Trading Metrics calculated at close of trading on 15-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,954.75 |
1,963.25 |
8.50 |
0.4% |
1,968.75 |
High |
1,965.75 |
1,968.25 |
2.50 |
0.1% |
1,969.00 |
Low |
1,951.75 |
1,951.25 |
-0.50 |
0.0% |
1,938.00 |
Close |
1,963.25 |
1,960.25 |
-3.00 |
-0.2% |
1,954.50 |
Range |
14.00 |
17.00 |
3.00 |
21.4% |
31.00 |
ATR |
12.93 |
13.22 |
0.29 |
2.2% |
0.00 |
Volume |
2,837 |
3,428 |
591 |
20.8% |
12,086 |
|
Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,011.00 |
2,002.50 |
1,969.50 |
|
R3 |
1,994.00 |
1,985.50 |
1,965.00 |
|
R2 |
1,977.00 |
1,977.00 |
1,963.25 |
|
R1 |
1,968.50 |
1,968.50 |
1,961.75 |
1,964.25 |
PP |
1,960.00 |
1,960.00 |
1,960.00 |
1,957.75 |
S1 |
1,951.50 |
1,951.50 |
1,958.75 |
1,947.25 |
S2 |
1,943.00 |
1,943.00 |
1,957.25 |
|
S3 |
1,926.00 |
1,934.50 |
1,955.50 |
|
S4 |
1,909.00 |
1,917.50 |
1,951.00 |
|
|
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 |
1,968.25 |
1,938.00 |
30.25 |
1.5% |
14.50 |
0.7% |
74% |
True |
False |
2,799 |
10 |
1,970.00 |
1,938.00 |
32.00 |
1.6% |
13.25 |
0.7% |
70% |
False |
False |
2,230 |
20 |
1,970.00 |
1,916.75 |
53.25 |
2.7% |
13.00 |
0.7% |
82% |
False |
False |
1,871 |
40 |
1,970.00 |
1,850.50 |
119.50 |
6.1% |
12.25 |
0.6% |
92% |
False |
False |
1,121 |
60 |
1,970.00 |
1,831.50 |
138.50 |
7.1% |
12.50 |
0.6% |
93% |
False |
False |
796 |
80 |
1,970.00 |
1,790.00 |
180.00 |
9.2% |
13.75 |
0.7% |
95% |
False |
False |
627 |
100 |
1,970.00 |
1,790.00 |
180.00 |
9.2% |
13.00 |
0.7% |
95% |
False |
False |
509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,040.50 |
2.618 |
2,012.75 |
1.618 |
1,995.75 |
1.000 |
1,985.25 |
0.618 |
1,978.75 |
HIGH |
1,968.25 |
0.618 |
1,961.75 |
0.500 |
1,959.75 |
0.382 |
1,957.75 |
LOW |
1,951.25 |
0.618 |
1,940.75 |
1.000 |
1,934.25 |
1.618 |
1,923.75 |
2.618 |
1,906.75 |
4.250 |
1,879.00 |
|
|
Fisher Pivots for day following 15-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,960.00 |
1,959.00 |
PP |
1,960.00 |
1,958.00 |
S1 |
1,959.75 |
1,956.75 |
|