Trading Metrics calculated at close of trading on 22-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,312.2 |
1,314.8 |
2.6 |
0.2% |
1,342.0 |
High |
1,320.4 |
1,318.0 |
-2.4 |
-0.2% |
1,342.2 |
Low |
1,309.7 |
1,304.2 |
-5.5 |
-0.4% |
1,294.4 |
Close |
1,315.5 |
1,308.0 |
-7.5 |
-0.6% |
1,311.0 |
Range |
10.7 |
13.8 |
3.1 |
29.0% |
47.8 |
ATR |
16.2 |
16.0 |
-0.2 |
-1.1% |
0.0 |
Volume |
17,825 |
14,373 |
-3,452 |
-19.4% |
108,449 |
|
Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,351.5 |
1,343.5 |
1,315.6 |
|
R3 |
1,337.7 |
1,329.7 |
1,311.8 |
|
R2 |
1,323.9 |
1,323.9 |
1,310.5 |
|
R1 |
1,315.9 |
1,315.9 |
1,309.3 |
1,313.0 |
PP |
1,310.1 |
1,310.1 |
1,310.1 |
1,308.6 |
S1 |
1,302.1 |
1,302.1 |
1,306.7 |
1,299.2 |
S2 |
1,296.3 |
1,296.3 |
1,305.5 |
|
S3 |
1,282.5 |
1,288.3 |
1,304.2 |
|
S4 |
1,268.7 |
1,274.5 |
1,300.4 |
|
|
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 |
1,296.3 |
31.0 |
2.4% |
15.9 |
1.2% |
38% |
False |
False |
17,875 |
10 |
1,347.5 |
1,294.4 |
53.1 |
4.1% |
17.7 |
1.4% |
26% |
False |
False |
23,733 |
20 |
1,347.5 |
1,294.4 |
53.1 |
4.1% |
15.3 |
1.2% |
26% |
False |
False |
15,613 |
40 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.3 |
1.1% |
63% |
False |
False |
9,166 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.1 |
1.1% |
63% |
False |
False |
6,934 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.2 |
1.1% |
63% |
False |
False |
5,565 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.4% |
14.7 |
1.1% |
44% |
False |
False |
4,767 |
120 |
1,390.8 |
1,241.0 |
149.8 |
11.5% |
14.7 |
1.1% |
45% |
False |
False |
4,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,376.7 |
2.618 |
1,354.1 |
1.618 |
1,340.3 |
1.000 |
1,331.8 |
0.618 |
1,326.5 |
HIGH |
1,318.0 |
0.618 |
1,312.7 |
0.500 |
1,311.1 |
0.382 |
1,309.5 |
LOW |
1,304.2 |
0.618 |
1,295.7 |
1.000 |
1,290.4 |
1.618 |
1,281.9 |
2.618 |
1,268.1 |
4.250 |
1,245.6 |
|
|
Fisher Pivots for day following 22-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,311.1 |
1,314.8 |
PP |
1,310.1 |
1,312.5 |
S1 |
1,309.0 |
1,310.3 |
|