Trading Metrics calculated at close of trading on 30-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
5,520.0 |
5,540.0 |
20.0 |
0.4% |
5,500.0 |
High |
5,547.0 |
5,583.0 |
36.0 |
0.6% |
5,554.0 |
Low |
5,511.0 |
5,537.0 |
26.0 |
0.5% |
5,481.0 |
Close |
5,539.0 |
5,578.0 |
39.0 |
0.7% |
5,530.0 |
Range |
36.0 |
46.0 |
10.0 |
27.8% |
73.0 |
ATR |
39.9 |
40.3 |
0.4 |
1.1% |
0.0 |
Volume |
14,317 |
23,441 |
9,124 |
63.7% |
100,109 |
|
Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,704.0 |
5,687.0 |
5,603.3 |
|
R3 |
5,658.0 |
5,641.0 |
5,590.7 |
|
R2 |
5,612.0 |
5,612.0 |
5,586.4 |
|
R1 |
5,595.0 |
5,595.0 |
5,582.2 |
5,603.5 |
PP |
5,566.0 |
5,566.0 |
5,566.0 |
5,570.3 |
S1 |
5,549.0 |
5,549.0 |
5,573.8 |
5,557.5 |
S2 |
5,520.0 |
5,520.0 |
5,569.6 |
|
S3 |
5,474.0 |
5,503.0 |
5,565.4 |
|
S4 |
5,428.0 |
5,457.0 |
5,552.7 |
|
|
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 |
5,583.0 |
5,506.0 |
77.0 |
1.4% |
31.4 |
0.6% |
94% |
True |
False |
18,387 |
10 |
5,583.0 |
5,434.0 |
149.0 |
2.7% |
34.1 |
0.6% |
97% |
True |
False |
20,435 |
20 |
5,583.0 |
5,385.0 |
198.0 |
3.5% |
35.1 |
0.6% |
97% |
True |
False |
20,804 |
40 |
5,583.0 |
5,328.0 |
255.0 |
4.6% |
37.8 |
0.7% |
98% |
True |
False |
24,472 |
60 |
5,583.0 |
5,328.0 |
255.0 |
4.6% |
31.0 |
0.6% |
98% |
True |
False |
16,336 |
80 |
5,583.0 |
5,328.0 |
255.0 |
4.6% |
25.2 |
0.5% |
98% |
True |
False |
12,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,778.5 |
2.618 |
5,703.4 |
1.618 |
5,657.4 |
1.000 |
5,629.0 |
0.618 |
5,611.4 |
HIGH |
5,583.0 |
0.618 |
5,565.4 |
0.500 |
5,560.0 |
0.382 |
5,554.6 |
LOW |
5,537.0 |
0.618 |
5,508.6 |
1.000 |
5,491.0 |
1.618 |
5,462.6 |
2.618 |
5,416.6 |
4.250 |
5,341.5 |
|
|
Fisher Pivots for day following 30-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
5,572.0 |
5,566.8 |
PP |
5,566.0 |
5,555.7 |
S1 |
5,560.0 |
5,544.5 |
|