Trading Metrics calculated at close of trading on 23-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,314.8 |
1,309.2 |
-5.6 |
-0.4% |
1,342.0 |
High |
1,318.0 |
1,313.3 |
-4.7 |
-0.4% |
1,342.2 |
Low |
1,304.2 |
1,305.3 |
1.1 |
0.1% |
1,294.4 |
Close |
1,308.0 |
1,306.5 |
-1.5 |
-0.1% |
1,311.0 |
Range |
13.8 |
8.0 |
-5.8 |
-42.0% |
47.8 |
ATR |
16.0 |
15.5 |
-0.6 |
-3.6% |
0.0 |
Volume |
14,373 |
18,646 |
4,273 |
29.7% |
108,449 |
|
Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.4 |
1,327.4 |
1,310.9 |
|
R3 |
1,324.4 |
1,319.4 |
1,308.7 |
|
R2 |
1,316.4 |
1,316.4 |
1,308.0 |
|
R1 |
1,311.4 |
1,311.4 |
1,307.2 |
1,309.9 |
PP |
1,308.4 |
1,308.4 |
1,308.4 |
1,307.6 |
S1 |
1,303.4 |
1,303.4 |
1,305.8 |
1,301.9 |
S2 |
1,300.4 |
1,300.4 |
1,305.0 |
|
S3 |
1,292.4 |
1,295.4 |
1,304.3 |
|
S4 |
1,284.4 |
1,287.4 |
1,302.1 |
|
|
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 |
1,299.8 |
27.5 |
2.1% |
15.7 |
1.2% |
24% |
False |
False |
16,973 |
10 |
1,347.5 |
1,294.4 |
53.1 |
4.1% |
17.1 |
1.3% |
23% |
False |
False |
21,605 |
20 |
1,347.5 |
1,294.4 |
53.1 |
4.1% |
15.1 |
1.2% |
23% |
False |
False |
16,214 |
40 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
13.7 |
1.1% |
61% |
False |
False |
9,534 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.0 |
1.1% |
61% |
False |
False |
7,230 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.1 |
1.1% |
61% |
False |
False |
5,770 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.4% |
14.6 |
1.1% |
43% |
False |
False |
4,930 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.4% |
14.5 |
1.1% |
43% |
False |
False |
4,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,347.3 |
2.618 |
1,334.2 |
1.618 |
1,326.2 |
1.000 |
1,321.3 |
0.618 |
1,318.2 |
HIGH |
1,313.3 |
0.618 |
1,310.2 |
0.500 |
1,309.3 |
0.382 |
1,308.4 |
LOW |
1,305.3 |
0.618 |
1,300.4 |
1.000 |
1,297.3 |
1.618 |
1,292.4 |
2.618 |
1,284.4 |
4.250 |
1,271.3 |
|
|
Fisher Pivots for day following 23-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,309.3 |
1,312.3 |
PP |
1,308.4 |
1,310.4 |
S1 |
1,307.4 |
1,308.4 |
|