Trading Metrics calculated at close of trading on 14-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,949.00 |
1,954.75 |
5.75 |
0.3% |
1,968.75 |
High |
1,955.50 |
1,965.75 |
10.25 |
0.5% |
1,969.00 |
Low |
1,945.25 |
1,951.75 |
6.50 |
0.3% |
1,938.00 |
Close |
1,954.50 |
1,963.25 |
8.75 |
0.4% |
1,954.50 |
Range |
10.25 |
14.00 |
3.75 |
36.6% |
31.00 |
ATR |
12.85 |
12.93 |
0.08 |
0.6% |
0.00 |
Volume |
4,226 |
2,837 |
-1,389 |
-32.9% |
12,086 |
|
Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,002.25 |
1,996.75 |
1,971.00 |
|
R3 |
1,988.25 |
1,982.75 |
1,967.00 |
|
R2 |
1,974.25 |
1,974.25 |
1,965.75 |
|
R1 |
1,968.75 |
1,968.75 |
1,964.50 |
1,971.50 |
PP |
1,960.25 |
1,960.25 |
1,960.25 |
1,961.50 |
S1 |
1,954.75 |
1,954.75 |
1,962.00 |
1,957.50 |
S2 |
1,946.25 |
1,946.25 |
1,960.75 |
|
S3 |
1,932.25 |
1,940.75 |
1,959.50 |
|
S4 |
1,918.25 |
1,926.75 |
1,955.50 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,046.75 |
2,031.75 |
1,971.50 |
|
R3 |
2,015.75 |
2,000.75 |
1,963.00 |
|
R2 |
1,984.75 |
1,984.75 |
1,960.25 |
|
R1 |
1,969.75 |
1,969.75 |
1,957.25 |
1,961.75 |
PP |
1,953.75 |
1,953.75 |
1,953.75 |
1,950.00 |
S1 |
1,938.75 |
1,938.75 |
1,951.75 |
1,930.75 |
S2 |
1,922.75 |
1,922.75 |
1,948.75 |
|
S3 |
1,891.75 |
1,907.75 |
1,946.00 |
|
S4 |
1,860.75 |
1,876.75 |
1,937.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,965.75 |
1,938.00 |
27.75 |
1.4% |
14.50 |
0.7% |
91% |
True |
False |
2,640 |
10 |
1,970.00 |
1,938.00 |
32.00 |
1.6% |
12.50 |
0.6% |
79% |
False |
False |
2,223 |
20 |
1,970.00 |
1,912.25 |
57.75 |
2.9% |
12.75 |
0.6% |
88% |
False |
False |
1,713 |
40 |
1,970.00 |
1,848.25 |
121.75 |
6.2% |
12.00 |
0.6% |
94% |
False |
False |
1,037 |
60 |
1,970.00 |
1,831.50 |
138.50 |
7.1% |
12.50 |
0.6% |
95% |
False |
False |
741 |
80 |
1,970.00 |
1,790.00 |
180.00 |
9.2% |
13.75 |
0.7% |
96% |
False |
False |
587 |
100 |
1,970.00 |
1,790.00 |
180.00 |
9.2% |
13.00 |
0.7% |
96% |
False |
False |
475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,025.25 |
2.618 |
2,002.50 |
1.618 |
1,988.50 |
1.000 |
1,979.75 |
0.618 |
1,974.50 |
HIGH |
1,965.75 |
0.618 |
1,960.50 |
0.500 |
1,958.75 |
0.382 |
1,957.00 |
LOW |
1,951.75 |
0.618 |
1,943.00 |
1.000 |
1,937.75 |
1.618 |
1,929.00 |
2.618 |
1,915.00 |
4.250 |
1,892.25 |
|
|
Fisher Pivots for day following 14-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,961.75 |
1,959.50 |
PP |
1,960.25 |
1,955.75 |
S1 |
1,958.75 |
1,952.00 |
|