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 |
1,126.7 |
1,145.2 |
18.5 |
1.6% |
1,155.7 |
High |
1,149.6 |
1,145.8 |
-3.8 |
-0.3% |
1,170.3 |
Low |
1,124.0 |
1,134.9 |
10.9 |
1.0% |
1,123.8 |
Close |
1,146.4 |
1,142.2 |
-4.2 |
-0.4% |
1,146.4 |
Range |
25.6 |
10.9 |
-14.7 |
-57.4% |
46.5 |
ATR |
17.5 |
17.1 |
-0.4 |
-2.4% |
0.0 |
Volume |
129,986 |
111,701 |
-18,285 |
-14.1% |
687,624 |
|
Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,173.8 |
1,168.8 |
1,148.3 |
|
R3 |
1,162.8 |
1,158.0 |
1,145.3 |
|
R2 |
1,151.8 |
1,151.8 |
1,144.3 |
|
R1 |
1,147.0 |
1,147.0 |
1,143.3 |
1,144.0 |
PP |
1,141.0 |
1,141.0 |
1,141.0 |
1,139.5 |
S1 |
1,136.3 |
1,136.3 |
1,141.3 |
1,133.0 |
S2 |
1,130.0 |
1,130.0 |
1,140.3 |
|
S3 |
1,119.3 |
1,125.3 |
1,139.3 |
|
S4 |
1,108.3 |
1,114.3 |
1,136.3 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,286.3 |
1,262.8 |
1,172.0 |
|
R3 |
1,239.8 |
1,216.3 |
1,159.3 |
|
R2 |
1,193.3 |
1,193.3 |
1,155.0 |
|
R1 |
1,169.8 |
1,169.8 |
1,150.8 |
1,158.3 |
PP |
1,146.8 |
1,146.8 |
1,146.8 |
1,141.0 |
S1 |
1,123.3 |
1,123.3 |
1,142.3 |
1,111.8 |
S2 |
1,100.3 |
1,100.3 |
1,138.0 |
|
S3 |
1,053.8 |
1,076.8 |
1,133.5 |
|
S4 |
1,007.3 |
1,030.3 |
1,120.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,165.0 |
1,123.8 |
41.2 |
3.6% |
19.5 |
1.7% |
45% |
False |
False |
141,596 |
10 |
1,182.5 |
1,123.8 |
58.7 |
5.1% |
19.0 |
1.7% |
31% |
False |
False |
132,343 |
20 |
1,210.7 |
1,123.8 |
86.9 |
7.6% |
17.5 |
1.5% |
21% |
False |
False |
119,368 |
40 |
1,210.7 |
1,106.8 |
103.9 |
9.1% |
15.8 |
1.4% |
34% |
False |
False |
83,463 |
60 |
1,210.7 |
1,080.0 |
130.7 |
11.4% |
11.8 |
1.0% |
48% |
False |
False |
55,672 |
80 |
1,210.7 |
1,080.0 |
130.7 |
11.4% |
9.0 |
0.8% |
48% |
False |
False |
41,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,192.0 |
2.618 |
1,174.3 |
1.618 |
1,163.5 |
1.000 |
1,156.8 |
0.618 |
1,152.5 |
HIGH |
1,145.8 |
0.618 |
1,141.8 |
0.500 |
1,140.3 |
0.382 |
1,139.0 |
LOW |
1,135.0 |
0.618 |
1,128.3 |
1.000 |
1,124.0 |
1.618 |
1,117.3 |
2.618 |
1,106.3 |
4.250 |
1,088.5 |
|
|
Fisher Pivots for day following 21-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,141.5 |
1,140.3 |
PP |
1,141.0 |
1,138.5 |
S1 |
1,140.3 |
1,136.8 |
|