Trading Metrics calculated at close of trading on 25-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,306.7 |
1,296.0 |
-10.7 |
-0.8% |
1,312.2 |
High |
1,307.0 |
1,311.0 |
4.0 |
0.3% |
1,320.4 |
Low |
1,289.4 |
1,293.0 |
3.6 |
0.3% |
1,289.4 |
Close |
1,292.7 |
1,305.3 |
12.6 |
1.0% |
1,305.3 |
Range |
17.6 |
18.0 |
0.4 |
2.3% |
31.0 |
ATR |
15.6 |
15.8 |
0.2 |
1.2% |
0.0 |
Volume |
33,002 |
41,668 |
8,666 |
26.3% |
125,514 |
|
Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,357.1 |
1,349.2 |
1,315.2 |
|
R3 |
1,339.1 |
1,331.2 |
1,310.3 |
|
R2 |
1,321.1 |
1,321.1 |
1,308.6 |
|
R1 |
1,313.2 |
1,313.2 |
1,307.0 |
1,317.2 |
PP |
1,303.1 |
1,303.1 |
1,303.1 |
1,305.1 |
S1 |
1,295.2 |
1,295.2 |
1,303.7 |
1,299.2 |
S2 |
1,285.1 |
1,285.1 |
1,302.0 |
|
S3 |
1,267.1 |
1,277.2 |
1,300.4 |
|
S4 |
1,249.1 |
1,259.2 |
1,295.4 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,398.0 |
1,382.7 |
1,322.4 |
|
R3 |
1,367.0 |
1,351.7 |
1,313.8 |
|
R2 |
1,336.0 |
1,336.0 |
1,311.0 |
|
R1 |
1,320.7 |
1,320.7 |
1,308.1 |
1,312.9 |
PP |
1,305.0 |
1,305.0 |
1,305.0 |
1,301.1 |
S1 |
1,289.7 |
1,289.7 |
1,302.5 |
1,281.9 |
S2 |
1,274.0 |
1,274.0 |
1,299.6 |
|
S3 |
1,243.0 |
1,258.7 |
1,296.8 |
|
S4 |
1,212.0 |
1,227.7 |
1,288.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,320.4 |
1,289.4 |
31.0 |
2.4% |
13.6 |
1.0% |
51% |
False |
False |
25,102 |
10 |
1,342.2 |
1,289.4 |
52.8 |
4.0% |
18.3 |
1.4% |
30% |
False |
False |
23,396 |
20 |
1,347.5 |
1,289.4 |
58.1 |
4.5% |
15.3 |
1.2% |
27% |
False |
False |
19,491 |
40 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.1 |
1.1% |
60% |
False |
False |
11,137 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.2 |
1.1% |
60% |
False |
False |
8,422 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.3 |
1.1% |
60% |
False |
False |
6,677 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.4% |
14.6 |
1.1% |
43% |
False |
False |
5,648 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.4% |
14.5 |
1.1% |
43% |
False |
False |
4,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,387.5 |
2.618 |
1,358.1 |
1.618 |
1,340.1 |
1.000 |
1,329.0 |
0.618 |
1,322.1 |
HIGH |
1,311.0 |
0.618 |
1,304.1 |
0.500 |
1,302.0 |
0.382 |
1,299.9 |
LOW |
1,293.0 |
0.618 |
1,281.9 |
1.000 |
1,275.0 |
1.618 |
1,263.9 |
2.618 |
1,245.9 |
4.250 |
1,216.5 |
|
|
Fisher Pivots for day following 25-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,304.2 |
1,304.0 |
PP |
1,303.1 |
1,302.7 |
S1 |
1,302.0 |
1,301.4 |
|