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 |
15,640 |
15,770 |
130 |
0.8% |
15,365 |
High |
15,810 |
15,790 |
-20 |
-0.1% |
15,560 |
Low |
15,615 |
15,480 |
-135 |
-0.9% |
15,205 |
Close |
15,785 |
15,510 |
-275 |
-1.7% |
15,440 |
Range |
195 |
310 |
115 |
59.0% |
355 |
ATR |
183 |
192 |
9 |
4.9% |
0 |
Volume |
13,017 |
19,550 |
6,533 |
50.2% |
40,273 |
|
Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,523 |
16,327 |
15,681 |
|
R3 |
16,213 |
16,017 |
15,595 |
|
R2 |
15,903 |
15,903 |
15,567 |
|
R1 |
15,707 |
15,707 |
15,539 |
15,650 |
PP |
15,593 |
15,593 |
15,593 |
15,565 |
S1 |
15,397 |
15,397 |
15,482 |
15,340 |
S2 |
15,283 |
15,283 |
15,453 |
|
S3 |
14,973 |
15,087 |
15,425 |
|
S4 |
14,663 |
14,777 |
15,340 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,467 |
16,308 |
15,635 |
|
R3 |
16,112 |
15,953 |
15,538 |
|
R2 |
15,757 |
15,757 |
15,505 |
|
R1 |
15,598 |
15,598 |
15,473 |
15,678 |
PP |
15,402 |
15,402 |
15,402 |
15,441 |
S1 |
15,243 |
15,243 |
15,408 |
15,323 |
S2 |
15,047 |
15,047 |
15,375 |
|
S3 |
14,692 |
14,888 |
15,343 |
|
S4 |
14,337 |
14,533 |
15,245 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,810 |
15,340 |
470 |
3.0% |
211 |
1.4% |
36% |
False |
False |
13,110 |
10 |
15,810 |
15,125 |
685 |
4.4% |
185 |
1.2% |
56% |
False |
False |
10,475 |
20 |
15,810 |
15,035 |
775 |
5.0% |
189 |
1.2% |
61% |
False |
False |
11,479 |
40 |
15,810 |
14,835 |
975 |
6.3% |
195 |
1.3% |
69% |
False |
False |
11,951 |
60 |
15,810 |
13,985 |
1,825 |
11.8% |
190 |
1.2% |
84% |
False |
False |
8,039 |
80 |
15,810 |
13,970 |
1,840 |
11.9% |
154 |
1.0% |
84% |
False |
False |
6,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,108 |
2.618 |
16,602 |
1.618 |
16,292 |
1.000 |
16,100 |
0.618 |
15,982 |
HIGH |
15,790 |
0.618 |
15,672 |
0.500 |
15,635 |
0.382 |
15,599 |
LOW |
15,480 |
0.618 |
15,289 |
1.000 |
15,170 |
1.618 |
14,979 |
2.618 |
14,669 |
4.250 |
14,163 |
|
|
Fisher Pivots for day following 31-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
15,635 |
15,645 |
PP |
15,593 |
15,600 |
S1 |
15,552 |
15,555 |
|