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 |
5,532.0 |
5,513.0 |
-19.0 |
-0.3% |
5,500.0 |
High |
5,538.0 |
5,539.0 |
1.0 |
0.0% |
5,554.0 |
Low |
5,517.0 |
5,506.0 |
-11.0 |
-0.2% |
5,481.0 |
Close |
5,530.0 |
5,529.0 |
-1.0 |
0.0% |
5,530.0 |
Range |
21.0 |
33.0 |
12.0 |
57.1% |
73.0 |
ATR |
40.7 |
40.2 |
-0.6 |
-1.4% |
0.0 |
Volume |
19,462 |
17,691 |
-1,771 |
-9.1% |
100,109 |
|
Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,623.7 |
5,609.3 |
5,547.2 |
|
R3 |
5,590.7 |
5,576.3 |
5,538.1 |
|
R2 |
5,557.7 |
5,557.7 |
5,535.1 |
|
R1 |
5,543.3 |
5,543.3 |
5,532.0 |
5,550.5 |
PP |
5,524.7 |
5,524.7 |
5,524.7 |
5,528.3 |
S1 |
5,510.3 |
5,510.3 |
5,526.0 |
5,517.5 |
S2 |
5,491.7 |
5,491.7 |
5,523.0 |
|
S3 |
5,458.7 |
5,477.3 |
5,519.9 |
|
S4 |
5,425.7 |
5,444.3 |
5,510.9 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,740.7 |
5,708.3 |
5,570.2 |
|
R3 |
5,667.7 |
5,635.3 |
5,550.1 |
|
R2 |
5,594.7 |
5,594.7 |
5,543.4 |
|
R1 |
5,562.3 |
5,562.3 |
5,536.7 |
5,578.5 |
PP |
5,521.7 |
5,521.7 |
5,521.7 |
5,529.8 |
S1 |
5,489.3 |
5,489.3 |
5,523.3 |
5,505.5 |
S2 |
5,448.7 |
5,448.7 |
5,516.6 |
|
S3 |
5,375.7 |
5,416.3 |
5,509.9 |
|
S4 |
5,302.7 |
5,343.3 |
5,489.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,554.0 |
5,481.0 |
73.0 |
1.3% |
27.2 |
0.5% |
66% |
False |
False |
20,886 |
10 |
5,554.0 |
5,434.0 |
120.0 |
2.2% |
33.7 |
0.6% |
79% |
False |
False |
20,897 |
20 |
5,554.0 |
5,328.0 |
226.0 |
4.1% |
36.2 |
0.7% |
89% |
False |
False |
21,749 |
40 |
5,554.0 |
5,328.0 |
226.0 |
4.1% |
37.6 |
0.7% |
89% |
False |
False |
23,539 |
60 |
5,554.0 |
5,328.0 |
226.0 |
4.1% |
30.4 |
0.5% |
89% |
False |
False |
15,709 |
80 |
5,554.0 |
5,328.0 |
226.0 |
4.1% |
24.2 |
0.4% |
89% |
False |
False |
11,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,679.3 |
2.618 |
5,625.4 |
1.618 |
5,592.4 |
1.000 |
5,572.0 |
0.618 |
5,559.4 |
HIGH |
5,539.0 |
0.618 |
5,526.4 |
0.500 |
5,522.5 |
0.382 |
5,518.6 |
LOW |
5,506.0 |
0.618 |
5,485.6 |
1.000 |
5,473.0 |
1.618 |
5,452.6 |
2.618 |
5,419.6 |
4.250 |
5,365.8 |
|
|
Fisher Pivots for day following 28-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
5,526.8 |
5,528.2 |
PP |
5,524.7 |
5,527.3 |
S1 |
5,522.5 |
5,526.5 |
|