Trading Metrics calculated at close of trading on 15-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
3,898.00 |
3,922.50 |
24.50 |
0.6% |
3,912.75 |
High |
3,930.75 |
3,933.50 |
2.75 |
0.1% |
3,916.75 |
Low |
3,897.75 |
3,880.00 |
-17.75 |
-0.5% |
3,831.50 |
Close |
3,919.25 |
3,912.50 |
-6.75 |
-0.2% |
3,897.50 |
Range |
33.00 |
53.50 |
20.50 |
62.1% |
85.25 |
ATR |
35.06 |
36.37 |
1.32 |
3.8% |
0.00 |
Volume |
163,878 |
332,223 |
168,345 |
102.7% |
1,269,488 |
|
Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,069.25 |
4,044.25 |
3,942.00 |
|
R3 |
4,015.75 |
3,990.75 |
3,927.25 |
|
R2 |
3,962.25 |
3,962.25 |
3,922.25 |
|
R1 |
3,937.25 |
3,937.25 |
3,917.50 |
3,923.00 |
PP |
3,908.75 |
3,908.75 |
3,908.75 |
3,901.50 |
S1 |
3,883.75 |
3,883.75 |
3,907.50 |
3,869.50 |
S2 |
3,855.25 |
3,855.25 |
3,902.75 |
|
S3 |
3,801.75 |
3,830.25 |
3,897.75 |
|
S4 |
3,748.25 |
3,776.75 |
3,883.00 |
|
|
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 |
3,933.50 |
3,831.50 |
102.00 |
2.6% |
41.25 |
1.1% |
79% |
True |
False |
251,756 |
10 |
3,933.50 |
3,831.50 |
102.00 |
2.6% |
38.50 |
1.0% |
79% |
True |
False |
223,275 |
20 |
3,933.50 |
3,755.00 |
178.50 |
4.6% |
34.75 |
0.9% |
88% |
True |
False |
221,101 |
40 |
3,933.50 |
3,558.75 |
374.75 |
9.6% |
33.25 |
0.9% |
94% |
True |
False |
127,566 |
60 |
3,933.50 |
3,476.00 |
457.50 |
11.7% |
36.50 |
0.9% |
95% |
True |
False |
85,072 |
80 |
3,933.50 |
3,404.00 |
529.50 |
13.5% |
42.00 |
1.1% |
96% |
True |
False |
63,818 |
100 |
3,933.50 |
3,404.00 |
529.50 |
13.5% |
39.00 |
1.0% |
96% |
True |
False |
51,056 |
120 |
3,933.50 |
3,404.00 |
529.50 |
13.5% |
34.00 |
0.9% |
96% |
True |
False |
42,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,161.00 |
2.618 |
4,073.50 |
1.618 |
4,020.00 |
1.000 |
3,987.00 |
0.618 |
3,966.50 |
HIGH |
3,933.50 |
0.618 |
3,913.00 |
0.500 |
3,906.75 |
0.382 |
3,900.50 |
LOW |
3,880.00 |
0.618 |
3,847.00 |
1.000 |
3,826.50 |
1.618 |
3,793.50 |
2.618 |
3,740.00 |
4.250 |
3,652.50 |
|
|
Fisher Pivots for day following 15-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,910.50 |
3,909.25 |
PP |
3,908.75 |
3,906.00 |
S1 |
3,906.75 |
3,902.50 |
|