Trading Metrics calculated at close of trading on 17-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,968.00 |
1,971.25 |
3.25 |
0.2% |
1,975.75 |
High |
1,978.00 |
1,976.00 |
-2.00 |
-0.1% |
1,977.50 |
Low |
1,967.00 |
1,948.50 |
-18.50 |
-0.9% |
1,945.25 |
Close |
1,974.75 |
1,953.50 |
-21.25 |
-1.1% |
1,962.50 |
Range |
11.00 |
27.50 |
16.50 |
150.0% |
32.25 |
ATR |
13.54 |
14.54 |
1.00 |
7.4% |
0.00 |
Volume |
1,320,381 |
2,441,561 |
1,121,180 |
84.9% |
7,658,125 |
|
Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,041.75 |
2,025.25 |
1,968.50 |
|
R3 |
2,014.25 |
1,997.75 |
1,961.00 |
|
R2 |
1,986.75 |
1,986.75 |
1,958.50 |
|
R1 |
1,970.25 |
1,970.25 |
1,956.00 |
1,964.75 |
PP |
1,959.25 |
1,959.25 |
1,959.25 |
1,956.50 |
S1 |
1,942.75 |
1,942.75 |
1,951.00 |
1,937.25 |
S2 |
1,931.75 |
1,931.75 |
1,948.50 |
|
S3 |
1,904.25 |
1,915.25 |
1,946.00 |
|
S4 |
1,876.75 |
1,887.75 |
1,938.50 |
|
|
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 |
1,978.00 |
1,948.50 |
29.50 |
1.5% |
15.50 |
0.8% |
17% |
False |
True |
1,607,108 |
10 |
1,978.25 |
1,945.25 |
33.00 |
1.7% |
15.25 |
0.8% |
25% |
False |
False |
1,517,564 |
20 |
1,978.25 |
1,936.25 |
42.00 |
2.1% |
13.75 |
0.7% |
41% |
False |
False |
1,402,133 |
40 |
1,978.25 |
1,859.25 |
119.00 |
6.1% |
13.25 |
0.7% |
79% |
False |
False |
909,827 |
60 |
1,978.25 |
1,836.75 |
141.50 |
7.2% |
14.25 |
0.7% |
83% |
False |
False |
607,592 |
80 |
1,978.25 |
1,796.50 |
181.75 |
9.3% |
15.75 |
0.8% |
86% |
False |
False |
456,461 |
100 |
1,978.25 |
1,796.50 |
181.75 |
9.3% |
16.25 |
0.8% |
86% |
False |
False |
365,258 |
120 |
1,978.25 |
1,719.25 |
259.00 |
13.3% |
17.00 |
0.9% |
90% |
False |
False |
304,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,093.00 |
2.618 |
2,048.00 |
1.618 |
2,020.50 |
1.000 |
2,003.50 |
0.618 |
1,993.00 |
HIGH |
1,976.00 |
0.618 |
1,965.50 |
0.500 |
1,962.25 |
0.382 |
1,959.00 |
LOW |
1,948.50 |
0.618 |
1,931.50 |
1.000 |
1,921.00 |
1.618 |
1,904.00 |
2.618 |
1,876.50 |
4.250 |
1,831.50 |
|
|
Fisher Pivots for day following 17-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,962.25 |
1,963.25 |
PP |
1,959.25 |
1,960.00 |
S1 |
1,956.50 |
1,956.75 |
|