Trading Metrics calculated at close of trading on 29-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
16,956.91 |
16,984.33 |
27.42 |
0.2% |
17,095.11 |
High |
17,001.38 |
17,056.46 |
55.08 |
0.3% |
17,133.43 |
Low |
16,877.72 |
16,912.11 |
34.39 |
0.2% |
16,915.65 |
Close |
16,982.59 |
16,912.11 |
-70.48 |
-0.4% |
16,960.57 |
Range |
123.66 |
144.35 |
20.69 |
16.7% |
217.78 |
ATR |
110.61 |
113.02 |
2.41 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,393.28 |
17,297.04 |
16,991.50 |
|
R3 |
17,248.93 |
17,152.69 |
16,951.81 |
|
R2 |
17,104.58 |
17,104.58 |
16,938.57 |
|
R1 |
17,008.34 |
17,008.34 |
16,925.34 |
16,984.29 |
PP |
16,960.23 |
16,960.23 |
16,960.23 |
16,948.20 |
S1 |
16,863.99 |
16,863.99 |
16,898.88 |
16,839.94 |
S2 |
16,815.88 |
16,815.88 |
16,885.65 |
|
S3 |
16,671.53 |
16,719.64 |
16,872.41 |
|
S4 |
16,527.18 |
16,575.29 |
16,832.72 |
|
|
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 |
17,121.05 |
16,877.72 |
243.33 |
1.4% |
111.29 |
0.7% |
14% |
False |
False |
|
10 |
17,151.56 |
16,877.72 |
273.84 |
1.6% |
116.93 |
0.7% |
13% |
False |
False |
|
20 |
17,151.56 |
16,805.38 |
346.18 |
2.0% |
114.57 |
0.7% |
31% |
False |
False |
|
40 |
17,151.56 |
16,673.65 |
477.91 |
2.8% |
102.55 |
0.6% |
50% |
False |
False |
|
60 |
17,151.56 |
16,341.30 |
810.26 |
4.8% |
104.99 |
0.6% |
70% |
False |
False |
|
80 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
114.48 |
0.7% |
79% |
False |
False |
|
100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
121.56 |
0.7% |
79% |
False |
False |
|
120 |
17,151.56 |
15,443.00 |
1,708.56 |
10.1% |
126.13 |
0.7% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,669.95 |
2.618 |
17,434.37 |
1.618 |
17,290.02 |
1.000 |
17,200.81 |
0.618 |
17,145.67 |
HIGH |
17,056.46 |
0.618 |
17,001.32 |
0.500 |
16,984.29 |
0.382 |
16,967.25 |
LOW |
16,912.11 |
0.618 |
16,822.90 |
1.000 |
16,767.76 |
1.618 |
16,678.55 |
2.618 |
16,534.20 |
4.250 |
16,298.62 |
|
|
Fisher Pivots for day following 29-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
16,984.29 |
16,980.03 |
PP |
16,960.23 |
16,957.39 |
S1 |
16,936.17 |
16,934.75 |
|