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 |
17,022 |
17,031 |
9 |
0.1% |
16,878 |
High |
17,067 |
17,063 |
-4 |
0.0% |
17,085 |
Low |
16,992 |
16,965 |
-27 |
-0.2% |
16,835 |
Close |
17,025 |
16,998 |
-27 |
-0.2% |
17,032 |
Range |
75 |
98 |
23 |
30.7% |
250 |
ATR |
119 |
117 |
-1 |
-1.3% |
0 |
Volume |
113,533 |
119,190 |
5,657 |
5.0% |
740,738 |
|
Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,303 |
17,248 |
17,052 |
|
R3 |
17,205 |
17,150 |
17,025 |
|
R2 |
17,107 |
17,107 |
17,016 |
|
R1 |
17,052 |
17,052 |
17,007 |
17,031 |
PP |
17,009 |
17,009 |
17,009 |
16,998 |
S1 |
16,954 |
16,954 |
16,989 |
16,933 |
S2 |
16,911 |
16,911 |
16,980 |
|
S3 |
16,813 |
16,856 |
16,971 |
|
S4 |
16,715 |
16,758 |
16,944 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,734 |
17,633 |
17,170 |
|
R3 |
17,484 |
17,383 |
17,101 |
|
R2 |
17,234 |
17,234 |
17,078 |
|
R1 |
17,133 |
17,133 |
17,055 |
17,184 |
PP |
16,984 |
16,984 |
16,984 |
17,009 |
S1 |
16,883 |
16,883 |
17,009 |
16,934 |
S2 |
16,734 |
16,734 |
16,986 |
|
S3 |
16,484 |
16,633 |
16,963 |
|
S4 |
16,234 |
16,383 |
16,895 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,069 |
16,835 |
234 |
1.4% |
121 |
0.7% |
70% |
False |
False |
127,344 |
10 |
17,085 |
16,786 |
299 |
1.8% |
124 |
0.7% |
71% |
False |
False |
132,622 |
20 |
17,085 |
16,659 |
426 |
2.5% |
119 |
0.7% |
80% |
False |
False |
124,738 |
40 |
17,085 |
16,550 |
535 |
3.1% |
109 |
0.6% |
84% |
False |
False |
90,860 |
60 |
17,085 |
16,252 |
833 |
4.9% |
109 |
0.6% |
90% |
False |
False |
60,589 |
80 |
17,085 |
15,888 |
1,197 |
7.0% |
109 |
0.6% |
93% |
False |
False |
45,444 |
100 |
17,085 |
15,888 |
1,197 |
7.0% |
105 |
0.6% |
93% |
False |
False |
36,357 |
120 |
17,085 |
15,154 |
1,931 |
11.4% |
96 |
0.6% |
95% |
False |
False |
30,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,480 |
2.618 |
17,320 |
1.618 |
17,222 |
1.000 |
17,161 |
0.618 |
17,124 |
HIGH |
17,063 |
0.618 |
17,026 |
0.500 |
17,014 |
0.382 |
17,003 |
LOW |
16,965 |
0.618 |
16,905 |
1.000 |
16,867 |
1.618 |
16,807 |
2.618 |
16,709 |
4.250 |
16,549 |
|
|
Fisher Pivots for day following 24-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
17,014 |
17,017 |
PP |
17,009 |
17,011 |
S1 |
17,003 |
17,004 |
|