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 |
1,342.0 |
1,310.2 |
-31.8 |
-2.4% |
1,322.0 |
High |
1,342.2 |
1,315.8 |
-26.4 |
-2.0% |
1,347.5 |
Low |
1,303.5 |
1,294.4 |
-9.1 |
-0.7% |
1,313.3 |
Close |
1,308.1 |
1,298.5 |
-9.6 |
-0.7% |
1,338.9 |
Range |
38.7 |
21.4 |
-17.3 |
-44.7% |
34.2 |
ATR |
15.8 |
16.2 |
0.4 |
2.6% |
0.0 |
Volume |
26,417 |
24,851 |
-1,566 |
-5.9% |
132,269 |
|
Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,367.1 |
1,354.2 |
1,310.3 |
|
R3 |
1,345.7 |
1,332.8 |
1,304.4 |
|
R2 |
1,324.3 |
1,324.3 |
1,302.4 |
|
R1 |
1,311.4 |
1,311.4 |
1,300.5 |
1,307.2 |
PP |
1,302.9 |
1,302.9 |
1,302.9 |
1,300.8 |
S1 |
1,290.0 |
1,290.0 |
1,296.5 |
1,285.8 |
S2 |
1,281.5 |
1,281.5 |
1,294.6 |
|
S3 |
1,260.1 |
1,268.6 |
1,292.6 |
|
S4 |
1,238.7 |
1,247.2 |
1,286.7 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,435.8 |
1,421.6 |
1,357.7 |
|
R3 |
1,401.6 |
1,387.4 |
1,348.3 |
|
R2 |
1,367.4 |
1,367.4 |
1,345.2 |
|
R1 |
1,353.2 |
1,353.2 |
1,342.0 |
1,360.3 |
PP |
1,333.2 |
1,333.2 |
1,333.2 |
1,336.8 |
S1 |
1,319.0 |
1,319.0 |
1,335.8 |
1,326.1 |
S2 |
1,299.0 |
1,299.0 |
1,332.6 |
|
S3 |
1,264.8 |
1,284.8 |
1,329.5 |
|
S4 |
1,230.6 |
1,250.6 |
1,320.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,347.5 |
1,294.4 |
53.1 |
4.1% |
19.4 |
1.5% |
8% |
False |
True |
29,590 |
10 |
1,347.5 |
1,294.4 |
53.1 |
4.1% |
15.5 |
1.2% |
8% |
False |
True |
20,062 |
20 |
1,347.5 |
1,259.6 |
87.9 |
6.8% |
16.0 |
1.2% |
44% |
False |
False |
11,670 |
40 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
13.7 |
1.1% |
54% |
False |
False |
7,273 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.1 |
1.1% |
54% |
False |
False |
5,537 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.2 |
1.1% |
54% |
False |
False |
4,590 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.5% |
14.6 |
1.1% |
38% |
False |
False |
3,944 |
120 |
1,390.8 |
1,234.7 |
156.1 |
12.0% |
14.8 |
1.1% |
41% |
False |
False |
3,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,406.8 |
2.618 |
1,371.8 |
1.618 |
1,350.4 |
1.000 |
1,337.2 |
0.618 |
1,329.0 |
HIGH |
1,315.8 |
0.618 |
1,307.6 |
0.500 |
1,305.1 |
0.382 |
1,302.6 |
LOW |
1,294.4 |
0.618 |
1,281.2 |
1.000 |
1,273.0 |
1.618 |
1,259.8 |
2.618 |
1,238.4 |
4.250 |
1,203.5 |
|
|
Fisher Pivots for day following 15-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,305.1 |
1,318.3 |
PP |
1,302.9 |
1,311.7 |
S1 |
1,300.7 |
1,305.1 |
|