Trading Metrics calculated at close of trading on 16-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,963.25 |
1,960.25 |
-3.00 |
-0.2% |
1,968.75 |
High |
1,968.25 |
1,970.00 |
1.75 |
0.1% |
1,969.00 |
Low |
1,951.25 |
1,959.50 |
8.25 |
0.4% |
1,938.00 |
Close |
1,960.25 |
1,967.00 |
6.75 |
0.3% |
1,954.50 |
Range |
17.00 |
10.50 |
-6.50 |
-38.2% |
31.00 |
ATR |
13.22 |
13.02 |
-0.19 |
-1.5% |
0.00 |
Volume |
3,428 |
2,709 |
-719 |
-21.0% |
12,086 |
|
Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,997.00 |
1,992.50 |
1,972.75 |
|
R3 |
1,986.50 |
1,982.00 |
1,970.00 |
|
R2 |
1,976.00 |
1,976.00 |
1,969.00 |
|
R1 |
1,971.50 |
1,971.50 |
1,968.00 |
1,973.75 |
PP |
1,965.50 |
1,965.50 |
1,965.50 |
1,966.50 |
S1 |
1,961.00 |
1,961.00 |
1,966.00 |
1,963.25 |
S2 |
1,955.00 |
1,955.00 |
1,965.00 |
|
S3 |
1,944.50 |
1,950.50 |
1,964.00 |
|
S4 |
1,934.00 |
1,940.00 |
1,961.25 |
|
|
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 |
1,970.00 |
1,938.00 |
32.00 |
1.6% |
14.75 |
0.7% |
91% |
True |
False |
2,887 |
10 |
1,970.00 |
1,938.00 |
32.00 |
1.6% |
12.75 |
0.6% |
91% |
True |
False |
2,392 |
20 |
1,970.00 |
1,923.75 |
46.25 |
2.4% |
13.00 |
0.7% |
94% |
True |
False |
1,986 |
40 |
1,970.00 |
1,850.50 |
119.50 |
6.1% |
12.00 |
0.6% |
97% |
True |
False |
1,186 |
60 |
1,970.00 |
1,831.50 |
138.50 |
7.0% |
12.75 |
0.6% |
98% |
True |
False |
840 |
80 |
1,970.00 |
1,790.00 |
180.00 |
9.2% |
13.75 |
0.7% |
98% |
True |
False |
660 |
100 |
1,970.00 |
1,790.00 |
180.00 |
9.2% |
13.00 |
0.7% |
98% |
True |
False |
536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,014.50 |
2.618 |
1,997.50 |
1.618 |
1,987.00 |
1.000 |
1,980.50 |
0.618 |
1,976.50 |
HIGH |
1,970.00 |
0.618 |
1,966.00 |
0.500 |
1,964.75 |
0.382 |
1,963.50 |
LOW |
1,959.50 |
0.618 |
1,953.00 |
1.000 |
1,949.00 |
1.618 |
1,942.50 |
2.618 |
1,932.00 |
4.250 |
1,915.00 |
|
|
Fisher Pivots for day following 16-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,966.25 |
1,965.00 |
PP |
1,965.50 |
1,962.75 |
S1 |
1,964.75 |
1,960.50 |
|