Trading Metrics calculated at close of trading on 17-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,960.25 |
1,964.00 |
3.75 |
0.2% |
1,968.75 |
High |
1,970.00 |
1,968.25 |
-1.75 |
-0.1% |
1,969.00 |
Low |
1,959.50 |
1,941.00 |
-18.50 |
-0.9% |
1,938.00 |
Close |
1,967.00 |
1,945.75 |
-21.25 |
-1.1% |
1,954.50 |
Range |
10.50 |
27.25 |
16.75 |
159.5% |
31.00 |
ATR |
13.02 |
14.04 |
1.02 |
7.8% |
0.00 |
Volume |
2,709 |
1,477 |
-1,232 |
-45.5% |
12,086 |
|
Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,033.50 |
2,016.75 |
1,960.75 |
|
R3 |
2,006.25 |
1,989.50 |
1,953.25 |
|
R2 |
1,979.00 |
1,979.00 |
1,950.75 |
|
R1 |
1,962.25 |
1,962.25 |
1,948.25 |
1,957.00 |
PP |
1,951.75 |
1,951.75 |
1,951.75 |
1,949.00 |
S1 |
1,935.00 |
1,935.00 |
1,943.25 |
1,929.75 |
S2 |
1,924.50 |
1,924.50 |
1,940.75 |
|
S3 |
1,897.25 |
1,907.75 |
1,938.25 |
|
S4 |
1,870.00 |
1,880.50 |
1,930.75 |
|
|
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 |
1,941.00 |
29.00 |
1.5% |
15.75 |
0.8% |
16% |
False |
True |
2,935 |
10 |
1,970.00 |
1,938.00 |
32.00 |
1.6% |
14.75 |
0.8% |
24% |
False |
False |
2,404 |
20 |
1,970.00 |
1,928.25 |
41.75 |
2.1% |
13.25 |
0.7% |
42% |
False |
False |
1,966 |
40 |
1,970.00 |
1,851.25 |
118.75 |
6.1% |
12.25 |
0.6% |
80% |
False |
False |
1,221 |
60 |
1,970.00 |
1,831.50 |
138.50 |
7.1% |
12.75 |
0.7% |
82% |
False |
False |
864 |
80 |
1,970.00 |
1,790.00 |
180.00 |
9.3% |
13.75 |
0.7% |
87% |
False |
False |
678 |
100 |
1,970.00 |
1,790.00 |
180.00 |
9.3% |
13.25 |
0.7% |
87% |
False |
False |
551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,084.00 |
2.618 |
2,039.50 |
1.618 |
2,012.25 |
1.000 |
1,995.50 |
0.618 |
1,985.00 |
HIGH |
1,968.25 |
0.618 |
1,957.75 |
0.500 |
1,954.50 |
0.382 |
1,951.50 |
LOW |
1,941.00 |
0.618 |
1,924.25 |
1.000 |
1,913.75 |
1.618 |
1,897.00 |
2.618 |
1,869.75 |
4.250 |
1,825.25 |
|
|
Fisher Pivots for day following 17-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,954.50 |
1,955.50 |
PP |
1,951.75 |
1,952.25 |
S1 |
1,948.75 |
1,949.00 |
|