Trading Metrics calculated at close of trading on 18-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,971.25 |
1,949.25 |
-22.00 |
-1.1% |
1,962.75 |
High |
1,976.00 |
1,974.25 |
-1.75 |
-0.1% |
1,978.00 |
Low |
1,948.50 |
1,942.50 |
-6.00 |
-0.3% |
1,942.50 |
Close |
1,953.50 |
1,971.50 |
18.00 |
0.9% |
1,971.50 |
Range |
27.50 |
31.75 |
4.25 |
15.5% |
35.50 |
ATR |
14.54 |
15.77 |
1.23 |
8.5% |
0.00 |
Volume |
2,441,561 |
1,796,625 |
-644,936 |
-26.4% |
8,468,015 |
|
Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,058.00 |
2,046.50 |
1,989.00 |
|
R3 |
2,026.25 |
2,014.75 |
1,980.25 |
|
R2 |
1,994.50 |
1,994.50 |
1,977.25 |
|
R1 |
1,983.00 |
1,983.00 |
1,974.50 |
1,988.75 |
PP |
1,962.75 |
1,962.75 |
1,962.75 |
1,965.50 |
S1 |
1,951.25 |
1,951.25 |
1,968.50 |
1,957.00 |
S2 |
1,931.00 |
1,931.00 |
1,965.75 |
|
S3 |
1,899.25 |
1,919.50 |
1,962.75 |
|
S4 |
1,867.50 |
1,887.75 |
1,954.00 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,070.50 |
2,056.50 |
1,991.00 |
|
R3 |
2,035.00 |
2,021.00 |
1,981.25 |
|
R2 |
1,999.50 |
1,999.50 |
1,978.00 |
|
R1 |
1,985.50 |
1,985.50 |
1,974.75 |
1,992.50 |
PP |
1,964.00 |
1,964.00 |
1,964.00 |
1,967.50 |
S1 |
1,950.00 |
1,950.00 |
1,968.25 |
1,957.00 |
S2 |
1,928.50 |
1,928.50 |
1,965.00 |
|
S3 |
1,893.00 |
1,914.50 |
1,961.75 |
|
S4 |
1,857.50 |
1,879.00 |
1,952.00 |
|
|
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 |
1,942.50 |
35.50 |
1.8% |
19.75 |
1.0% |
82% |
False |
True |
1,693,603 |
10 |
1,978.00 |
1,942.50 |
35.50 |
1.8% |
17.00 |
0.9% |
82% |
False |
True |
1,612,614 |
20 |
1,978.25 |
1,936.25 |
42.00 |
2.1% |
15.00 |
0.8% |
84% |
False |
False |
1,420,834 |
40 |
1,978.25 |
1,875.75 |
102.50 |
5.2% |
13.50 |
0.7% |
93% |
False |
False |
954,543 |
60 |
1,978.25 |
1,836.75 |
141.50 |
7.2% |
14.75 |
0.7% |
95% |
False |
False |
637,511 |
80 |
1,978.25 |
1,796.50 |
181.75 |
9.2% |
16.00 |
0.8% |
96% |
False |
False |
478,902 |
100 |
1,978.25 |
1,796.50 |
181.75 |
9.2% |
16.50 |
0.8% |
96% |
False |
False |
383,224 |
120 |
1,978.25 |
1,719.25 |
259.00 |
13.1% |
17.00 |
0.9% |
97% |
False |
False |
319,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,109.25 |
2.618 |
2,057.25 |
1.618 |
2,025.50 |
1.000 |
2,006.00 |
0.618 |
1,993.75 |
HIGH |
1,974.25 |
0.618 |
1,962.00 |
0.500 |
1,958.50 |
0.382 |
1,954.75 |
LOW |
1,942.50 |
0.618 |
1,923.00 |
1.000 |
1,910.75 |
1.618 |
1,891.25 |
2.618 |
1,859.50 |
4.250 |
1,807.50 |
|
|
Fisher Pivots for day following 18-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,967.00 |
1,967.75 |
PP |
1,962.75 |
1,964.00 |
S1 |
1,958.50 |
1,960.25 |
|