Trading Metrics calculated at close of trading on 24-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,309.2 |
1,306.7 |
-2.5 |
-0.2% |
1,342.0 |
High |
1,313.3 |
1,307.0 |
-6.3 |
-0.5% |
1,342.2 |
Low |
1,305.3 |
1,289.4 |
-15.9 |
-1.2% |
1,294.4 |
Close |
1,306.5 |
1,292.7 |
-13.8 |
-1.1% |
1,311.0 |
Range |
8.0 |
17.6 |
9.6 |
120.0% |
47.8 |
ATR |
15.5 |
15.6 |
0.2 |
1.0% |
0.0 |
Volume |
18,646 |
33,002 |
14,356 |
77.0% |
108,449 |
|
Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.2 |
1,338.5 |
1,302.4 |
|
R3 |
1,331.6 |
1,320.9 |
1,297.5 |
|
R2 |
1,314.0 |
1,314.0 |
1,295.9 |
|
R1 |
1,303.3 |
1,303.3 |
1,294.3 |
1,299.9 |
PP |
1,296.4 |
1,296.4 |
1,296.4 |
1,294.6 |
S1 |
1,285.7 |
1,285.7 |
1,291.1 |
1,282.3 |
S2 |
1,278.8 |
1,278.8 |
1,289.5 |
|
S3 |
1,261.2 |
1,268.1 |
1,287.9 |
|
S4 |
1,243.6 |
1,250.5 |
1,283.0 |
|
|
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 |
1,325.3 |
1,289.4 |
35.9 |
2.8% |
13.7 |
1.1% |
9% |
False |
True |
20,663 |
10 |
1,342.2 |
1,289.4 |
52.8 |
4.1% |
17.1 |
1.3% |
6% |
False |
True |
21,481 |
20 |
1,347.5 |
1,289.4 |
58.1 |
4.5% |
15.1 |
1.2% |
6% |
False |
True |
17,769 |
40 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
13.9 |
1.1% |
48% |
False |
False |
10,239 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
14.1 |
1.1% |
48% |
False |
False |
7,737 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
14.2 |
1.1% |
48% |
False |
False |
6,164 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.5% |
14.6 |
1.1% |
34% |
False |
False |
5,243 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.5% |
14.6 |
1.1% |
34% |
False |
False |
4,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,381.8 |
2.618 |
1,353.1 |
1.618 |
1,335.5 |
1.000 |
1,324.6 |
0.618 |
1,317.9 |
HIGH |
1,307.0 |
0.618 |
1,300.3 |
0.500 |
1,298.2 |
0.382 |
1,296.1 |
LOW |
1,289.4 |
0.618 |
1,278.5 |
1.000 |
1,271.8 |
1.618 |
1,260.9 |
2.618 |
1,243.3 |
4.250 |
1,214.6 |
|
|
Fisher Pivots for day following 24-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,298.2 |
1,303.7 |
PP |
1,296.4 |
1,300.0 |
S1 |
1,294.5 |
1,296.4 |
|