Trading Metrics calculated at close of trading on 31-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
5,540.0 |
5,581.0 |
41.0 |
0.7% |
5,500.0 |
High |
5,583.0 |
5,597.0 |
14.0 |
0.3% |
5,554.0 |
Low |
5,537.0 |
5,568.0 |
31.0 |
0.6% |
5,481.0 |
Close |
5,578.0 |
5,570.0 |
-8.0 |
-0.1% |
5,530.0 |
Range |
46.0 |
29.0 |
-17.0 |
-37.0% |
73.0 |
ATR |
40.3 |
39.5 |
-0.8 |
-2.0% |
0.0 |
Volume |
23,441 |
26,036 |
2,595 |
11.1% |
100,109 |
|
Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,665.3 |
5,646.7 |
5,586.0 |
|
R3 |
5,636.3 |
5,617.7 |
5,578.0 |
|
R2 |
5,607.3 |
5,607.3 |
5,575.3 |
|
R1 |
5,588.7 |
5,588.7 |
5,572.7 |
5,583.5 |
PP |
5,578.3 |
5,578.3 |
5,578.3 |
5,575.8 |
S1 |
5,559.7 |
5,559.7 |
5,567.3 |
5,554.5 |
S2 |
5,549.3 |
5,549.3 |
5,564.7 |
|
S3 |
5,520.3 |
5,530.7 |
5,562.0 |
|
S4 |
5,491.3 |
5,501.7 |
5,554.1 |
|
|
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 |
5,597.0 |
5,506.0 |
91.0 |
1.6% |
33.0 |
0.6% |
70% |
True |
False |
20,189 |
10 |
5,597.0 |
5,434.0 |
163.0 |
2.9% |
32.2 |
0.6% |
83% |
True |
False |
20,472 |
20 |
5,597.0 |
5,385.0 |
212.0 |
3.8% |
34.5 |
0.6% |
87% |
True |
False |
20,871 |
40 |
5,597.0 |
5,328.0 |
269.0 |
4.8% |
37.7 |
0.7% |
90% |
True |
False |
25,114 |
60 |
5,597.0 |
5,328.0 |
269.0 |
4.8% |
31.0 |
0.6% |
90% |
True |
False |
16,768 |
80 |
5,597.0 |
5,328.0 |
269.0 |
4.8% |
25.5 |
0.5% |
90% |
True |
False |
12,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,720.3 |
2.618 |
5,672.9 |
1.618 |
5,643.9 |
1.000 |
5,626.0 |
0.618 |
5,614.9 |
HIGH |
5,597.0 |
0.618 |
5,585.9 |
0.500 |
5,582.5 |
0.382 |
5,579.1 |
LOW |
5,568.0 |
0.618 |
5,550.1 |
1.000 |
5,539.0 |
1.618 |
5,521.1 |
2.618 |
5,492.1 |
4.250 |
5,444.8 |
|
|
Fisher Pivots for day following 31-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
5,582.5 |
5,564.7 |
PP |
5,578.3 |
5,559.3 |
S1 |
5,574.2 |
5,554.0 |
|