Trading Metrics calculated at close of trading on 22-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,962.50 |
1,957.75 |
-4.75 |
-0.2% |
1,954.75 |
High |
1,963.50 |
1,972.50 |
9.00 |
0.5% |
1,970.00 |
Low |
1,951.25 |
1,957.75 |
6.50 |
0.3% |
1,934.75 |
Close |
1,958.50 |
1,967.00 |
8.50 |
0.4% |
1,963.75 |
Range |
12.25 |
14.75 |
2.50 |
20.4% |
35.25 |
ATR |
15.09 |
15.06 |
-0.02 |
-0.2% |
0.00 |
Volume |
4,342 |
3,194 |
-1,148 |
-26.4% |
14,341 |
|
Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,010.00 |
2,003.25 |
1,975.00 |
|
R3 |
1,995.25 |
1,988.50 |
1,971.00 |
|
R2 |
1,980.50 |
1,980.50 |
1,969.75 |
|
R1 |
1,973.75 |
1,973.75 |
1,968.25 |
1,977.00 |
PP |
1,965.75 |
1,965.75 |
1,965.75 |
1,967.50 |
S1 |
1,959.00 |
1,959.00 |
1,965.75 |
1,962.50 |
S2 |
1,951.00 |
1,951.00 |
1,964.25 |
|
S3 |
1,936.25 |
1,944.25 |
1,963.00 |
|
S4 |
1,921.50 |
1,929.50 |
1,959.00 |
|
|
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 |
1,972.50 |
1,934.75 |
37.75 |
1.9% |
19.25 |
1.0% |
85% |
True |
False |
3,122 |
10 |
1,972.50 |
1,934.75 |
37.75 |
1.9% |
17.00 |
0.9% |
85% |
True |
False |
2,960 |
20 |
1,972.50 |
1,928.25 |
44.25 |
2.2% |
15.00 |
0.8% |
88% |
True |
False |
2,394 |
40 |
1,972.50 |
1,883.00 |
89.50 |
4.6% |
12.75 |
0.7% |
94% |
True |
False |
1,499 |
60 |
1,972.50 |
1,831.50 |
141.00 |
7.2% |
13.00 |
0.7% |
96% |
True |
False |
1,054 |
80 |
1,972.50 |
1,790.00 |
182.50 |
9.3% |
14.00 |
0.7% |
97% |
True |
False |
813 |
100 |
1,972.50 |
1,790.00 |
182.50 |
9.3% |
13.50 |
0.7% |
97% |
True |
False |
665 |
120 |
1,972.50 |
1,712.00 |
260.50 |
13.2% |
13.00 |
0.7% |
98% |
True |
False |
555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,035.25 |
2.618 |
2,011.00 |
1.618 |
1,996.25 |
1.000 |
1,987.25 |
0.618 |
1,981.50 |
HIGH |
1,972.50 |
0.618 |
1,966.75 |
0.500 |
1,965.00 |
0.382 |
1,963.50 |
LOW |
1,957.75 |
0.618 |
1,948.75 |
1.000 |
1,943.00 |
1.618 |
1,934.00 |
2.618 |
1,919.25 |
4.250 |
1,895.00 |
|
|
Fisher Pivots for day following 22-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,966.50 |
1,962.50 |
PP |
1,965.75 |
1,958.00 |
S1 |
1,965.00 |
1,953.50 |
|