Trading Metrics calculated at close of trading on 21-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,949.25 |
1,970.25 |
21.00 |
1.1% |
1,962.75 |
High |
1,974.25 |
1,971.50 |
-2.75 |
-0.1% |
1,978.00 |
Low |
1,942.50 |
1,959.00 |
16.50 |
0.8% |
1,942.50 |
Close |
1,971.50 |
1,966.25 |
-5.25 |
-0.3% |
1,971.50 |
Range |
31.75 |
12.50 |
-19.25 |
-60.6% |
35.50 |
ATR |
15.77 |
15.54 |
-0.23 |
-1.5% |
0.00 |
Volume |
1,796,625 |
1,414,256 |
-382,369 |
-21.3% |
8,468,015 |
|
Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,003.00 |
1,997.25 |
1,973.00 |
|
R3 |
1,990.50 |
1,984.75 |
1,969.75 |
|
R2 |
1,978.00 |
1,978.00 |
1,968.50 |
|
R1 |
1,972.25 |
1,972.25 |
1,967.50 |
1,969.00 |
PP |
1,965.50 |
1,965.50 |
1,965.50 |
1,964.00 |
S1 |
1,959.75 |
1,959.75 |
1,965.00 |
1,956.50 |
S2 |
1,953.00 |
1,953.00 |
1,964.00 |
|
S3 |
1,940.50 |
1,947.25 |
1,962.75 |
|
S4 |
1,928.00 |
1,934.75 |
1,959.50 |
|
|
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% |
20.00 |
1.0% |
67% |
False |
False |
1,775,688 |
10 |
1,978.00 |
1,942.50 |
35.50 |
1.8% |
17.25 |
0.9% |
67% |
False |
False |
1,638,869 |
20 |
1,978.25 |
1,936.25 |
42.00 |
2.1% |
15.00 |
0.8% |
71% |
False |
False |
1,433,442 |
40 |
1,978.25 |
1,882.25 |
96.00 |
4.9% |
13.50 |
0.7% |
88% |
False |
False |
989,647 |
60 |
1,978.25 |
1,836.75 |
141.50 |
7.2% |
14.50 |
0.7% |
92% |
False |
False |
661,041 |
80 |
1,978.25 |
1,796.50 |
181.75 |
9.2% |
16.00 |
0.8% |
93% |
False |
False |
496,568 |
100 |
1,978.25 |
1,796.50 |
181.75 |
9.2% |
16.50 |
0.8% |
93% |
False |
False |
397,365 |
120 |
1,978.25 |
1,719.25 |
259.00 |
13.2% |
17.00 |
0.9% |
95% |
False |
False |
331,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,024.50 |
2.618 |
2,004.25 |
1.618 |
1,991.75 |
1.000 |
1,984.00 |
0.618 |
1,979.25 |
HIGH |
1,971.50 |
0.618 |
1,966.75 |
0.500 |
1,965.25 |
0.382 |
1,963.75 |
LOW |
1,959.00 |
0.618 |
1,951.25 |
1.000 |
1,946.50 |
1.618 |
1,938.75 |
2.618 |
1,926.25 |
4.250 |
1,906.00 |
|
|
Fisher Pivots for day following 21-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,966.00 |
1,964.00 |
PP |
1,965.50 |
1,961.50 |
S1 |
1,965.25 |
1,959.25 |
|