Trading Metrics calculated at close of trading on 21-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,320.7 |
1,312.2 |
-8.5 |
-0.6% |
1,342.0 |
High |
1,325.3 |
1,320.4 |
-4.9 |
-0.4% |
1,342.2 |
Low |
1,306.9 |
1,309.7 |
2.8 |
0.2% |
1,294.4 |
Close |
1,311.0 |
1,315.5 |
4.5 |
0.3% |
1,311.0 |
Range |
18.4 |
10.7 |
-7.7 |
-41.8% |
47.8 |
ATR |
16.6 |
16.2 |
-0.4 |
-2.6% |
0.0 |
Volume |
19,472 |
17,825 |
-1,647 |
-8.5% |
108,449 |
|
Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,347.3 |
1,342.1 |
1,321.4 |
|
R3 |
1,336.6 |
1,331.4 |
1,318.4 |
|
R2 |
1,325.9 |
1,325.9 |
1,317.5 |
|
R1 |
1,320.7 |
1,320.7 |
1,316.5 |
1,323.3 |
PP |
1,315.2 |
1,315.2 |
1,315.2 |
1,316.5 |
S1 |
1,310.0 |
1,310.0 |
1,314.5 |
1,312.6 |
S2 |
1,304.5 |
1,304.5 |
1,313.5 |
|
S3 |
1,293.8 |
1,299.3 |
1,312.6 |
|
S4 |
1,283.1 |
1,288.6 |
1,309.6 |
|
|
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 |
1,327.3 |
1,294.4 |
32.9 |
2.5% |
17.4 |
1.3% |
64% |
False |
False |
19,971 |
10 |
1,347.5 |
1,294.4 |
53.1 |
4.0% |
17.4 |
1.3% |
40% |
False |
False |
25,162 |
20 |
1,347.5 |
1,294.4 |
53.1 |
4.0% |
15.0 |
1.1% |
40% |
False |
False |
15,048 |
40 |
1,347.5 |
1,241.7 |
105.8 |
8.0% |
14.2 |
1.1% |
70% |
False |
False |
8,909 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.0% |
14.1 |
1.1% |
70% |
False |
False |
6,710 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.0% |
14.2 |
1.1% |
70% |
False |
False |
5,421 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.3% |
14.6 |
1.1% |
49% |
False |
False |
4,633 |
120 |
1,390.8 |
1,241.0 |
149.8 |
11.4% |
14.7 |
1.1% |
50% |
False |
False |
4,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,365.9 |
2.618 |
1,348.4 |
1.618 |
1,337.7 |
1.000 |
1,331.1 |
0.618 |
1,327.0 |
HIGH |
1,320.4 |
0.618 |
1,316.3 |
0.500 |
1,315.1 |
0.382 |
1,313.8 |
LOW |
1,309.7 |
0.618 |
1,303.1 |
1.000 |
1,299.0 |
1.618 |
1,292.4 |
2.618 |
1,281.7 |
4.250 |
1,264.2 |
|
|
Fisher Pivots for day following 21-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,315.4 |
1,314.9 |
PP |
1,315.2 |
1,314.2 |
S1 |
1,315.1 |
1,313.6 |
|