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 |
9,780.0 |
9,650.5 |
-129.5 |
-1.3% |
9,729.0 |
High |
9,798.0 |
9,677.5 |
-120.5 |
-1.2% |
9,819.0 |
Low |
9,622.0 |
9,529.0 |
-93.0 |
-1.0% |
9,595.0 |
Close |
9,639.0 |
9,596.0 |
-43.0 |
-0.4% |
9,639.0 |
Range |
176.0 |
148.5 |
-27.5 |
-15.6% |
224.0 |
ATR |
122.2 |
124.0 |
1.9 |
1.5% |
0.0 |
Volume |
99,469 |
95,783 |
-3,686 |
-3.7% |
453,187 |
|
Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,046.3 |
9,969.7 |
9,677.7 |
|
R3 |
9,897.8 |
9,821.2 |
9,636.8 |
|
R2 |
9,749.3 |
9,749.3 |
9,623.2 |
|
R1 |
9,672.7 |
9,672.7 |
9,609.6 |
9,636.8 |
PP |
9,600.8 |
9,600.8 |
9,600.8 |
9,582.9 |
S1 |
9,524.2 |
9,524.2 |
9,582.4 |
9,488.3 |
S2 |
9,452.3 |
9,452.3 |
9,568.8 |
|
S3 |
9,303.8 |
9,375.7 |
9,555.2 |
|
S4 |
9,155.3 |
9,227.2 |
9,514.3 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,356.3 |
10,221.7 |
9,762.2 |
|
R3 |
10,132.3 |
9,997.7 |
9,700.6 |
|
R2 |
9,908.3 |
9,908.3 |
9,680.1 |
|
R1 |
9,773.7 |
9,773.7 |
9,659.5 |
9,729.0 |
PP |
9,684.3 |
9,684.3 |
9,684.3 |
9,662.0 |
S1 |
9,549.7 |
9,549.7 |
9,618.5 |
9,505.0 |
S2 |
9,460.3 |
9,460.3 |
9,597.9 |
|
S3 |
9,236.3 |
9,325.7 |
9,577.4 |
|
S4 |
9,012.3 |
9,101.7 |
9,515.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,819.0 |
9,529.0 |
290.0 |
3.0% |
134.7 |
1.4% |
23% |
False |
True |
92,457 |
10 |
9,877.0 |
9,529.0 |
348.0 |
3.6% |
132.3 |
1.4% |
19% |
False |
True |
96,132 |
20 |
10,044.0 |
9,529.0 |
515.0 |
5.4% |
123.3 |
1.3% |
13% |
False |
True |
89,926 |
40 |
10,056.0 |
9,529.0 |
527.0 |
5.5% |
102.7 |
1.1% |
13% |
False |
True |
65,932 |
60 |
10,056.0 |
9,426.5 |
629.5 |
6.6% |
100.7 |
1.0% |
27% |
False |
False |
44,118 |
80 |
10,056.0 |
9,113.5 |
942.5 |
9.8% |
108.7 |
1.1% |
51% |
False |
False |
33,143 |
100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.5% |
111.9 |
1.2% |
58% |
False |
False |
26,537 |
120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.5% |
110.4 |
1.2% |
58% |
False |
False |
22,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,308.6 |
2.618 |
10,066.3 |
1.618 |
9,917.8 |
1.000 |
9,826.0 |
0.618 |
9,769.3 |
HIGH |
9,677.5 |
0.618 |
9,620.8 |
0.500 |
9,603.3 |
0.382 |
9,585.7 |
LOW |
9,529.0 |
0.618 |
9,437.2 |
1.000 |
9,380.5 |
1.618 |
9,288.7 |
2.618 |
9,140.2 |
4.250 |
8,897.9 |
|
|
Fisher Pivots for day following 28-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
9,603.3 |
9,674.0 |
PP |
9,600.8 |
9,648.0 |
S1 |
9,598.4 |
9,622.0 |
|