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 |
5,513.0 |
5,520.0 |
7.0 |
0.1% |
5,500.0 |
High |
5,539.0 |
5,547.0 |
8.0 |
0.1% |
5,554.0 |
Low |
5,506.0 |
5,511.0 |
5.0 |
0.1% |
5,481.0 |
Close |
5,529.0 |
5,539.0 |
10.0 |
0.2% |
5,530.0 |
Range |
33.0 |
36.0 |
3.0 |
9.1% |
73.0 |
ATR |
40.2 |
39.9 |
-0.3 |
-0.7% |
0.0 |
Volume |
17,691 |
14,317 |
-3,374 |
-19.1% |
100,109 |
|
Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,640.3 |
5,625.7 |
5,558.8 |
|
R3 |
5,604.3 |
5,589.7 |
5,548.9 |
|
R2 |
5,568.3 |
5,568.3 |
5,545.6 |
|
R1 |
5,553.7 |
5,553.7 |
5,542.3 |
5,561.0 |
PP |
5,532.3 |
5,532.3 |
5,532.3 |
5,536.0 |
S1 |
5,517.7 |
5,517.7 |
5,535.7 |
5,525.0 |
S2 |
5,496.3 |
5,496.3 |
5,532.4 |
|
S3 |
5,460.3 |
5,481.7 |
5,529.1 |
|
S4 |
5,424.3 |
5,445.7 |
5,519.2 |
|
|
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 |
5,506.0 |
48.0 |
0.9% |
30.4 |
0.5% |
69% |
False |
False |
19,715 |
10 |
5,554.0 |
5,434.0 |
120.0 |
2.2% |
32.6 |
0.6% |
88% |
False |
False |
20,159 |
20 |
5,554.0 |
5,363.0 |
191.0 |
3.4% |
35.7 |
0.6% |
92% |
False |
False |
21,094 |
40 |
5,554.0 |
5,328.0 |
226.0 |
4.1% |
37.8 |
0.7% |
93% |
False |
False |
23,889 |
60 |
5,554.0 |
5,328.0 |
226.0 |
4.1% |
30.4 |
0.5% |
93% |
False |
False |
15,947 |
80 |
5,554.0 |
5,328.0 |
226.0 |
4.1% |
24.6 |
0.4% |
93% |
False |
False |
11,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,700.0 |
2.618 |
5,641.2 |
1.618 |
5,605.2 |
1.000 |
5,583.0 |
0.618 |
5,569.2 |
HIGH |
5,547.0 |
0.618 |
5,533.2 |
0.500 |
5,529.0 |
0.382 |
5,524.8 |
LOW |
5,511.0 |
0.618 |
5,488.8 |
1.000 |
5,475.0 |
1.618 |
5,452.8 |
2.618 |
5,416.8 |
4.250 |
5,358.0 |
|
|
Fisher Pivots for day following 29-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
5,535.7 |
5,534.8 |
PP |
5,532.3 |
5,530.7 |
S1 |
5,529.0 |
5,526.5 |
|