Trading Metrics calculated at close of trading on 28-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
17,079.50 |
16,956.91 |
-122.59 |
-0.7% |
17,095.11 |
High |
17,082.33 |
17,001.38 |
-80.95 |
-0.5% |
17,133.43 |
Low |
16,915.65 |
16,877.72 |
-37.93 |
-0.2% |
16,915.65 |
Close |
16,960.57 |
16,982.59 |
22.02 |
0.1% |
16,960.57 |
Range |
166.68 |
123.66 |
-43.02 |
-25.8% |
217.78 |
ATR |
109.61 |
110.61 |
1.00 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,324.88 |
17,277.39 |
17,050.60 |
|
R3 |
17,201.22 |
17,153.73 |
17,016.60 |
|
R2 |
17,077.56 |
17,077.56 |
17,005.26 |
|
R1 |
17,030.07 |
17,030.07 |
16,993.93 |
17,053.82 |
PP |
16,953.90 |
16,953.90 |
16,953.90 |
16,965.77 |
S1 |
16,906.41 |
16,906.41 |
16,971.25 |
16,930.16 |
S2 |
16,830.24 |
16,830.24 |
16,959.92 |
|
S3 |
16,706.58 |
16,782.75 |
16,948.58 |
|
S4 |
16,582.92 |
16,659.09 |
16,914.58 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,656.56 |
17,526.34 |
17,080.35 |
|
R3 |
17,438.78 |
17,308.56 |
17,020.46 |
|
R2 |
17,221.00 |
17,221.00 |
17,000.50 |
|
R1 |
17,090.78 |
17,090.78 |
16,980.53 |
17,047.00 |
PP |
17,003.22 |
17,003.22 |
17,003.22 |
16,981.33 |
S1 |
16,873.00 |
16,873.00 |
16,940.61 |
16,829.22 |
S2 |
16,785.44 |
16,785.44 |
16,920.64 |
|
S3 |
16,567.66 |
16,655.22 |
16,900.68 |
|
S4 |
16,349.88 |
16,437.44 |
16,840.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,133.43 |
16,877.72 |
255.71 |
1.5% |
101.08 |
0.6% |
41% |
False |
True |
|
10 |
17,151.56 |
16,877.72 |
273.84 |
1.6% |
113.89 |
0.7% |
38% |
False |
True |
|
20 |
17,151.56 |
16,801.94 |
349.62 |
2.1% |
110.82 |
0.7% |
52% |
False |
False |
|
40 |
17,151.56 |
16,673.65 |
477.91 |
2.8% |
100.80 |
0.6% |
65% |
False |
False |
|
60 |
17,151.56 |
16,341.30 |
810.26 |
4.8% |
104.78 |
0.6% |
79% |
False |
False |
|
80 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
113.63 |
0.7% |
85% |
False |
False |
|
100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
121.02 |
0.7% |
85% |
False |
False |
|
120 |
17,151.56 |
15,340.69 |
1,810.87 |
10.7% |
126.07 |
0.7% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,526.94 |
2.618 |
17,325.12 |
1.618 |
17,201.46 |
1.000 |
17,125.04 |
0.618 |
17,077.80 |
HIGH |
17,001.38 |
0.618 |
16,954.14 |
0.500 |
16,939.55 |
0.382 |
16,924.96 |
LOW |
16,877.72 |
0.618 |
16,801.30 |
1.000 |
16,754.06 |
1.618 |
16,677.64 |
2.618 |
16,553.98 |
4.250 |
16,352.17 |
|
|
Fisher Pivots for day following 28-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
16,968.24 |
16,998.78 |
PP |
16,953.90 |
16,993.38 |
S1 |
16,939.55 |
16,987.99 |
|