Trading Metrics calculated at close of trading on 16-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,971.25 |
1,968.00 |
-3.25 |
-0.2% |
1,975.75 |
High |
1,976.25 |
1,978.00 |
1.75 |
0.1% |
1,977.50 |
Low |
1,958.75 |
1,967.00 |
8.25 |
0.4% |
1,945.25 |
Close |
1,968.00 |
1,974.75 |
6.75 |
0.3% |
1,962.50 |
Range |
17.50 |
11.00 |
-6.50 |
-37.1% |
32.25 |
ATR |
13.74 |
13.54 |
-0.20 |
-1.4% |
0.00 |
Volume |
1,905,617 |
1,320,381 |
-585,236 |
-30.7% |
7,658,125 |
|
Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,006.25 |
2,001.50 |
1,980.75 |
|
R3 |
1,995.25 |
1,990.50 |
1,977.75 |
|
R2 |
1,984.25 |
1,984.25 |
1,976.75 |
|
R1 |
1,979.50 |
1,979.50 |
1,975.75 |
1,982.00 |
PP |
1,973.25 |
1,973.25 |
1,973.25 |
1,974.50 |
S1 |
1,968.50 |
1,968.50 |
1,973.75 |
1,971.00 |
S2 |
1,962.25 |
1,962.25 |
1,972.75 |
|
S3 |
1,951.25 |
1,957.50 |
1,971.75 |
|
S4 |
1,940.25 |
1,946.50 |
1,968.75 |
|
|
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 |
1,978.00 |
1,945.25 |
32.75 |
1.7% |
14.75 |
0.7% |
90% |
True |
False |
1,513,345 |
10 |
1,978.25 |
1,945.25 |
33.00 |
1.7% |
13.00 |
0.7% |
89% |
False |
False |
1,365,506 |
20 |
1,978.25 |
1,929.25 |
49.00 |
2.5% |
13.50 |
0.7% |
93% |
False |
False |
1,368,009 |
40 |
1,978.25 |
1,857.50 |
120.75 |
6.1% |
13.00 |
0.7% |
97% |
False |
False |
848,881 |
60 |
1,978.25 |
1,836.75 |
141.50 |
7.2% |
14.25 |
0.7% |
98% |
False |
False |
566,925 |
80 |
1,978.25 |
1,796.50 |
181.75 |
9.2% |
15.75 |
0.8% |
98% |
False |
False |
425,957 |
100 |
1,978.25 |
1,796.50 |
181.75 |
9.2% |
16.25 |
0.8% |
98% |
False |
False |
340,843 |
120 |
1,978.25 |
1,719.25 |
259.00 |
13.1% |
17.00 |
0.9% |
99% |
False |
False |
284,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,024.75 |
2.618 |
2,006.75 |
1.618 |
1,995.75 |
1.000 |
1,989.00 |
0.618 |
1,984.75 |
HIGH |
1,978.00 |
0.618 |
1,973.75 |
0.500 |
1,972.50 |
0.382 |
1,971.25 |
LOW |
1,967.00 |
0.618 |
1,960.25 |
1.000 |
1,956.00 |
1.618 |
1,949.25 |
2.618 |
1,938.25 |
4.250 |
1,920.25 |
|
|
Fisher Pivots for day following 16-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,974.00 |
1,972.50 |
PP |
1,973.25 |
1,970.50 |
S1 |
1,972.50 |
1,968.50 |
|