Trading Metrics calculated at close of trading on 24-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,967.00 |
1,972.75 |
5.75 |
0.3% |
1,954.75 |
High |
1,975.25 |
1,977.75 |
2.50 |
0.1% |
1,970.00 |
Low |
1,966.00 |
1,969.00 |
3.00 |
0.2% |
1,934.75 |
Close |
1,973.00 |
1,972.75 |
-0.25 |
0.0% |
1,963.75 |
Range |
9.25 |
8.75 |
-0.50 |
-5.4% |
35.25 |
ATR |
14.65 |
14.23 |
-0.42 |
-2.9% |
0.00 |
Volume |
2,102 |
2,242 |
140 |
6.7% |
14,341 |
|
Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,999.50 |
1,994.75 |
1,977.50 |
|
R3 |
1,990.75 |
1,986.00 |
1,975.25 |
|
R2 |
1,982.00 |
1,982.00 |
1,974.25 |
|
R1 |
1,977.25 |
1,977.25 |
1,973.50 |
1,977.00 |
PP |
1,973.25 |
1,973.25 |
1,973.25 |
1,973.00 |
S1 |
1,968.50 |
1,968.50 |
1,972.00 |
1,968.50 |
S2 |
1,964.50 |
1,964.50 |
1,971.25 |
|
S3 |
1,955.75 |
1,959.75 |
1,970.25 |
|
S4 |
1,947.00 |
1,951.00 |
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 |
1,977.75 |
1,934.75 |
43.00 |
2.2% |
15.25 |
0.8% |
88% |
True |
False |
3,154 |
10 |
1,977.75 |
1,934.75 |
43.00 |
2.2% |
15.50 |
0.8% |
88% |
True |
False |
3,044 |
20 |
1,977.75 |
1,928.25 |
49.50 |
2.5% |
14.25 |
0.7% |
90% |
True |
False |
2,424 |
40 |
1,977.75 |
1,892.75 |
85.00 |
4.3% |
12.75 |
0.7% |
94% |
True |
False |
1,604 |
60 |
1,977.75 |
1,840.00 |
137.75 |
7.0% |
13.00 |
0.7% |
96% |
True |
False |
1,125 |
80 |
1,977.75 |
1,790.00 |
187.75 |
9.5% |
14.00 |
0.7% |
97% |
True |
False |
867 |
100 |
1,977.75 |
1,790.00 |
187.75 |
9.5% |
13.50 |
0.7% |
97% |
True |
False |
708 |
120 |
1,977.75 |
1,712.00 |
265.75 |
13.5% |
13.00 |
0.7% |
98% |
True |
False |
591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,015.00 |
2.618 |
2,000.75 |
1.618 |
1,992.00 |
1.000 |
1,986.50 |
0.618 |
1,983.25 |
HIGH |
1,977.75 |
0.618 |
1,974.50 |
0.500 |
1,973.50 |
0.382 |
1,972.25 |
LOW |
1,969.00 |
0.618 |
1,963.50 |
1.000 |
1,960.25 |
1.618 |
1,954.75 |
2.618 |
1,946.00 |
4.250 |
1,931.75 |
|
|
Fisher Pivots for day following 24-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,973.50 |
1,971.00 |
PP |
1,973.25 |
1,969.50 |
S1 |
1,973.00 |
1,967.75 |
|