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 |
9,700.0 |
9,755.0 |
55.0 |
0.6% |
9,709.0 |
High |
9,806.0 |
9,819.0 |
13.0 |
0.1% |
9,877.0 |
Low |
9,696.0 |
9,675.5 |
-20.5 |
-0.2% |
9,653.0 |
Close |
9,761.5 |
9,796.5 |
35.0 |
0.4% |
9,708.5 |
Range |
110.0 |
143.5 |
33.5 |
30.5% |
224.0 |
ATR |
116.1 |
118.0 |
2.0 |
1.7% |
0.0 |
Volume |
92,144 |
99,469 |
7,325 |
7.9% |
511,942 |
|
Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,194.2 |
10,138.8 |
9,875.4 |
|
R3 |
10,050.7 |
9,995.3 |
9,836.0 |
|
R2 |
9,907.2 |
9,907.2 |
9,822.8 |
|
R1 |
9,851.8 |
9,851.8 |
9,809.7 |
9,879.5 |
PP |
9,763.7 |
9,763.7 |
9,763.7 |
9,777.5 |
S1 |
9,708.3 |
9,708.3 |
9,783.3 |
9,736.0 |
S2 |
9,620.2 |
9,620.2 |
9,770.2 |
|
S3 |
9,476.7 |
9,564.8 |
9,757.0 |
|
S4 |
9,333.2 |
9,421.3 |
9,717.6 |
|
|
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 |
9,819.0 |
9,595.0 |
224.0 |
2.3% |
117.3 |
1.2% |
90% |
True |
False |
90,654 |
10 |
9,877.0 |
9,595.0 |
282.0 |
2.9% |
119.0 |
1.2% |
71% |
False |
False |
93,393 |
20 |
10,044.0 |
9,595.0 |
449.0 |
4.6% |
117.9 |
1.2% |
45% |
False |
False |
87,544 |
40 |
10,056.0 |
9,595.0 |
461.0 |
4.7% |
96.6 |
1.0% |
44% |
False |
False |
61,073 |
60 |
10,056.0 |
9,426.5 |
629.5 |
6.4% |
97.7 |
1.0% |
59% |
False |
False |
40,870 |
80 |
10,056.0 |
9,113.5 |
942.5 |
9.6% |
106.2 |
1.1% |
72% |
False |
False |
30,704 |
100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.3% |
112.4 |
1.1% |
76% |
False |
False |
24,585 |
120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.3% |
110.5 |
1.1% |
76% |
False |
False |
20,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,428.9 |
2.618 |
10,194.7 |
1.618 |
10,051.2 |
1.000 |
9,962.5 |
0.618 |
9,907.7 |
HIGH |
9,819.0 |
0.618 |
9,764.2 |
0.500 |
9,747.3 |
0.382 |
9,730.3 |
LOW |
9,675.5 |
0.618 |
9,586.8 |
1.000 |
9,532.0 |
1.618 |
9,443.3 |
2.618 |
9,299.8 |
4.250 |
9,065.6 |
|
|
Fisher Pivots for day following 24-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
9,780.1 |
9,775.6 |
PP |
9,763.7 |
9,754.7 |
S1 |
9,747.3 |
9,733.8 |
|