Trading Metrics calculated at close of trading on 21-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,940.50 |
1,962.50 |
22.00 |
1.1% |
1,954.75 |
High |
1,966.25 |
1,963.50 |
-2.75 |
-0.1% |
1,970.00 |
Low |
1,934.75 |
1,951.25 |
16.50 |
0.9% |
1,934.75 |
Close |
1,963.75 |
1,958.50 |
-5.25 |
-0.3% |
1,963.75 |
Range |
31.50 |
12.25 |
-19.25 |
-61.1% |
35.25 |
ATR |
15.29 |
15.09 |
-0.20 |
-1.3% |
0.00 |
Volume |
3,890 |
4,342 |
452 |
11.6% |
14,341 |
|
Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,994.50 |
1,988.75 |
1,965.25 |
|
R3 |
1,982.25 |
1,976.50 |
1,961.75 |
|
R2 |
1,970.00 |
1,970.00 |
1,960.75 |
|
R1 |
1,964.25 |
1,964.25 |
1,959.50 |
1,961.00 |
PP |
1,957.75 |
1,957.75 |
1,957.75 |
1,956.00 |
S1 |
1,952.00 |
1,952.00 |
1,957.50 |
1,948.75 |
S2 |
1,945.50 |
1,945.50 |
1,956.25 |
|
S3 |
1,933.25 |
1,939.75 |
1,955.25 |
|
S4 |
1,921.00 |
1,927.50 |
1,951.75 |
|
|
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% |
19.75 |
1.0% |
67% |
False |
False |
3,169 |
10 |
1,970.00 |
1,934.75 |
35.25 |
1.8% |
17.00 |
0.9% |
67% |
False |
False |
2,904 |
20 |
1,970.00 |
1,928.25 |
41.75 |
2.1% |
14.75 |
0.8% |
72% |
False |
False |
2,254 |
40 |
1,970.00 |
1,876.00 |
94.00 |
4.8% |
12.75 |
0.6% |
88% |
False |
False |
1,422 |
60 |
1,970.00 |
1,831.50 |
138.50 |
7.1% |
13.25 |
0.7% |
92% |
False |
False |
1,001 |
80 |
1,970.00 |
1,790.00 |
180.00 |
9.2% |
14.00 |
0.7% |
94% |
False |
False |
780 |
100 |
1,970.00 |
1,790.00 |
180.00 |
9.2% |
13.50 |
0.7% |
94% |
False |
False |
633 |
120 |
1,970.00 |
1,712.00 |
258.00 |
13.2% |
13.00 |
0.7% |
96% |
False |
False |
529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,015.50 |
2.618 |
1,995.50 |
1.618 |
1,983.25 |
1.000 |
1,975.75 |
0.618 |
1,971.00 |
HIGH |
1,963.50 |
0.618 |
1,958.75 |
0.500 |
1,957.50 |
0.382 |
1,956.00 |
LOW |
1,951.25 |
0.618 |
1,943.75 |
1.000 |
1,939.00 |
1.618 |
1,931.50 |
2.618 |
1,919.25 |
4.250 |
1,899.25 |
|
|
Fisher Pivots for day following 21-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,958.00 |
1,956.25 |
PP |
1,957.75 |
1,953.75 |
S1 |
1,957.50 |
1,951.50 |
|