Trading Metrics calculated at close of trading on 18-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
17,133.45 |
16,978.16 |
-155.29 |
-0.9% |
16,950.93 |
High |
17,151.56 |
17,113.51 |
-38.05 |
-0.2% |
17,151.56 |
Low |
16,966.19 |
16,977.52 |
11.33 |
0.1% |
16,950.93 |
Close |
16,976.81 |
17,100.18 |
123.37 |
0.7% |
17,100.18 |
Range |
185.37 |
135.99 |
-49.38 |
-26.6% |
200.63 |
ATR |
110.85 |
112.69 |
1.85 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,471.71 |
17,421.93 |
17,174.97 |
|
R3 |
17,335.72 |
17,285.94 |
17,137.58 |
|
R2 |
17,199.73 |
17,199.73 |
17,125.11 |
|
R1 |
17,149.95 |
17,149.95 |
17,112.65 |
17,174.84 |
PP |
17,063.74 |
17,063.74 |
17,063.74 |
17,076.18 |
S1 |
17,013.96 |
17,013.96 |
17,087.71 |
17,038.85 |
S2 |
16,927.75 |
16,927.75 |
17,075.25 |
|
S3 |
16,791.76 |
16,877.97 |
17,062.78 |
|
S4 |
16,655.77 |
16,741.98 |
17,025.39 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,669.45 |
17,585.44 |
17,210.53 |
|
R3 |
17,468.82 |
17,384.81 |
17,155.35 |
|
R2 |
17,268.19 |
17,268.19 |
17,136.96 |
|
R1 |
17,184.18 |
17,184.18 |
17,118.57 |
17,226.19 |
PP |
17,067.56 |
17,067.56 |
17,067.56 |
17,088.56 |
S1 |
16,983.55 |
16,983.55 |
17,081.79 |
17,025.56 |
S2 |
16,866.93 |
16,866.93 |
17,063.40 |
|
S3 |
16,666.30 |
16,782.92 |
17,045.01 |
|
S4 |
16,465.67 |
16,582.29 |
16,989.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,151.56 |
16,950.93 |
200.63 |
1.2% |
130.05 |
0.8% |
74% |
False |
False |
|
10 |
17,151.56 |
16,805.38 |
346.18 |
2.0% |
121.82 |
0.7% |
85% |
False |
False |
|
20 |
17,151.56 |
16,746.09 |
405.47 |
2.4% |
108.49 |
0.6% |
87% |
False |
False |
|
40 |
17,151.56 |
16,489.61 |
661.95 |
3.9% |
95.93 |
0.6% |
92% |
False |
False |
|
60 |
17,151.56 |
16,312.66 |
838.90 |
4.9% |
106.27 |
0.6% |
94% |
False |
False |
|
80 |
17,151.56 |
16,015.32 |
1,136.24 |
6.6% |
115.80 |
0.7% |
95% |
False |
False |
|
100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.6% |
124.24 |
0.7% |
95% |
False |
False |
|
120 |
17,151.56 |
15,340.69 |
1,810.87 |
10.6% |
130.89 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,691.47 |
2.618 |
17,469.53 |
1.618 |
17,333.54 |
1.000 |
17,249.50 |
0.618 |
17,197.55 |
HIGH |
17,113.51 |
0.618 |
17,061.56 |
0.500 |
17,045.52 |
0.382 |
17,029.47 |
LOW |
16,977.52 |
0.618 |
16,893.48 |
1.000 |
16,841.53 |
1.618 |
16,757.49 |
2.618 |
16,621.50 |
4.250 |
16,399.56 |
|
|
Fisher Pivots for day following 18-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
17,081.96 |
17,086.41 |
PP |
17,063.74 |
17,072.64 |
S1 |
17,045.52 |
17,058.88 |
|