Trading Metrics calculated at close of trading on 31-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,298.6 |
1,295.1 |
-3.5 |
-0.3% |
1,311.3 |
High |
1,303.0 |
1,297.3 |
-5.7 |
-0.4% |
1,319.0 |
Low |
1,291.0 |
1,280.6 |
-10.4 |
-0.8% |
1,287.5 |
Close |
1,294.9 |
1,281.3 |
-13.6 |
-1.1% |
1,303.3 |
Range |
12.0 |
16.7 |
4.7 |
39.2% |
31.5 |
ATR |
15.6 |
15.7 |
0.1 |
0.5% |
0.0 |
Volume |
36,189 |
5,663 |
-30,526 |
-84.4% |
609,628 |
|
Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,336.5 |
1,325.6 |
1,290.5 |
|
R3 |
1,319.8 |
1,308.9 |
1,285.9 |
|
R2 |
1,303.1 |
1,303.1 |
1,284.4 |
|
R1 |
1,292.2 |
1,292.2 |
1,282.8 |
1,289.3 |
PP |
1,286.4 |
1,286.4 |
1,286.4 |
1,285.0 |
S1 |
1,275.5 |
1,275.5 |
1,279.8 |
1,272.6 |
S2 |
1,269.7 |
1,269.7 |
1,278.2 |
|
S3 |
1,253.0 |
1,258.8 |
1,276.7 |
|
S4 |
1,236.3 |
1,242.1 |
1,272.1 |
|
|
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 |
1,280.6 |
31.5 |
2.5% |
14.3 |
1.1% |
2% |
False |
True |
98,325 |
10 |
1,325.5 |
1,280.6 |
44.9 |
3.5% |
14.4 |
1.1% |
2% |
False |
True |
109,163 |
20 |
1,346.8 |
1,280.6 |
66.2 |
5.2% |
16.3 |
1.3% |
1% |
False |
True |
130,260 |
40 |
1,346.8 |
1,241.2 |
105.6 |
8.2% |
15.4 |
1.2% |
38% |
False |
False |
123,988 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.3% |
14.9 |
1.2% |
39% |
False |
False |
100,356 |
80 |
1,346.8 |
1,240.2 |
106.6 |
8.3% |
15.2 |
1.2% |
39% |
False |
False |
76,547 |
100 |
1,392.0 |
1,240.2 |
151.8 |
11.8% |
15.4 |
1.2% |
27% |
False |
False |
61,840 |
120 |
1,392.0 |
1,240.2 |
151.8 |
11.8% |
15.2 |
1.2% |
27% |
False |
False |
51,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,368.3 |
2.618 |
1,341.0 |
1.618 |
1,324.3 |
1.000 |
1,314.0 |
0.618 |
1,307.6 |
HIGH |
1,297.3 |
0.618 |
1,290.9 |
0.500 |
1,289.0 |
0.382 |
1,287.0 |
LOW |
1,280.6 |
0.618 |
1,270.3 |
1.000 |
1,263.9 |
1.618 |
1,253.6 |
2.618 |
1,236.9 |
4.250 |
1,209.6 |
|
|
Fisher Pivots for day following 31-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,289.0 |
1,296.4 |
PP |
1,286.4 |
1,291.3 |
S1 |
1,283.9 |
1,286.3 |
|