Trading Metrics calculated at close of trading on 25-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
3,978.00 |
3,962.75 |
-15.25 |
-0.4% |
3,929.50 |
High |
3,991.25 |
3,965.50 |
-25.75 |
-0.6% |
3,991.25 |
Low |
3,963.50 |
3,937.50 |
-26.00 |
-0.7% |
3,909.75 |
Close |
3,971.75 |
3,955.50 |
-16.25 |
-0.4% |
3,955.50 |
Range |
27.75 |
28.00 |
0.25 |
0.9% |
81.50 |
ATR |
38.84 |
38.51 |
-0.33 |
-0.8% |
0.00 |
Volume |
209,687 |
210,231 |
544 |
0.3% |
1,048,070 |
|
Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,036.75 |
4,024.25 |
3,971.00 |
|
R3 |
4,008.75 |
3,996.25 |
3,963.25 |
|
R2 |
3,980.75 |
3,980.75 |
3,960.75 |
|
R1 |
3,968.25 |
3,968.25 |
3,958.00 |
3,960.50 |
PP |
3,952.75 |
3,952.75 |
3,952.75 |
3,949.00 |
S1 |
3,940.25 |
3,940.25 |
3,953.00 |
3,932.50 |
S2 |
3,924.75 |
3,924.75 |
3,950.25 |
|
S3 |
3,896.75 |
3,912.25 |
3,947.75 |
|
S4 |
3,868.75 |
3,884.25 |
3,940.00 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,196.75 |
4,157.50 |
4,000.25 |
|
R3 |
4,115.25 |
4,076.00 |
3,978.00 |
|
R2 |
4,033.75 |
4,033.75 |
3,970.50 |
|
R1 |
3,994.50 |
3,994.50 |
3,963.00 |
4,014.00 |
PP |
3,952.25 |
3,952.25 |
3,952.25 |
3,962.00 |
S1 |
3,913.00 |
3,913.00 |
3,948.00 |
3,932.50 |
S2 |
3,870.75 |
3,870.75 |
3,940.50 |
|
S3 |
3,789.25 |
3,831.50 |
3,933.00 |
|
S4 |
3,707.75 |
3,750.00 |
3,910.75 |
|
|
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 |
3,909.75 |
81.50 |
2.1% |
31.00 |
0.8% |
56% |
False |
False |
209,614 |
10 |
3,991.25 |
3,854.00 |
137.25 |
3.5% |
42.00 |
1.1% |
74% |
False |
False |
243,176 |
20 |
3,991.25 |
3,808.00 |
183.25 |
4.6% |
38.50 |
1.0% |
80% |
False |
False |
225,307 |
40 |
3,991.25 |
3,700.25 |
291.00 |
7.4% |
34.75 |
0.9% |
88% |
False |
False |
175,589 |
60 |
3,991.25 |
3,500.00 |
491.25 |
12.4% |
36.00 |
0.9% |
93% |
False |
False |
117,325 |
80 |
3,991.25 |
3,404.00 |
587.25 |
14.8% |
40.75 |
1.0% |
94% |
False |
False |
88,009 |
100 |
3,991.25 |
3,404.00 |
587.25 |
14.8% |
41.25 |
1.0% |
94% |
False |
False |
70,413 |
120 |
3,991.25 |
3,404.00 |
587.25 |
14.8% |
36.25 |
0.9% |
94% |
False |
False |
58,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,084.50 |
2.618 |
4,038.75 |
1.618 |
4,010.75 |
1.000 |
3,993.50 |
0.618 |
3,982.75 |
HIGH |
3,965.50 |
0.618 |
3,954.75 |
0.500 |
3,951.50 |
0.382 |
3,948.25 |
LOW |
3,937.50 |
0.618 |
3,920.25 |
1.000 |
3,909.50 |
1.618 |
3,892.25 |
2.618 |
3,864.25 |
4.250 |
3,818.50 |
|
|
Fisher Pivots for day following 25-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,954.25 |
3,964.50 |
PP |
3,952.75 |
3,961.50 |
S1 |
3,951.50 |
3,958.50 |
|