Trading Metrics calculated at close of trading on 17-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,297.2 |
1,300.2 |
3.0 |
0.2% |
1,322.0 |
High |
1,305.5 |
1,327.3 |
21.8 |
1.7% |
1,347.5 |
Low |
1,296.3 |
1,299.8 |
3.5 |
0.3% |
1,313.3 |
Close |
1,301.3 |
1,318.5 |
17.2 |
1.3% |
1,338.9 |
Range |
9.2 |
27.5 |
18.3 |
198.9% |
34.2 |
ATR |
15.7 |
16.5 |
0.8 |
5.4% |
0.0 |
Volume |
23,159 |
14,550 |
-8,609 |
-37.2% |
132,269 |
|
Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.7 |
1,385.6 |
1,333.6 |
|
R3 |
1,370.2 |
1,358.1 |
1,326.1 |
|
R2 |
1,342.7 |
1,342.7 |
1,323.5 |
|
R1 |
1,330.6 |
1,330.6 |
1,321.0 |
1,336.7 |
PP |
1,315.2 |
1,315.2 |
1,315.2 |
1,318.2 |
S1 |
1,303.1 |
1,303.1 |
1,316.0 |
1,309.2 |
S2 |
1,287.7 |
1,287.7 |
1,313.5 |
|
S3 |
1,260.2 |
1,275.6 |
1,310.9 |
|
S4 |
1,232.7 |
1,248.1 |
1,303.4 |
|
|
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 |
1,342.2 |
1,294.4 |
47.8 |
3.6% |
20.4 |
1.5% |
50% |
False |
False |
22,299 |
10 |
1,347.5 |
1,294.4 |
53.1 |
4.0% |
17.2 |
1.3% |
45% |
False |
False |
22,928 |
20 |
1,347.5 |
1,277.0 |
70.5 |
5.3% |
16.6 |
1.3% |
59% |
False |
False |
13,397 |
40 |
1,347.5 |
1,241.7 |
105.8 |
8.0% |
14.1 |
1.1% |
73% |
False |
False |
8,134 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.0% |
14.2 |
1.1% |
73% |
False |
False |
6,128 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.0% |
14.2 |
1.1% |
73% |
False |
False |
4,997 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.3% |
14.7 |
1.1% |
52% |
False |
False |
4,285 |
120 |
1,390.8 |
1,241.0 |
149.8 |
11.4% |
14.7 |
1.1% |
52% |
False |
False |
3,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,444.2 |
2.618 |
1,399.3 |
1.618 |
1,371.8 |
1.000 |
1,354.8 |
0.618 |
1,344.3 |
HIGH |
1,327.3 |
0.618 |
1,316.8 |
0.500 |
1,313.6 |
0.382 |
1,310.3 |
LOW |
1,299.8 |
0.618 |
1,282.8 |
1.000 |
1,272.3 |
1.618 |
1,255.3 |
2.618 |
1,227.8 |
4.250 |
1,182.9 |
|
|
Fisher Pivots for day following 17-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,316.9 |
1,316.0 |
PP |
1,315.2 |
1,313.4 |
S1 |
1,313.6 |
1,310.9 |
|