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 |
9,645.0 |
9,599.0 |
-46.0 |
-0.5% |
9,729.0 |
High |
9,710.0 |
9,607.5 |
-102.5 |
-1.1% |
9,819.0 |
Low |
9,574.5 |
9,367.5 |
-207.0 |
-2.2% |
9,595.0 |
Close |
9,598.5 |
9,418.5 |
-180.0 |
-1.9% |
9,639.0 |
Range |
135.5 |
240.0 |
104.5 |
77.1% |
224.0 |
ATR |
124.7 |
132.9 |
8.2 |
6.6% |
0.0 |
Volume |
162,555 |
168,085 |
5,530 |
3.4% |
453,187 |
|
Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,184.5 |
10,041.5 |
9,550.5 |
|
R3 |
9,944.5 |
9,801.5 |
9,484.5 |
|
R2 |
9,704.5 |
9,704.5 |
9,462.5 |
|
R1 |
9,561.5 |
9,561.5 |
9,440.5 |
9,513.0 |
PP |
9,464.5 |
9,464.5 |
9,464.5 |
9,440.3 |
S1 |
9,321.5 |
9,321.5 |
9,396.5 |
9,273.0 |
S2 |
9,224.5 |
9,224.5 |
9,374.5 |
|
S3 |
8,984.5 |
9,081.5 |
9,352.5 |
|
S4 |
8,744.5 |
8,841.5 |
9,286.5 |
|
|
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 |
9,798.0 |
9,367.5 |
430.5 |
4.6% |
164.3 |
1.7% |
12% |
False |
True |
126,030 |
10 |
9,819.0 |
9,367.5 |
451.5 |
4.8% |
140.8 |
1.5% |
11% |
False |
True |
108,342 |
20 |
10,044.0 |
9,367.5 |
676.5 |
7.2% |
136.4 |
1.4% |
8% |
False |
True |
100,561 |
40 |
10,056.0 |
9,367.5 |
688.5 |
7.3% |
109.5 |
1.2% |
7% |
False |
True |
76,717 |
60 |
10,056.0 |
9,367.5 |
688.5 |
7.3% |
102.0 |
1.1% |
7% |
False |
True |
51,350 |
80 |
10,056.0 |
9,113.5 |
942.5 |
10.0% |
112.3 |
1.2% |
32% |
False |
False |
38,576 |
100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.7% |
114.0 |
1.2% |
42% |
False |
False |
30,884 |
120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.7% |
112.1 |
1.2% |
42% |
False |
False |
25,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,627.5 |
2.618 |
10,235.8 |
1.618 |
9,995.8 |
1.000 |
9,847.5 |
0.618 |
9,755.8 |
HIGH |
9,607.5 |
0.618 |
9,515.8 |
0.500 |
9,487.5 |
0.382 |
9,459.2 |
LOW |
9,367.5 |
0.618 |
9,219.2 |
1.000 |
9,127.5 |
1.618 |
8,979.2 |
2.618 |
8,739.2 |
4.250 |
8,347.5 |
|
|
Fisher Pivots for day following 31-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
9,487.5 |
9,538.8 |
PP |
9,464.5 |
9,498.7 |
S1 |
9,441.5 |
9,458.6 |
|