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 |
9,702.0 |
9,729.0 |
27.0 |
0.3% |
9,709.0 |
High |
9,751.5 |
9,734.0 |
-17.5 |
-0.2% |
9,877.0 |
Low |
9,653.0 |
9,595.0 |
-58.0 |
-0.6% |
9,653.0 |
Close |
9,708.5 |
9,625.0 |
-83.5 |
-0.9% |
9,708.5 |
Range |
98.5 |
139.0 |
40.5 |
41.1% |
224.0 |
ATR |
114.6 |
116.3 |
1.7 |
1.5% |
0.0 |
Volume |
99,554 |
86,684 |
-12,870 |
-12.9% |
511,942 |
|
Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,068.3 |
9,985.7 |
9,701.5 |
|
R3 |
9,929.3 |
9,846.7 |
9,663.2 |
|
R2 |
9,790.3 |
9,790.3 |
9,650.5 |
|
R1 |
9,707.7 |
9,707.7 |
9,637.7 |
9,679.5 |
PP |
9,651.3 |
9,651.3 |
9,651.3 |
9,637.3 |
S1 |
9,568.7 |
9,568.7 |
9,612.3 |
9,540.5 |
S2 |
9,512.3 |
9,512.3 |
9,599.5 |
|
S3 |
9,373.3 |
9,429.7 |
9,586.8 |
|
S4 |
9,234.3 |
9,290.7 |
9,548.6 |
|
|
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 |
9,595.0 |
282.0 |
2.9% |
129.9 |
1.3% |
11% |
False |
True |
99,808 |
10 |
9,934.0 |
9,595.0 |
339.0 |
3.5% |
130.8 |
1.4% |
9% |
False |
True |
97,528 |
20 |
10,044.0 |
9,595.0 |
449.0 |
4.7% |
114.3 |
1.2% |
7% |
False |
True |
86,979 |
40 |
10,056.0 |
9,595.0 |
461.0 |
4.8% |
94.0 |
1.0% |
7% |
False |
True |
54,425 |
60 |
10,056.0 |
9,395.0 |
661.0 |
6.9% |
98.4 |
1.0% |
35% |
False |
False |
36,428 |
80 |
10,056.0 |
9,113.5 |
942.5 |
9.8% |
105.8 |
1.1% |
54% |
False |
False |
27,376 |
100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.5% |
112.3 |
1.2% |
61% |
False |
False |
21,916 |
120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.5% |
112.1 |
1.2% |
61% |
False |
False |
18,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,324.8 |
2.618 |
10,097.9 |
1.618 |
9,958.9 |
1.000 |
9,873.0 |
0.618 |
9,819.9 |
HIGH |
9,734.0 |
0.618 |
9,680.9 |
0.500 |
9,664.5 |
0.382 |
9,648.1 |
LOW |
9,595.0 |
0.618 |
9,509.1 |
1.000 |
9,456.0 |
1.618 |
9,370.1 |
2.618 |
9,231.1 |
4.250 |
9,004.3 |
|
|
Fisher Pivots for day following 21-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
9,664.5 |
9,724.0 |
PP |
9,651.3 |
9,691.0 |
S1 |
9,638.2 |
9,658.0 |
|