Trading Metrics calculated at close of trading on 23-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,957.75 |
1,967.00 |
9.25 |
0.5% |
1,954.75 |
High |
1,972.50 |
1,975.25 |
2.75 |
0.1% |
1,970.00 |
Low |
1,957.75 |
1,966.00 |
8.25 |
0.4% |
1,934.75 |
Close |
1,967.00 |
1,973.00 |
6.00 |
0.3% |
1,963.75 |
Range |
14.75 |
9.25 |
-5.50 |
-37.3% |
35.25 |
ATR |
15.06 |
14.65 |
-0.42 |
-2.8% |
0.00 |
Volume |
3,194 |
2,102 |
-1,092 |
-34.2% |
14,341 |
|
Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,999.25 |
1,995.25 |
1,978.00 |
|
R3 |
1,990.00 |
1,986.00 |
1,975.50 |
|
R2 |
1,980.75 |
1,980.75 |
1,974.75 |
|
R1 |
1,976.75 |
1,976.75 |
1,973.75 |
1,978.75 |
PP |
1,971.50 |
1,971.50 |
1,971.50 |
1,972.50 |
S1 |
1,967.50 |
1,967.50 |
1,972.25 |
1,969.50 |
S2 |
1,962.25 |
1,962.25 |
1,971.25 |
|
S3 |
1,953.00 |
1,958.25 |
1,970.50 |
|
S4 |
1,943.75 |
1,949.00 |
1,968.00 |
|
|
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 |
1,975.25 |
1,934.75 |
40.50 |
2.1% |
19.00 |
1.0% |
94% |
True |
False |
3,001 |
10 |
1,975.25 |
1,934.75 |
40.50 |
2.1% |
16.75 |
0.9% |
94% |
True |
False |
2,944 |
20 |
1,975.25 |
1,928.25 |
47.00 |
2.4% |
14.50 |
0.7% |
95% |
True |
False |
2,472 |
40 |
1,975.25 |
1,890.75 |
84.50 |
4.3% |
12.75 |
0.6% |
97% |
True |
False |
1,550 |
60 |
1,975.25 |
1,840.00 |
135.25 |
6.9% |
13.00 |
0.7% |
98% |
True |
False |
1,088 |
80 |
1,975.25 |
1,790.00 |
185.25 |
9.4% |
14.00 |
0.7% |
99% |
True |
False |
839 |
100 |
1,975.25 |
1,790.00 |
185.25 |
9.4% |
13.50 |
0.7% |
99% |
True |
False |
686 |
120 |
1,975.25 |
1,712.00 |
263.25 |
13.3% |
13.00 |
0.7% |
99% |
True |
False |
573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,014.50 |
2.618 |
1,999.50 |
1.618 |
1,990.25 |
1.000 |
1,984.50 |
0.618 |
1,981.00 |
HIGH |
1,975.25 |
0.618 |
1,971.75 |
0.500 |
1,970.50 |
0.382 |
1,969.50 |
LOW |
1,966.00 |
0.618 |
1,960.25 |
1.000 |
1,956.75 |
1.618 |
1,951.00 |
2.618 |
1,941.75 |
4.250 |
1,926.75 |
|
|
Fisher Pivots for day following 23-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,972.25 |
1,969.75 |
PP |
1,971.50 |
1,966.50 |
S1 |
1,970.50 |
1,963.25 |
|