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 |
3,944.75 |
3,978.00 |
33.25 |
0.8% |
3,898.00 |
High |
3,983.25 |
3,991.25 |
8.00 |
0.2% |
3,941.00 |
Low |
3,944.25 |
3,963.50 |
19.25 |
0.5% |
3,854.00 |
Close |
3,975.50 |
3,971.75 |
-3.75 |
-0.1% |
3,930.25 |
Range |
39.00 |
27.75 |
-11.25 |
-28.8% |
87.00 |
ATR |
39.69 |
38.84 |
-0.85 |
-2.1% |
0.00 |
Volume |
209,511 |
209,687 |
176 |
0.1% |
1,383,696 |
|
Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,058.75 |
4,043.00 |
3,987.00 |
|
R3 |
4,031.00 |
4,015.25 |
3,979.50 |
|
R2 |
4,003.25 |
4,003.25 |
3,976.75 |
|
R1 |
3,987.50 |
3,987.50 |
3,974.25 |
3,981.50 |
PP |
3,975.50 |
3,975.50 |
3,975.50 |
3,972.50 |
S1 |
3,959.75 |
3,959.75 |
3,969.25 |
3,953.75 |
S2 |
3,947.75 |
3,947.75 |
3,966.75 |
|
S3 |
3,920.00 |
3,932.00 |
3,964.00 |
|
S4 |
3,892.25 |
3,904.25 |
3,956.50 |
|
|
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 |
3,991.25 |
3,854.00 |
137.25 |
3.5% |
41.75 |
1.1% |
86% |
True |
False |
225,954 |
10 |
3,991.25 |
3,854.00 |
137.25 |
3.5% |
42.00 |
1.1% |
86% |
True |
False |
242,241 |
20 |
3,991.25 |
3,789.00 |
202.25 |
5.1% |
38.75 |
1.0% |
90% |
True |
False |
226,765 |
40 |
3,991.25 |
3,700.25 |
291.00 |
7.3% |
34.75 |
0.9% |
93% |
True |
False |
170,362 |
60 |
3,991.25 |
3,500.00 |
491.25 |
12.4% |
35.75 |
0.9% |
96% |
True |
False |
113,822 |
80 |
3,991.25 |
3,404.00 |
587.25 |
14.8% |
41.25 |
1.0% |
97% |
True |
False |
85,381 |
100 |
3,991.25 |
3,404.00 |
587.25 |
14.8% |
41.00 |
1.0% |
97% |
True |
False |
68,310 |
120 |
3,991.25 |
3,404.00 |
587.25 |
14.8% |
36.00 |
0.9% |
97% |
True |
False |
56,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,109.25 |
2.618 |
4,064.00 |
1.618 |
4,036.25 |
1.000 |
4,019.00 |
0.618 |
4,008.50 |
HIGH |
3,991.25 |
0.618 |
3,980.75 |
0.500 |
3,977.50 |
0.382 |
3,974.00 |
LOW |
3,963.50 |
0.618 |
3,946.25 |
1.000 |
3,935.75 |
1.618 |
3,918.50 |
2.618 |
3,890.75 |
4.250 |
3,845.50 |
|
|
Fisher Pivots for day following 24-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,977.50 |
3,967.00 |
PP |
3,975.50 |
3,962.25 |
S1 |
3,973.50 |
3,957.50 |
|