |
9.7% |
106.0 |
1.1% |
63% |
False |
False |
26,295 |
100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.4% |
111.6 |
1.1% |
68% |
False |
False |
21,049 |
120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.4% |
111.7 |
1.2% |
68% |
False |
False |
17,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,170.1 |
2.618 |
10,009.4 |
1.618 |
9,910.9 |
1.000 |
9,850.0 |
0.618 |
9,812.4 |
HIGH |
9,751.5 |
0.618 |
9,713.9 |
0.500 |
9,702.3 |
0.382 |
9,690.6 |
LOW |
9,653.0 |
0.618 |
9,592.1 |
1.000 |
9,554.5 |
1.618 |
9,493.6 |
2.618 |
9,395.1 |
4.250 |
9,234.4 |
|
|
Fisher Pivots for day following 18-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
9,706.4 |
9,765.0 |
PP |
9,704.3 |
9,746.2 |
S1 |
9,702.3 |
9,727.3 |
|