Trading Metrics calculated at close of trading on 18-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,964.00 |
1,940.50 |
-23.50 |
-1.2% |
1,954.75 |
High |
1,968.25 |
1,966.25 |
-2.00 |
-0.1% |
1,970.00 |
Low |
1,941.00 |
1,934.75 |
-6.25 |
-0.3% |
1,934.75 |
Close |
1,945.75 |
1,963.75 |
18.00 |
0.9% |
1,963.75 |
Range |
27.25 |
31.50 |
4.25 |
15.6% |
35.25 |
ATR |
14.04 |
15.29 |
1.25 |
8.9% |
0.00 |
Volume |
1,477 |
3,890 |
2,413 |
163.4% |
14,341 |
|
Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,049.50 |
2,038.00 |
1,981.00 |
|
R3 |
2,018.00 |
2,006.50 |
1,972.50 |
|
R2 |
1,986.50 |
1,986.50 |
1,969.50 |
|
R1 |
1,975.00 |
1,975.00 |
1,966.75 |
1,980.75 |
PP |
1,955.00 |
1,955.00 |
1,955.00 |
1,957.75 |
S1 |
1,943.50 |
1,943.50 |
1,960.75 |
1,949.25 |
S2 |
1,923.50 |
1,923.50 |
1,958.00 |
|
S3 |
1,892.00 |
1,912.00 |
1,955.00 |
|
S4 |
1,860.50 |
1,880.50 |
1,946.50 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,062.00 |
2,048.00 |
1,983.25 |
|
R3 |
2,026.75 |
2,012.75 |
1,973.50 |
|
R2 |
1,991.50 |
1,991.50 |
1,970.25 |
|
R1 |
1,977.50 |
1,977.50 |
1,967.00 |
1,984.50 |
PP |
1,956.25 |
1,956.25 |
1,956.25 |
1,959.50 |
S1 |
1,942.25 |
1,942.25 |
1,960.50 |
1,949.25 |
S2 |
1,921.00 |
1,921.00 |
1,957.25 |
|
S3 |
1,885.75 |
1,907.00 |
1,954.00 |
|
S4 |
1,850.50 |
1,871.75 |
1,944.25 |
|
|
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 |
1,934.75 |
35.25 |
1.8% |
20.00 |
1.0% |
82% |
False |
True |
2,868 |
10 |
1,970.00 |
1,934.75 |
35.25 |
1.8% |
16.75 |
0.9% |
82% |
False |
True |
2,642 |
20 |
1,970.00 |
1,928.25 |
41.75 |
2.1% |
14.50 |
0.7% |
85% |
False |
False |
2,105 |
40 |
1,970.00 |
1,871.75 |
98.25 |
5.0% |
12.50 |
0.6% |
94% |
False |
False |
1,317 |
60 |
1,970.00 |
1,831.50 |
138.50 |
7.1% |
13.25 |
0.7% |
95% |
False |
False |
929 |
80 |
1,970.00 |
1,790.00 |
180.00 |
9.2% |
14.00 |
0.7% |
97% |
False |
False |
727 |
100 |
1,970.00 |
1,790.00 |
180.00 |
9.2% |
13.50 |
0.7% |
97% |
False |
False |
590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,100.00 |
2.618 |
2,048.75 |
1.618 |
2,017.25 |
1.000 |
1,997.75 |
0.618 |
1,985.75 |
HIGH |
1,966.25 |
0.618 |
1,954.25 |
0.500 |
1,950.50 |
0.382 |
1,946.75 |
LOW |
1,934.75 |
0.618 |
1,915.25 |
1.000 |
1,903.25 |
1.618 |
1,883.75 |
2.618 |
1,852.25 |
4.250 |
1,801.00 |
|
|
Fisher Pivots for day following 18-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,959.25 |
1,960.00 |
PP |
1,955.00 |
1,956.25 |
S1 |
1,950.50 |
1,952.50 |
|