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 |
1,307.9 |
1,303.3 |
-4.6 |
-0.4% |
1,311.3 |
High |
1,309.4 |
1,312.1 |
2.7 |
0.2% |
1,319.0 |
Low |
1,301.1 |
1,295.5 |
-5.6 |
-0.4% |
1,287.5 |
Close |
1,303.3 |
1,298.3 |
-5.0 |
-0.4% |
1,303.3 |
Range |
8.3 |
16.6 |
8.3 |
100.0% |
31.5 |
ATR |
15.9 |
15.9 |
0.1 |
0.3% |
0.0 |
Volume |
136,981 |
181,554 |
44,573 |
32.5% |
609,628 |
|
Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,351.8 |
1,341.6 |
1,307.4 |
|
R3 |
1,335.2 |
1,325.0 |
1,302.9 |
|
R2 |
1,318.6 |
1,318.6 |
1,301.3 |
|
R1 |
1,308.4 |
1,308.4 |
1,299.8 |
1,305.2 |
PP |
1,302.0 |
1,302.0 |
1,302.0 |
1,300.4 |
S1 |
1,291.8 |
1,291.8 |
1,296.8 |
1,288.6 |
S2 |
1,285.4 |
1,285.4 |
1,295.3 |
|
S3 |
1,268.8 |
1,275.2 |
1,293.7 |
|
S4 |
1,252.2 |
1,258.6 |
1,289.2 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.8 |
1,382.0 |
1,320.6 |
|
R3 |
1,366.3 |
1,350.5 |
1,312.0 |
|
R2 |
1,334.8 |
1,334.8 |
1,309.1 |
|
R1 |
1,319.0 |
1,319.0 |
1,306.2 |
1,311.2 |
PP |
1,303.3 |
1,303.3 |
1,303.3 |
1,299.3 |
S1 |
1,287.5 |
1,287.5 |
1,300.4 |
1,279.7 |
S2 |
1,271.8 |
1,271.8 |
1,297.5 |
|
S3 |
1,240.3 |
1,256.0 |
1,294.6 |
|
S4 |
1,208.8 |
1,224.5 |
1,286.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,312.1 |
1,287.5 |
24.6 |
1.9% |
13.8 |
1.1% |
44% |
True |
False |
143,060 |
10 |
1,325.9 |
1,287.5 |
38.4 |
3.0% |
15.4 |
1.2% |
28% |
False |
False |
134,625 |
20 |
1,346.8 |
1,287.5 |
59.3 |
4.6% |
16.0 |
1.2% |
18% |
False |
False |
139,926 |
40 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
15.0 |
1.2% |
55% |
False |
False |
127,118 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
14.9 |
1.1% |
55% |
False |
False |
99,959 |
80 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
15.2 |
1.2% |
55% |
False |
False |
76,091 |
100 |
1,392.0 |
1,240.2 |
151.8 |
11.7% |
15.4 |
1.2% |
38% |
False |
False |
61,461 |
120 |
1,392.0 |
1,240.2 |
151.8 |
11.7% |
15.2 |
1.2% |
38% |
False |
False |
51,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,382.7 |
2.618 |
1,355.6 |
1.618 |
1,339.0 |
1.000 |
1,328.7 |
0.618 |
1,322.4 |
HIGH |
1,312.1 |
0.618 |
1,305.8 |
0.500 |
1,303.8 |
0.382 |
1,301.8 |
LOW |
1,295.5 |
0.618 |
1,285.2 |
1.000 |
1,278.9 |
1.618 |
1,268.6 |
2.618 |
1,252.0 |
4.250 |
1,225.0 |
|
|
Fisher Pivots for day following 29-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,303.8 |
1,301.6 |
PP |
1,302.0 |
1,300.5 |
S1 |
1,300.1 |
1,299.4 |
|