Trading Metrics calculated at close of trading on 22-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
3,929.50 |
3,924.50 |
-5.00 |
-0.1% |
3,898.00 |
High |
3,934.25 |
3,959.50 |
25.25 |
0.6% |
3,941.00 |
Low |
3,909.75 |
3,923.75 |
14.00 |
0.4% |
3,854.00 |
Close |
3,925.75 |
3,950.50 |
24.75 |
0.6% |
3,930.25 |
Range |
24.50 |
35.75 |
11.25 |
45.9% |
87.00 |
ATR |
40.05 |
39.74 |
-0.31 |
-0.8% |
0.00 |
Volume |
219,804 |
198,837 |
-20,967 |
-9.5% |
1,383,696 |
|
Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,051.75 |
4,037.00 |
3,970.25 |
|
R3 |
4,016.00 |
4,001.25 |
3,960.25 |
|
R2 |
3,980.25 |
3,980.25 |
3,957.00 |
|
R1 |
3,965.50 |
3,965.50 |
3,953.75 |
3,973.00 |
PP |
3,944.50 |
3,944.50 |
3,944.50 |
3,948.25 |
S1 |
3,929.75 |
3,929.75 |
3,947.25 |
3,937.00 |
S2 |
3,908.75 |
3,908.75 |
3,944.00 |
|
S3 |
3,873.00 |
3,894.00 |
3,940.75 |
|
S4 |
3,837.25 |
3,858.25 |
3,930.75 |
|
|
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 |
3,959.50 |
3,854.00 |
105.50 |
2.7% |
47.75 |
1.2% |
91% |
True |
False |
261,247 |
10 |
3,959.50 |
3,831.50 |
128.00 |
3.2% |
44.50 |
1.1% |
93% |
True |
False |
256,501 |
20 |
3,959.50 |
3,781.25 |
178.25 |
4.5% |
39.75 |
1.0% |
95% |
True |
False |
232,376 |
40 |
3,959.50 |
3,673.00 |
286.50 |
7.3% |
34.50 |
0.9% |
97% |
True |
False |
160,080 |
60 |
3,959.50 |
3,476.00 |
483.50 |
12.2% |
36.75 |
0.9% |
98% |
True |
False |
106,841 |
80 |
3,959.50 |
3,404.00 |
555.50 |
14.1% |
41.25 |
1.0% |
98% |
True |
False |
80,143 |
100 |
3,959.50 |
3,404.00 |
555.50 |
14.1% |
40.75 |
1.0% |
98% |
True |
False |
64,118 |
120 |
3,959.50 |
3,404.00 |
555.50 |
14.1% |
36.00 |
0.9% |
98% |
True |
False |
53,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,111.50 |
2.618 |
4,053.00 |
1.618 |
4,017.25 |
1.000 |
3,995.25 |
0.618 |
3,981.50 |
HIGH |
3,959.50 |
0.618 |
3,945.75 |
0.500 |
3,941.50 |
0.382 |
3,937.50 |
LOW |
3,923.75 |
0.618 |
3,901.75 |
1.000 |
3,888.00 |
1.618 |
3,866.00 |
2.618 |
3,830.25 |
4.250 |
3,771.75 |
|
|
Fisher Pivots for day following 22-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,947.50 |
3,936.00 |
PP |
3,944.50 |
3,921.25 |
S1 |
3,941.50 |
3,906.75 |
|