Trading Metrics calculated at close of trading on 22-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,970.25 |
1,965.75 |
-4.50 |
-0.2% |
1,962.75 |
High |
1,971.50 |
1,980.50 |
9.00 |
0.5% |
1,978.00 |
Low |
1,959.00 |
1,965.25 |
6.25 |
0.3% |
1,942.50 |
Close |
1,966.25 |
1,975.00 |
8.75 |
0.4% |
1,971.50 |
Range |
12.50 |
15.25 |
2.75 |
22.0% |
35.50 |
ATR |
15.54 |
15.52 |
-0.02 |
-0.1% |
0.00 |
Volume |
1,414,256 |
1,274,851 |
-139,405 |
-9.9% |
8,468,015 |
|
Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,019.25 |
2,012.50 |
1,983.50 |
|
R3 |
2,004.00 |
1,997.25 |
1,979.25 |
|
R2 |
1,988.75 |
1,988.75 |
1,977.75 |
|
R1 |
1,982.00 |
1,982.00 |
1,976.50 |
1,985.50 |
PP |
1,973.50 |
1,973.50 |
1,973.50 |
1,975.25 |
S1 |
1,966.75 |
1,966.75 |
1,973.50 |
1,970.00 |
S2 |
1,958.25 |
1,958.25 |
1,972.25 |
|
S3 |
1,943.00 |
1,951.50 |
1,970.75 |
|
S4 |
1,927.75 |
1,936.25 |
1,966.50 |
|
|
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 |
1,980.50 |
1,942.50 |
38.00 |
1.9% |
19.50 |
1.0% |
86% |
True |
False |
1,649,534 |
10 |
1,980.50 |
1,942.50 |
38.00 |
1.9% |
17.00 |
0.9% |
86% |
True |
False |
1,588,702 |
20 |
1,980.50 |
1,936.25 |
44.25 |
2.2% |
15.25 |
0.8% |
88% |
True |
False |
1,445,964 |
40 |
1,980.50 |
1,889.50 |
91.00 |
4.6% |
13.75 |
0.7% |
94% |
True |
False |
1,021,372 |
60 |
1,980.50 |
1,836.75 |
143.75 |
7.3% |
14.50 |
0.7% |
96% |
True |
False |
682,238 |
80 |
1,980.50 |
1,796.50 |
184.00 |
9.3% |
16.00 |
0.8% |
97% |
True |
False |
512,475 |
100 |
1,980.50 |
1,796.50 |
184.00 |
9.3% |
16.50 |
0.8% |
97% |
True |
False |
410,114 |
120 |
1,980.50 |
1,719.25 |
261.25 |
13.2% |
16.75 |
0.9% |
98% |
True |
False |
341,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,045.25 |
2.618 |
2,020.50 |
1.618 |
2,005.25 |
1.000 |
1,995.75 |
0.618 |
1,990.00 |
HIGH |
1,980.50 |
0.618 |
1,974.75 |
0.500 |
1,973.00 |
0.382 |
1,971.00 |
LOW |
1,965.25 |
0.618 |
1,955.75 |
1.000 |
1,950.00 |
1.618 |
1,940.50 |
2.618 |
1,925.25 |
4.250 |
1,900.50 |
|
|
Fisher Pivots for day following 22-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,974.25 |
1,970.50 |
PP |
1,973.50 |
1,966.00 |
S1 |
1,973.00 |
1,961.50 |
|