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 |
9,650.5 |
9,622.0 |
-28.5 |
-0.3% |
9,729.0 |
High |
9,677.5 |
9,697.0 |
19.5 |
0.2% |
9,819.0 |
Low |
9,529.0 |
9,575.5 |
46.5 |
0.5% |
9,595.0 |
Close |
9,596.0 |
9,656.5 |
60.5 |
0.6% |
9,639.0 |
Range |
148.5 |
121.5 |
-27.0 |
-18.2% |
224.0 |
ATR |
124.0 |
123.9 |
-0.2 |
-0.1% |
0.0 |
Volume |
95,783 |
104,259 |
8,476 |
8.8% |
453,187 |
|
Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,007.5 |
9,953.5 |
9,723.3 |
|
R3 |
9,886.0 |
9,832.0 |
9,689.9 |
|
R2 |
9,764.5 |
9,764.5 |
9,678.8 |
|
R1 |
9,710.5 |
9,710.5 |
9,667.6 |
9,737.5 |
PP |
9,643.0 |
9,643.0 |
9,643.0 |
9,656.5 |
S1 |
9,589.0 |
9,589.0 |
9,645.4 |
9,616.0 |
S2 |
9,521.5 |
9,521.5 |
9,634.2 |
|
S3 |
9,400.0 |
9,467.5 |
9,623.1 |
|
S4 |
9,278.5 |
9,346.0 |
9,589.7 |
|
|
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% |
139.9 |
1.4% |
44% |
False |
False |
98,224 |
10 |
9,877.0 |
9,529.0 |
348.0 |
3.6% |
134.2 |
1.4% |
37% |
False |
False |
97,713 |
20 |
10,044.0 |
9,529.0 |
515.0 |
5.3% |
124.7 |
1.3% |
25% |
False |
False |
91,575 |
40 |
10,056.0 |
9,529.0 |
527.0 |
5.5% |
103.7 |
1.1% |
24% |
False |
False |
68,521 |
60 |
10,056.0 |
9,426.5 |
629.5 |
6.5% |
100.4 |
1.0% |
37% |
False |
False |
45,854 |
80 |
10,056.0 |
9,113.5 |
942.5 |
9.8% |
109.9 |
1.1% |
58% |
False |
False |
34,446 |
100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.4% |
112.7 |
1.2% |
64% |
False |
False |
27,579 |
120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.4% |
111.0 |
1.1% |
64% |
False |
False |
22,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,213.4 |
2.618 |
10,015.1 |
1.618 |
9,893.6 |
1.000 |
9,818.5 |
0.618 |
9,772.1 |
HIGH |
9,697.0 |
0.618 |
9,650.6 |
0.500 |
9,636.3 |
0.382 |
9,621.9 |
LOW |
9,575.5 |
0.618 |
9,500.4 |
1.000 |
9,454.0 |
1.618 |
9,378.9 |
2.618 |
9,257.4 |
4.250 |
9,059.1 |
|
|
Fisher Pivots for day following 29-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
9,649.8 |
9,663.5 |
PP |
9,643.0 |
9,661.2 |
S1 |
9,636.3 |
9,658.8 |
|