Trading Metrics calculated at close of trading on 14-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
3,874.25 |
3,898.00 |
23.75 |
0.6% |
3,912.75 |
High |
3,899.00 |
3,930.75 |
31.75 |
0.8% |
3,916.75 |
Low |
3,871.75 |
3,897.75 |
26.00 |
0.7% |
3,831.50 |
Close |
3,897.50 |
3,919.25 |
21.75 |
0.6% |
3,897.50 |
Range |
27.25 |
33.00 |
5.75 |
21.1% |
85.25 |
ATR |
35.20 |
35.06 |
-0.14 |
-0.4% |
0.00 |
Volume |
200,877 |
163,878 |
-36,999 |
-18.4% |
1,269,488 |
|
Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,015.00 |
4,000.00 |
3,937.50 |
|
R3 |
3,982.00 |
3,967.00 |
3,928.25 |
|
R2 |
3,949.00 |
3,949.00 |
3,925.25 |
|
R1 |
3,934.00 |
3,934.00 |
3,922.25 |
3,941.50 |
PP |
3,916.00 |
3,916.00 |
3,916.00 |
3,919.50 |
S1 |
3,901.00 |
3,901.00 |
3,916.25 |
3,908.50 |
S2 |
3,883.00 |
3,883.00 |
3,913.25 |
|
S3 |
3,850.00 |
3,868.00 |
3,910.25 |
|
S4 |
3,817.00 |
3,835.00 |
3,901.00 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,137.75 |
4,102.75 |
3,944.50 |
|
R3 |
4,052.50 |
4,017.50 |
3,921.00 |
|
R2 |
3,967.25 |
3,967.25 |
3,913.25 |
|
R1 |
3,932.25 |
3,932.25 |
3,905.25 |
3,907.00 |
PP |
3,882.00 |
3,882.00 |
3,882.00 |
3,869.25 |
S1 |
3,847.00 |
3,847.00 |
3,889.75 |
3,822.00 |
S2 |
3,796.75 |
3,796.75 |
3,881.75 |
|
S3 |
3,711.50 |
3,761.75 |
3,874.00 |
|
S4 |
3,626.25 |
3,676.50 |
3,850.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,930.75 |
3,831.50 |
99.25 |
2.5% |
43.50 |
1.1% |
88% |
True |
False |
251,587 |
10 |
3,930.75 |
3,827.75 |
103.00 |
2.6% |
35.50 |
0.9% |
89% |
True |
False |
205,536 |
20 |
3,930.75 |
3,750.25 |
180.50 |
4.6% |
33.50 |
0.9% |
94% |
True |
False |
217,361 |
40 |
3,930.75 |
3,539.00 |
391.75 |
10.0% |
33.00 |
0.8% |
97% |
True |
False |
119,267 |
60 |
3,930.75 |
3,476.00 |
454.75 |
11.6% |
36.25 |
0.9% |
97% |
True |
False |
79,535 |
80 |
3,930.75 |
3,404.00 |
526.75 |
13.4% |
41.75 |
1.1% |
98% |
True |
False |
59,666 |
100 |
3,930.75 |
3,404.00 |
526.75 |
13.4% |
38.50 |
1.0% |
98% |
True |
False |
47,734 |
120 |
3,930.75 |
3,404.00 |
526.75 |
13.4% |
33.75 |
0.9% |
98% |
True |
False |
39,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,071.00 |
2.618 |
4,017.25 |
1.618 |
3,984.25 |
1.000 |
3,963.75 |
0.618 |
3,951.25 |
HIGH |
3,930.75 |
0.618 |
3,918.25 |
0.500 |
3,914.25 |
0.382 |
3,910.25 |
LOW |
3,897.75 |
0.618 |
3,877.25 |
1.000 |
3,864.75 |
1.618 |
3,844.25 |
2.618 |
3,811.25 |
4.250 |
3,757.50 |
|
|
Fisher Pivots for day following 14-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,917.50 |
3,906.50 |
PP |
3,916.00 |
3,893.75 |
S1 |
3,914.25 |
3,881.00 |
|