Trading Metrics calculated at close of trading on 24-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,973.00 |
1,981.00 |
8.00 |
0.4% |
1,962.75 |
High |
1,983.50 |
1,985.75 |
2.25 |
0.1% |
1,978.00 |
Low |
1,972.75 |
1,976.75 |
4.00 |
0.2% |
1,942.50 |
Close |
1,980.75 |
1,980.75 |
0.00 |
0.0% |
1,971.50 |
Range |
10.75 |
9.00 |
-1.75 |
-16.3% |
35.50 |
ATR |
15.18 |
14.73 |
-0.44 |
-2.9% |
0.00 |
Volume |
1,149,621 |
1,165,644 |
16,023 |
1.4% |
8,468,015 |
|
Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,008.00 |
2,003.50 |
1,985.75 |
|
R3 |
1,999.00 |
1,994.50 |
1,983.25 |
|
R2 |
1,990.00 |
1,990.00 |
1,982.50 |
|
R1 |
1,985.50 |
1,985.50 |
1,981.50 |
1,983.25 |
PP |
1,981.00 |
1,981.00 |
1,981.00 |
1,980.00 |
S1 |
1,976.50 |
1,976.50 |
1,980.00 |
1,974.25 |
S2 |
1,972.00 |
1,972.00 |
1,979.00 |
|
S3 |
1,963.00 |
1,967.50 |
1,978.25 |
|
S4 |
1,954.00 |
1,958.50 |
1,975.75 |
|
|
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 |
1,985.75 |
1,942.50 |
43.25 |
2.2% |
15.75 |
0.8% |
88% |
True |
False |
1,360,199 |
10 |
1,985.75 |
1,942.50 |
43.25 |
2.2% |
15.75 |
0.8% |
88% |
True |
False |
1,483,654 |
20 |
1,985.75 |
1,936.25 |
49.50 |
2.5% |
14.50 |
0.7% |
90% |
True |
False |
1,408,595 |
40 |
1,985.75 |
1,899.75 |
86.00 |
4.3% |
13.50 |
0.7% |
94% |
True |
False |
1,078,797 |
60 |
1,985.75 |
1,847.25 |
138.50 |
7.0% |
14.25 |
0.7% |
96% |
True |
False |
720,726 |
80 |
1,985.75 |
1,796.50 |
189.25 |
9.6% |
15.75 |
0.8% |
97% |
True |
False |
541,365 |
100 |
1,985.75 |
1,796.50 |
189.25 |
9.6% |
16.25 |
0.8% |
97% |
True |
False |
433,261 |
120 |
1,985.75 |
1,719.25 |
266.50 |
13.5% |
16.50 |
0.8% |
98% |
True |
False |
361,099 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,024.00 |
2.618 |
2,009.25 |
1.618 |
2,000.25 |
1.000 |
1,994.75 |
0.618 |
1,991.25 |
HIGH |
1,985.75 |
0.618 |
1,982.25 |
0.500 |
1,981.25 |
0.382 |
1,980.25 |
LOW |
1,976.75 |
0.618 |
1,971.25 |
1.000 |
1,967.75 |
1.618 |
1,962.25 |
2.618 |
1,953.25 |
4.250 |
1,938.50 |
|
|
Fisher Pivots for day following 24-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,981.25 |
1,979.00 |
PP |
1,981.00 |
1,977.25 |
S1 |
1,981.00 |
1,975.50 |
|