Trading Metrics calculated at close of trading on 18-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
3,919.00 |
3,870.50 |
-48.50 |
-1.2% |
3,898.00 |
High |
3,927.50 |
3,935.75 |
8.25 |
0.2% |
3,941.00 |
Low |
3,859.25 |
3,854.00 |
-5.25 |
-0.1% |
3,854.00 |
Close |
3,876.00 |
3,930.25 |
54.25 |
1.4% |
3,930.25 |
Range |
68.25 |
81.75 |
13.50 |
19.8% |
87.00 |
ATR |
38.13 |
41.24 |
3.12 |
8.2% |
0.00 |
Volume |
380,375 |
291,934 |
-88,441 |
-23.3% |
1,383,696 |
|
Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,152.00 |
4,122.75 |
3,975.25 |
|
R3 |
4,070.25 |
4,041.00 |
3,952.75 |
|
R2 |
3,988.50 |
3,988.50 |
3,945.25 |
|
R1 |
3,959.25 |
3,959.25 |
3,937.75 |
3,974.00 |
PP |
3,906.75 |
3,906.75 |
3,906.75 |
3,914.00 |
S1 |
3,877.50 |
3,877.50 |
3,922.75 |
3,892.00 |
S2 |
3,825.00 |
3,825.00 |
3,915.25 |
|
S3 |
3,743.25 |
3,795.75 |
3,907.75 |
|
S4 |
3,661.50 |
3,714.00 |
3,885.25 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,169.50 |
4,136.75 |
3,978.00 |
|
R3 |
4,082.50 |
4,049.75 |
3,954.25 |
|
R2 |
3,995.50 |
3,995.50 |
3,946.25 |
|
R1 |
3,962.75 |
3,962.75 |
3,938.25 |
3,979.00 |
PP |
3,908.50 |
3,908.50 |
3,908.50 |
3,916.50 |
S1 |
3,875.75 |
3,875.75 |
3,922.25 |
3,892.00 |
S2 |
3,821.50 |
3,821.50 |
3,914.25 |
|
S3 |
3,734.50 |
3,788.75 |
3,906.25 |
|
S4 |
3,647.50 |
3,701.75 |
3,882.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,941.00 |
3,854.00 |
87.00 |
2.2% |
53.00 |
1.3% |
88% |
False |
True |
276,739 |
10 |
3,941.00 |
3,831.50 |
109.50 |
2.8% |
47.00 |
1.2% |
90% |
False |
False |
265,318 |
20 |
3,941.00 |
3,781.25 |
159.75 |
4.1% |
38.75 |
1.0% |
93% |
False |
False |
227,462 |
40 |
3,941.00 |
3,625.00 |
316.00 |
8.0% |
34.50 |
0.9% |
97% |
False |
False |
149,730 |
60 |
3,941.00 |
3,476.00 |
465.00 |
11.8% |
37.75 |
1.0% |
98% |
False |
False |
99,864 |
80 |
3,941.00 |
3,404.00 |
537.00 |
13.7% |
41.75 |
1.1% |
98% |
False |
False |
74,911 |
100 |
3,941.00 |
3,404.00 |
537.00 |
13.7% |
40.50 |
1.0% |
98% |
False |
False |
59,932 |
120 |
3,941.00 |
3,404.00 |
537.00 |
13.7% |
35.50 |
0.9% |
98% |
False |
False |
49,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,283.25 |
2.618 |
4,149.75 |
1.618 |
4,068.00 |
1.000 |
4,017.50 |
0.618 |
3,986.25 |
HIGH |
3,935.75 |
0.618 |
3,904.50 |
0.500 |
3,895.00 |
0.382 |
3,885.25 |
LOW |
3,854.00 |
0.618 |
3,803.50 |
1.000 |
3,772.25 |
1.618 |
3,721.75 |
2.618 |
3,640.00 |
4.250 |
3,506.50 |
|
|
Fisher Pivots for day following 18-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,918.50 |
3,919.25 |
PP |
3,906.75 |
3,908.50 |
S1 |
3,895.00 |
3,897.50 |
|