Trading Metrics calculated at close of trading on 15-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,962.75 |
1,971.25 |
8.50 |
0.4% |
1,975.75 |
High |
1,974.00 |
1,976.25 |
2.25 |
0.1% |
1,977.50 |
Low |
1,962.50 |
1,958.75 |
-3.75 |
-0.2% |
1,945.25 |
Close |
1,971.00 |
1,968.00 |
-3.00 |
-0.2% |
1,962.50 |
Range |
11.50 |
17.50 |
6.00 |
52.2% |
32.25 |
ATR |
13.45 |
13.74 |
0.29 |
2.2% |
0.00 |
Volume |
1,003,831 |
1,905,617 |
901,786 |
89.8% |
7,658,125 |
|
Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,020.25 |
2,011.50 |
1,977.50 |
|
R3 |
2,002.75 |
1,994.00 |
1,972.75 |
|
R2 |
1,985.25 |
1,985.25 |
1,971.25 |
|
R1 |
1,976.50 |
1,976.50 |
1,969.50 |
1,972.00 |
PP |
1,967.75 |
1,967.75 |
1,967.75 |
1,965.50 |
S1 |
1,959.00 |
1,959.00 |
1,966.50 |
1,954.50 |
S2 |
1,950.25 |
1,950.25 |
1,964.75 |
|
S3 |
1,932.75 |
1,941.50 |
1,963.25 |
|
S4 |
1,915.25 |
1,924.00 |
1,958.50 |
|
|
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 |
1,976.25 |
1,945.25 |
31.00 |
1.6% |
14.50 |
0.7% |
73% |
True |
False |
1,527,870 |
10 |
1,978.25 |
1,945.25 |
33.00 |
1.7% |
13.75 |
0.7% |
69% |
False |
False |
1,379,033 |
20 |
1,978.25 |
1,923.75 |
54.50 |
2.8% |
13.50 |
0.7% |
81% |
False |
False |
1,392,851 |
40 |
1,978.25 |
1,857.50 |
120.75 |
6.1% |
13.00 |
0.7% |
92% |
False |
False |
815,994 |
60 |
1,978.25 |
1,836.75 |
141.50 |
7.2% |
14.25 |
0.7% |
93% |
False |
False |
544,998 |
80 |
1,978.25 |
1,796.50 |
181.75 |
9.2% |
16.00 |
0.8% |
94% |
False |
False |
409,463 |
100 |
1,978.25 |
1,796.50 |
181.75 |
9.2% |
16.25 |
0.8% |
94% |
False |
False |
327,640 |
120 |
1,978.25 |
1,719.25 |
259.00 |
13.2% |
17.25 |
0.9% |
96% |
False |
False |
273,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,050.50 |
2.618 |
2,022.00 |
1.618 |
2,004.50 |
1.000 |
1,993.75 |
0.618 |
1,987.00 |
HIGH |
1,976.25 |
0.618 |
1,969.50 |
0.500 |
1,967.50 |
0.382 |
1,965.50 |
LOW |
1,958.75 |
0.618 |
1,948.00 |
1.000 |
1,941.25 |
1.618 |
1,930.50 |
2.618 |
1,913.00 |
4.250 |
1,884.50 |
|
|
Fisher Pivots for day following 15-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,967.75 |
1,967.00 |
PP |
1,967.75 |
1,965.75 |
S1 |
1,967.50 |
1,964.50 |
|