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 |
3,924.50 |
3,944.75 |
20.25 |
0.5% |
3,898.00 |
High |
3,959.50 |
3,983.25 |
23.75 |
0.6% |
3,941.00 |
Low |
3,923.75 |
3,944.25 |
20.50 |
0.5% |
3,854.00 |
Close |
3,950.50 |
3,975.50 |
25.00 |
0.6% |
3,930.25 |
Range |
35.75 |
39.00 |
3.25 |
9.1% |
87.00 |
ATR |
39.74 |
39.69 |
-0.05 |
-0.1% |
0.00 |
Volume |
198,837 |
209,511 |
10,674 |
5.4% |
1,383,696 |
|
Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,084.75 |
4,069.00 |
3,997.00 |
|
R3 |
4,045.75 |
4,030.00 |
3,986.25 |
|
R2 |
4,006.75 |
4,006.75 |
3,982.75 |
|
R1 |
3,991.00 |
3,991.00 |
3,979.00 |
3,999.00 |
PP |
3,967.75 |
3,967.75 |
3,967.75 |
3,971.50 |
S1 |
3,952.00 |
3,952.00 |
3,972.00 |
3,960.00 |
S2 |
3,928.75 |
3,928.75 |
3,968.25 |
|
S3 |
3,889.75 |
3,913.00 |
3,964.75 |
|
S4 |
3,850.75 |
3,874.00 |
3,954.00 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,169.50 |
4,136.75 |
3,978.00 |
|
R3 |
4,082.50 |
4,049.75 |
3,954.25 |
|
R2 |
3,995.50 |
3,995.50 |
3,946.25 |
|
R1 |
3,962.75 |
3,962.75 |
3,938.25 |
3,979.00 |
PP |
3,908.50 |
3,908.50 |
3,908.50 |
3,916.50 |
S1 |
3,875.75 |
3,875.75 |
3,922.25 |
3,892.00 |
S2 |
3,821.50 |
3,821.50 |
3,914.25 |
|
S3 |
3,734.50 |
3,788.75 |
3,906.25 |
|
S4 |
3,647.50 |
3,701.75 |
3,882.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,983.25 |
3,854.00 |
129.25 |
3.3% |
49.75 |
1.3% |
94% |
True |
False |
260,092 |
10 |
3,983.25 |
3,831.50 |
151.75 |
3.8% |
45.00 |
1.1% |
95% |
True |
False |
252,997 |
20 |
3,983.25 |
3,783.00 |
200.25 |
5.0% |
39.50 |
1.0% |
96% |
True |
False |
228,772 |
40 |
3,983.25 |
3,700.25 |
283.00 |
7.1% |
34.50 |
0.9% |
97% |
True |
False |
165,301 |
60 |
3,983.25 |
3,500.00 |
483.25 |
12.2% |
36.00 |
0.9% |
98% |
True |
False |
110,332 |
80 |
3,983.25 |
3,404.00 |
579.25 |
14.6% |
41.00 |
1.0% |
99% |
True |
False |
82,761 |
100 |
3,983.25 |
3,404.00 |
579.25 |
14.6% |
41.00 |
1.0% |
99% |
True |
False |
66,214 |
120 |
3,983.25 |
3,404.00 |
579.25 |
14.6% |
36.00 |
0.9% |
99% |
True |
False |
55,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,149.00 |
2.618 |
4,085.25 |
1.618 |
4,046.25 |
1.000 |
4,022.25 |
0.618 |
4,007.25 |
HIGH |
3,983.25 |
0.618 |
3,968.25 |
0.500 |
3,963.75 |
0.382 |
3,959.25 |
LOW |
3,944.25 |
0.618 |
3,920.25 |
1.000 |
3,905.25 |
1.618 |
3,881.25 |
2.618 |
3,842.25 |
4.250 |
3,778.50 |
|
|
Fisher Pivots for day following 23-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,971.50 |
3,965.75 |
PP |
3,967.75 |
3,956.25 |
S1 |
3,963.75 |
3,946.50 |
|