Trading Metrics calculated at close of trading on 18-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,300.2 |
1,320.7 |
20.5 |
1.6% |
1,342.0 |
High |
1,327.3 |
1,325.3 |
-2.0 |
-0.2% |
1,342.2 |
Low |
1,299.8 |
1,306.9 |
7.1 |
0.5% |
1,294.4 |
Close |
1,318.5 |
1,311.0 |
-7.5 |
-0.6% |
1,311.0 |
Range |
27.5 |
18.4 |
-9.1 |
-33.1% |
47.8 |
ATR |
16.5 |
16.6 |
0.1 |
0.8% |
0.0 |
Volume |
14,550 |
19,472 |
4,922 |
33.8% |
108,449 |
|
Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.6 |
1,358.7 |
1,321.1 |
|
R3 |
1,351.2 |
1,340.3 |
1,316.1 |
|
R2 |
1,332.8 |
1,332.8 |
1,314.4 |
|
R1 |
1,321.9 |
1,321.9 |
1,312.7 |
1,318.2 |
PP |
1,314.4 |
1,314.4 |
1,314.4 |
1,312.5 |
S1 |
1,303.5 |
1,303.5 |
1,309.3 |
1,299.8 |
S2 |
1,296.0 |
1,296.0 |
1,307.6 |
|
S3 |
1,277.6 |
1,285.1 |
1,305.9 |
|
S4 |
1,259.2 |
1,266.7 |
1,300.9 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,459.3 |
1,432.9 |
1,337.3 |
|
R3 |
1,411.5 |
1,385.1 |
1,324.1 |
|
R2 |
1,363.7 |
1,363.7 |
1,319.8 |
|
R1 |
1,337.3 |
1,337.3 |
1,315.4 |
1,326.6 |
PP |
1,315.9 |
1,315.9 |
1,315.9 |
1,310.5 |
S1 |
1,289.5 |
1,289.5 |
1,306.6 |
1,278.8 |
S2 |
1,268.1 |
1,268.1 |
1,302.2 |
|
S3 |
1,220.3 |
1,241.7 |
1,297.9 |
|
S4 |
1,172.5 |
1,193.9 |
1,284.7 |
|
|
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% |
23.0 |
1.8% |
35% |
False |
False |
21,689 |
10 |
1,347.5 |
1,294.4 |
53.1 |
4.1% |
17.2 |
1.3% |
31% |
False |
False |
24,071 |
20 |
1,347.5 |
1,294.4 |
53.1 |
4.1% |
15.2 |
1.2% |
31% |
False |
False |
14,342 |
40 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.2 |
1.1% |
66% |
False |
False |
8,509 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.4 |
1.1% |
66% |
False |
False |
6,428 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.3 |
1.1% |
66% |
False |
False |
5,206 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.4% |
14.7 |
1.1% |
46% |
False |
False |
4,461 |
120 |
1,390.8 |
1,241.0 |
149.8 |
11.4% |
14.7 |
1.1% |
47% |
False |
False |
3,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,403.5 |
2.618 |
1,373.5 |
1.618 |
1,355.1 |
1.000 |
1,343.7 |
0.618 |
1,336.7 |
HIGH |
1,325.3 |
0.618 |
1,318.3 |
0.500 |
1,316.1 |
0.382 |
1,313.9 |
LOW |
1,306.9 |
0.618 |
1,295.5 |
1.000 |
1,288.5 |
1.618 |
1,277.1 |
2.618 |
1,258.7 |
4.250 |
1,228.7 |
|
|
Fisher Pivots for day following 18-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,316.1 |
1,311.8 |
PP |
1,314.4 |
1,311.5 |
S1 |
1,312.7 |
1,311.3 |
|