Trading Metrics calculated at close of trading on 14-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,957.25 |
1,962.75 |
5.50 |
0.3% |
1,975.75 |
High |
1,963.50 |
1,974.00 |
10.50 |
0.5% |
1,977.50 |
Low |
1,953.00 |
1,962.50 |
9.50 |
0.5% |
1,945.25 |
Close |
1,962.50 |
1,971.00 |
8.50 |
0.4% |
1,962.50 |
Range |
10.50 |
11.50 |
1.00 |
9.5% |
32.25 |
ATR |
13.60 |
13.45 |
-0.15 |
-1.1% |
0.00 |
Volume |
1,364,154 |
1,003,831 |
-360,323 |
-26.4% |
7,658,125 |
|
Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,003.75 |
1,998.75 |
1,977.25 |
|
R3 |
1,992.25 |
1,987.25 |
1,974.25 |
|
R2 |
1,980.75 |
1,980.75 |
1,973.00 |
|
R1 |
1,975.75 |
1,975.75 |
1,972.00 |
1,978.25 |
PP |
1,969.25 |
1,969.25 |
1,969.25 |
1,970.50 |
S1 |
1,964.25 |
1,964.25 |
1,970.00 |
1,966.75 |
S2 |
1,957.75 |
1,957.75 |
1,969.00 |
|
S3 |
1,946.25 |
1,952.75 |
1,967.75 |
|
S4 |
1,934.75 |
1,941.25 |
1,964.75 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,058.50 |
2,042.75 |
1,980.25 |
|
R3 |
2,026.25 |
2,010.50 |
1,971.25 |
|
R2 |
1,994.00 |
1,994.00 |
1,968.50 |
|
R1 |
1,978.25 |
1,978.25 |
1,965.50 |
1,970.00 |
PP |
1,961.75 |
1,961.75 |
1,961.75 |
1,957.50 |
S1 |
1,946.00 |
1,946.00 |
1,959.50 |
1,937.75 |
S2 |
1,929.50 |
1,929.50 |
1,956.50 |
|
S3 |
1,897.25 |
1,913.75 |
1,953.75 |
|
S4 |
1,865.00 |
1,881.50 |
1,944.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,974.00 |
1,945.25 |
28.75 |
1.5% |
14.50 |
0.7% |
90% |
True |
False |
1,502,050 |
10 |
1,978.25 |
1,945.25 |
33.00 |
1.7% |
12.75 |
0.6% |
78% |
False |
False |
1,304,058 |
20 |
1,978.25 |
1,919.00 |
59.25 |
3.0% |
13.25 |
0.7% |
88% |
False |
False |
1,384,550 |
40 |
1,978.25 |
1,854.00 |
124.25 |
6.3% |
13.00 |
0.7% |
94% |
False |
False |
768,448 |
60 |
1,978.25 |
1,836.75 |
141.50 |
7.2% |
14.00 |
0.7% |
95% |
False |
False |
513,280 |
80 |
1,978.25 |
1,796.50 |
181.75 |
9.2% |
16.00 |
0.8% |
96% |
False |
False |
385,653 |
100 |
1,978.25 |
1,796.50 |
181.75 |
9.2% |
16.25 |
0.8% |
96% |
False |
False |
308,586 |
120 |
1,978.25 |
1,719.25 |
259.00 |
13.1% |
17.00 |
0.9% |
97% |
False |
False |
257,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,023.00 |
2.618 |
2,004.00 |
1.618 |
1,992.50 |
1.000 |
1,985.50 |
0.618 |
1,981.00 |
HIGH |
1,974.00 |
0.618 |
1,969.50 |
0.500 |
1,968.25 |
0.382 |
1,967.00 |
LOW |
1,962.50 |
0.618 |
1,955.50 |
1.000 |
1,951.00 |
1.618 |
1,944.00 |
2.618 |
1,932.50 |
4.250 |
1,913.50 |
|
|
Fisher Pivots for day following 14-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,970.00 |
1,967.25 |
PP |
1,969.25 |
1,963.50 |
S1 |
1,968.25 |
1,959.50 |
|