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 |
3,213.0 |
3,181.0 |
-32.0 |
-1.0% |
3,167.0 |
High |
3,222.0 |
3,193.0 |
-29.0 |
-0.9% |
3,225.0 |
Low |
3,164.0 |
3,146.0 |
-18.0 |
-0.6% |
3,130.0 |
Close |
3,173.0 |
3,171.0 |
-2.0 |
-0.1% |
3,173.0 |
Range |
58.0 |
47.0 |
-11.0 |
-19.0% |
95.0 |
ATR |
45.1 |
45.2 |
0.1 |
0.3% |
0.0 |
Volume |
877,008 |
870,041 |
-6,967 |
-0.8% |
4,275,950 |
|
Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,311.0 |
3,288.0 |
3,196.9 |
|
R3 |
3,264.0 |
3,241.0 |
3,183.9 |
|
R2 |
3,217.0 |
3,217.0 |
3,179.6 |
|
R1 |
3,194.0 |
3,194.0 |
3,175.3 |
3,182.0 |
PP |
3,170.0 |
3,170.0 |
3,170.0 |
3,164.0 |
S1 |
3,147.0 |
3,147.0 |
3,166.7 |
3,135.0 |
S2 |
3,123.0 |
3,123.0 |
3,162.4 |
|
S3 |
3,076.0 |
3,100.0 |
3,158.1 |
|
S4 |
3,029.0 |
3,053.0 |
3,145.2 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,461.0 |
3,412.0 |
3,225.3 |
|
R3 |
3,366.0 |
3,317.0 |
3,199.1 |
|
R2 |
3,271.0 |
3,271.0 |
3,190.4 |
|
R1 |
3,222.0 |
3,222.0 |
3,181.7 |
3,246.5 |
PP |
3,176.0 |
3,176.0 |
3,176.0 |
3,188.3 |
S1 |
3,127.0 |
3,127.0 |
3,164.3 |
3,151.5 |
S2 |
3,081.0 |
3,081.0 |
3,155.6 |
|
S3 |
2,986.0 |
3,032.0 |
3,146.9 |
|
S4 |
2,891.0 |
2,937.0 |
3,120.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,225.0 |
3,146.0 |
79.0 |
2.5% |
48.0 |
1.5% |
32% |
False |
True |
872,950 |
10 |
3,225.0 |
3,130.0 |
95.0 |
3.0% |
48.1 |
1.5% |
43% |
False |
False |
901,283 |
20 |
3,291.0 |
3,130.0 |
161.0 |
5.1% |
44.6 |
1.4% |
25% |
False |
False |
844,027 |
40 |
3,322.0 |
3,130.0 |
192.0 |
6.1% |
38.3 |
1.2% |
21% |
False |
False |
700,423 |
60 |
3,322.0 |
3,085.0 |
237.0 |
7.5% |
36.0 |
1.1% |
36% |
False |
False |
467,858 |
80 |
3,322.0 |
3,009.0 |
313.0 |
9.9% |
36.9 |
1.2% |
52% |
False |
False |
351,310 |
100 |
3,322.0 |
2,910.0 |
412.0 |
13.0% |
36.8 |
1.2% |
63% |
False |
False |
281,087 |
120 |
3,322.0 |
2,892.0 |
430.0 |
13.6% |
33.6 |
1.1% |
65% |
False |
False |
234,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,392.8 |
2.618 |
3,316.0 |
1.618 |
3,269.0 |
1.000 |
3,240.0 |
0.618 |
3,222.0 |
HIGH |
3,193.0 |
0.618 |
3,175.0 |
0.500 |
3,169.5 |
0.382 |
3,164.0 |
LOW |
3,146.0 |
0.618 |
3,117.0 |
1.000 |
3,099.0 |
1.618 |
3,070.0 |
2.618 |
3,023.0 |
4.250 |
2,946.3 |
|
|
Fisher Pivots for day following 28-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,170.5 |
3,185.5 |
PP |
3,170.0 |
3,180.7 |
S1 |
3,169.5 |
3,175.8 |
|