Trading Metrics calculated at close of trading on 23-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,141.4 |
1,149.6 |
8.2 |
0.7% |
1,155.7 |
High |
1,157.5 |
1,159.4 |
1.9 |
0.2% |
1,170.3 |
Low |
1,141.4 |
1,148.8 |
7.4 |
0.6% |
1,123.8 |
Close |
1,150.0 |
1,153.2 |
3.2 |
0.3% |
1,146.4 |
Range |
16.1 |
10.6 |
-5.5 |
-34.2% |
46.5 |
ATR |
17.0 |
16.5 |
-0.5 |
-2.7% |
0.0 |
Volume |
101,191 |
91,414 |
-9,777 |
-9.7% |
687,624 |
|
Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,185.5 |
1,180.0 |
1,159.0 |
|
R3 |
1,175.0 |
1,169.5 |
1,156.0 |
|
R2 |
1,164.5 |
1,164.5 |
1,155.3 |
|
R1 |
1,158.8 |
1,158.8 |
1,154.3 |
1,161.5 |
PP |
1,153.8 |
1,153.8 |
1,153.8 |
1,155.3 |
S1 |
1,148.3 |
1,148.3 |
1,152.3 |
1,151.0 |
S2 |
1,143.3 |
1,143.3 |
1,151.3 |
|
S3 |
1,132.5 |
1,137.5 |
1,150.3 |
|
S4 |
1,122.0 |
1,127.0 |
1,147.3 |
|
|
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 |
1,159.4 |
1,123.8 |
35.6 |
3.1% |
17.5 |
1.5% |
83% |
True |
False |
121,617 |
10 |
1,171.3 |
1,123.8 |
47.5 |
4.1% |
18.5 |
1.6% |
62% |
False |
False |
125,623 |
20 |
1,210.7 |
1,123.8 |
86.9 |
7.5% |
17.3 |
1.5% |
34% |
False |
False |
118,292 |
40 |
1,210.7 |
1,111.5 |
99.2 |
8.6% |
15.8 |
1.4% |
42% |
False |
False |
88,265 |
60 |
1,210.7 |
1,080.0 |
130.7 |
11.3% |
12.0 |
1.1% |
56% |
False |
False |
58,882 |
80 |
1,210.7 |
1,080.0 |
130.7 |
11.3% |
9.5 |
0.8% |
56% |
False |
False |
44,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,204.5 |
2.618 |
1,187.3 |
1.618 |
1,176.5 |
1.000 |
1,170.0 |
0.618 |
1,166.0 |
HIGH |
1,159.5 |
0.618 |
1,155.3 |
0.500 |
1,154.0 |
0.382 |
1,152.8 |
LOW |
1,148.8 |
0.618 |
1,142.3 |
1.000 |
1,138.3 |
1.618 |
1,131.8 |
2.618 |
1,121.0 |
4.250 |
1,103.8 |
|
|
Fisher Pivots for day following 23-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,154.0 |
1,151.3 |
PP |
1,153.8 |
1,149.3 |
S1 |
1,153.5 |
1,147.3 |
|