Trading Metrics calculated at close of trading on 30-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,303.3 |
1,298.6 |
-4.7 |
-0.4% |
1,311.3 |
High |
1,312.1 |
1,303.0 |
-9.1 |
-0.7% |
1,319.0 |
Low |
1,295.5 |
1,291.0 |
-4.5 |
-0.3% |
1,287.5 |
Close |
1,298.3 |
1,294.9 |
-3.4 |
-0.3% |
1,303.3 |
Range |
16.6 |
12.0 |
-4.6 |
-27.7% |
31.5 |
ATR |
15.9 |
15.6 |
-0.3 |
-1.8% |
0.0 |
Volume |
181,554 |
36,189 |
-145,365 |
-80.1% |
609,628 |
|
Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.3 |
1,325.6 |
1,301.5 |
|
R3 |
1,320.3 |
1,313.6 |
1,298.2 |
|
R2 |
1,308.3 |
1,308.3 |
1,297.1 |
|
R1 |
1,301.6 |
1,301.6 |
1,296.0 |
1,299.0 |
PP |
1,296.3 |
1,296.3 |
1,296.3 |
1,295.0 |
S1 |
1,289.6 |
1,289.6 |
1,293.8 |
1,287.0 |
S2 |
1,284.3 |
1,284.3 |
1,292.7 |
|
S3 |
1,272.3 |
1,277.6 |
1,291.6 |
|
S4 |
1,260.3 |
1,265.6 |
1,288.3 |
|
|
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% |
14.6 |
1.1% |
30% |
False |
False |
132,946 |
10 |
1,325.9 |
1,287.5 |
38.4 |
3.0% |
15.5 |
1.2% |
19% |
False |
False |
126,272 |
20 |
1,346.8 |
1,287.5 |
59.3 |
4.6% |
16.0 |
1.2% |
12% |
False |
False |
135,681 |
40 |
1,346.8 |
1,241.2 |
105.6 |
8.2% |
15.1 |
1.2% |
51% |
False |
False |
125,771 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
14.8 |
1.1% |
51% |
False |
False |
100,491 |
80 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
15.1 |
1.2% |
51% |
False |
False |
76,507 |
100 |
1,392.0 |
1,240.2 |
151.8 |
11.7% |
15.3 |
1.2% |
36% |
False |
False |
61,805 |
120 |
1,392.0 |
1,240.2 |
151.8 |
11.7% |
15.2 |
1.2% |
36% |
False |
False |
51,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,354.0 |
2.618 |
1,334.4 |
1.618 |
1,322.4 |
1.000 |
1,315.0 |
0.618 |
1,310.4 |
HIGH |
1,303.0 |
0.618 |
1,298.4 |
0.500 |
1,297.0 |
0.382 |
1,295.6 |
LOW |
1,291.0 |
0.618 |
1,283.6 |
1.000 |
1,279.0 |
1.618 |
1,271.6 |
2.618 |
1,259.6 |
4.250 |
1,240.0 |
|
|
Fisher Pivots for day following 30-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,297.0 |
1,301.6 |
PP |
1,296.3 |
1,299.3 |
S1 |
1,295.6 |
1,297.1 |
|