Trading Metrics calculated at close of trading on 25-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,972.75 |
1,971.00 |
-1.75 |
-0.1% |
1,962.50 |
High |
1,977.75 |
1,972.75 |
-5.00 |
-0.3% |
1,977.75 |
Low |
1,969.00 |
1,960.50 |
-8.50 |
-0.4% |
1,951.25 |
Close |
1,972.75 |
1,963.50 |
-9.25 |
-0.5% |
1,963.50 |
Range |
8.75 |
12.25 |
3.50 |
40.0% |
26.50 |
ATR |
14.23 |
14.09 |
-0.14 |
-1.0% |
0.00 |
Volume |
2,242 |
2,762 |
520 |
23.2% |
14,642 |
|
Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,002.25 |
1,995.25 |
1,970.25 |
|
R3 |
1,990.00 |
1,983.00 |
1,966.75 |
|
R2 |
1,977.75 |
1,977.75 |
1,965.75 |
|
R1 |
1,970.75 |
1,970.75 |
1,964.50 |
1,968.00 |
PP |
1,965.50 |
1,965.50 |
1,965.50 |
1,964.25 |
S1 |
1,958.50 |
1,958.50 |
1,962.50 |
1,956.00 |
S2 |
1,953.25 |
1,953.25 |
1,961.25 |
|
S3 |
1,941.00 |
1,946.25 |
1,960.25 |
|
S4 |
1,928.75 |
1,934.00 |
1,956.75 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,043.75 |
2,030.00 |
1,978.00 |
|
R3 |
2,017.25 |
2,003.50 |
1,970.75 |
|
R2 |
1,990.75 |
1,990.75 |
1,968.25 |
|
R1 |
1,977.00 |
1,977.00 |
1,966.00 |
1,984.00 |
PP |
1,964.25 |
1,964.25 |
1,964.25 |
1,967.50 |
S1 |
1,950.50 |
1,950.50 |
1,961.00 |
1,957.50 |
S2 |
1,937.75 |
1,937.75 |
1,958.75 |
|
S3 |
1,911.25 |
1,924.00 |
1,956.25 |
|
S4 |
1,884.75 |
1,897.50 |
1,949.00 |
|
|
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 |
1,951.25 |
26.50 |
1.3% |
11.50 |
0.6% |
46% |
False |
False |
2,928 |
10 |
1,977.75 |
1,934.75 |
43.00 |
2.2% |
15.75 |
0.8% |
67% |
False |
False |
2,898 |
20 |
1,977.75 |
1,934.75 |
43.00 |
2.2% |
14.00 |
0.7% |
67% |
False |
False |
2,480 |
40 |
1,977.75 |
1,899.00 |
78.75 |
4.0% |
13.00 |
0.7% |
82% |
False |
False |
1,671 |
60 |
1,977.75 |
1,840.00 |
137.75 |
7.0% |
13.00 |
0.7% |
90% |
False |
False |
1,171 |
80 |
1,977.75 |
1,790.00 |
187.75 |
9.6% |
14.00 |
0.7% |
92% |
False |
False |
900 |
100 |
1,977.75 |
1,790.00 |
187.75 |
9.6% |
13.75 |
0.7% |
92% |
False |
False |
736 |
120 |
1,977.75 |
1,720.00 |
257.75 |
13.1% |
12.75 |
0.6% |
94% |
False |
False |
614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,024.75 |
2.618 |
2,004.75 |
1.618 |
1,992.50 |
1.000 |
1,985.00 |
0.618 |
1,980.25 |
HIGH |
1,972.75 |
0.618 |
1,968.00 |
0.500 |
1,966.50 |
0.382 |
1,965.25 |
LOW |
1,960.50 |
0.618 |
1,953.00 |
1.000 |
1,948.25 |
1.618 |
1,940.75 |
2.618 |
1,928.50 |
4.250 |
1,908.50 |
|
|
Fisher Pivots for day following 25-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,966.50 |
1,969.00 |
PP |
1,965.50 |
1,967.25 |
S1 |
1,964.50 |
1,965.50 |
|