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 |
3,181.0 |
3,182.0 |
1.0 |
0.0% |
3,167.0 |
High |
3,193.0 |
3,208.0 |
15.0 |
0.5% |
3,225.0 |
Low |
3,146.0 |
3,164.0 |
18.0 |
0.6% |
3,130.0 |
Close |
3,171.0 |
3,189.0 |
18.0 |
0.6% |
3,173.0 |
Range |
47.0 |
44.0 |
-3.0 |
-6.4% |
95.0 |
ATR |
45.2 |
45.1 |
-0.1 |
-0.2% |
0.0 |
Volume |
870,041 |
1,000,340 |
130,299 |
15.0% |
4,275,950 |
|
Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,319.0 |
3,298.0 |
3,213.2 |
|
R3 |
3,275.0 |
3,254.0 |
3,201.1 |
|
R2 |
3,231.0 |
3,231.0 |
3,197.1 |
|
R1 |
3,210.0 |
3,210.0 |
3,193.0 |
3,220.5 |
PP |
3,187.0 |
3,187.0 |
3,187.0 |
3,192.3 |
S1 |
3,166.0 |
3,166.0 |
3,185.0 |
3,176.5 |
S2 |
3,143.0 |
3,143.0 |
3,180.9 |
|
S3 |
3,099.0 |
3,122.0 |
3,176.9 |
|
S4 |
3,055.0 |
3,078.0 |
3,164.8 |
|
|
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% |
48.2 |
1.5% |
54% |
False |
False |
918,208 |
10 |
3,225.0 |
3,130.0 |
95.0 |
3.0% |
48.1 |
1.5% |
62% |
False |
False |
910,570 |
20 |
3,291.0 |
3,130.0 |
161.0 |
5.0% |
44.9 |
1.4% |
37% |
False |
False |
862,498 |
40 |
3,322.0 |
3,130.0 |
192.0 |
6.0% |
38.9 |
1.2% |
31% |
False |
False |
722,475 |
60 |
3,322.0 |
3,092.0 |
230.0 |
7.2% |
36.0 |
1.1% |
42% |
False |
False |
484,523 |
80 |
3,322.0 |
3,009.0 |
313.0 |
9.8% |
37.3 |
1.2% |
58% |
False |
False |
363,813 |
100 |
3,322.0 |
2,910.0 |
412.0 |
12.9% |
37.1 |
1.2% |
68% |
False |
False |
291,091 |
120 |
3,322.0 |
2,908.0 |
414.0 |
13.0% |
33.9 |
1.1% |
68% |
False |
False |
242,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,395.0 |
2.618 |
3,323.2 |
1.618 |
3,279.2 |
1.000 |
3,252.0 |
0.618 |
3,235.2 |
HIGH |
3,208.0 |
0.618 |
3,191.2 |
0.500 |
3,186.0 |
0.382 |
3,180.8 |
LOW |
3,164.0 |
0.618 |
3,136.8 |
1.000 |
3,120.0 |
1.618 |
3,092.8 |
2.618 |
3,048.8 |
4.250 |
2,977.0 |
|
|
Fisher Pivots for day following 29-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,188.0 |
3,187.3 |
PP |
3,187.0 |
3,185.7 |
S1 |
3,186.0 |
3,184.0 |
|