Trading Metrics calculated at close of trading on 23-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,965.75 |
1,973.00 |
7.25 |
0.4% |
1,962.75 |
High |
1,980.50 |
1,983.50 |
3.00 |
0.2% |
1,978.00 |
Low |
1,965.25 |
1,972.75 |
7.50 |
0.4% |
1,942.50 |
Close |
1,975.00 |
1,980.75 |
5.75 |
0.3% |
1,971.50 |
Range |
15.25 |
10.75 |
-4.50 |
-29.5% |
35.50 |
ATR |
15.52 |
15.18 |
-0.34 |
-2.2% |
0.00 |
Volume |
1,274,851 |
1,149,621 |
-125,230 |
-9.8% |
8,468,015 |
|
Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,011.25 |
2,006.75 |
1,986.75 |
|
R3 |
2,000.50 |
1,996.00 |
1,983.75 |
|
R2 |
1,989.75 |
1,989.75 |
1,982.75 |
|
R1 |
1,985.25 |
1,985.25 |
1,981.75 |
1,987.50 |
PP |
1,979.00 |
1,979.00 |
1,979.00 |
1,980.00 |
S1 |
1,974.50 |
1,974.50 |
1,979.75 |
1,976.75 |
S2 |
1,968.25 |
1,968.25 |
1,978.75 |
|
S3 |
1,957.50 |
1,963.75 |
1,977.75 |
|
S4 |
1,946.75 |
1,953.00 |
1,974.75 |
|
|
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 |
1,983.50 |
1,942.50 |
41.00 |
2.1% |
19.50 |
1.0% |
93% |
True |
False |
1,615,382 |
10 |
1,983.50 |
1,942.50 |
41.00 |
2.1% |
17.00 |
0.9% |
93% |
True |
False |
1,564,364 |
20 |
1,983.50 |
1,936.25 |
47.25 |
2.4% |
15.00 |
0.8% |
94% |
True |
False |
1,426,917 |
40 |
1,983.50 |
1,897.50 |
86.00 |
4.3% |
13.50 |
0.7% |
97% |
True |
False |
1,049,870 |
60 |
1,983.50 |
1,847.25 |
136.25 |
6.9% |
14.25 |
0.7% |
98% |
True |
False |
701,362 |
80 |
1,983.50 |
1,796.50 |
187.00 |
9.4% |
15.75 |
0.8% |
99% |
True |
False |
526,815 |
100 |
1,983.50 |
1,796.50 |
187.00 |
9.4% |
16.50 |
0.8% |
99% |
True |
False |
421,606 |
120 |
1,983.50 |
1,719.25 |
264.25 |
13.3% |
16.75 |
0.8% |
99% |
True |
False |
351,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,029.25 |
2.618 |
2,011.75 |
1.618 |
2,001.00 |
1.000 |
1,994.25 |
0.618 |
1,990.25 |
HIGH |
1,983.50 |
0.618 |
1,979.50 |
0.500 |
1,978.00 |
0.382 |
1,976.75 |
LOW |
1,972.75 |
0.618 |
1,966.00 |
1.000 |
1,962.00 |
1.618 |
1,955.25 |
2.618 |
1,944.50 |
4.250 |
1,927.00 |
|
|
Fisher Pivots for day following 23-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,980.00 |
1,977.50 |
PP |
1,979.00 |
1,974.50 |
S1 |
1,978.00 |
1,971.25 |
|