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 |
16,893 |
16,914 |
21 |
0.1% |
17,021 |
High |
16,938 |
16,993 |
55 |
0.3% |
17,069 |
Low |
16,808 |
16,840 |
32 |
0.2% |
16,846 |
Close |
16,916 |
16,845 |
-71 |
-0.4% |
16,891 |
Range |
130 |
153 |
23 |
17.7% |
223 |
ATR |
121 |
123 |
2 |
1.9% |
0 |
Volume |
131,718 |
152,804 |
21,086 |
16.0% |
634,220 |
|
Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,352 |
17,251 |
16,929 |
|
R3 |
17,199 |
17,098 |
16,887 |
|
R2 |
17,046 |
17,046 |
16,873 |
|
R1 |
16,945 |
16,945 |
16,859 |
16,919 |
PP |
16,893 |
16,893 |
16,893 |
16,880 |
S1 |
16,792 |
16,792 |
16,831 |
16,766 |
S2 |
16,740 |
16,740 |
16,817 |
|
S3 |
16,587 |
16,639 |
16,803 |
|
S4 |
16,434 |
16,486 |
16,761 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,604 |
17,471 |
17,014 |
|
R3 |
17,381 |
17,248 |
16,952 |
|
R2 |
17,158 |
17,158 |
16,932 |
|
R1 |
17,025 |
17,025 |
16,912 |
16,980 |
PP |
16,935 |
16,935 |
16,935 |
16,913 |
S1 |
16,802 |
16,802 |
16,871 |
16,757 |
S2 |
16,712 |
16,712 |
16,850 |
|
S3 |
16,489 |
16,579 |
16,830 |
|
S4 |
16,266 |
16,356 |
16,768 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,067 |
16,808 |
259 |
1.5% |
123 |
0.7% |
14% |
False |
False |
134,074 |
10 |
17,085 |
16,808 |
277 |
1.6% |
132 |
0.8% |
13% |
False |
False |
141,140 |
20 |
17,085 |
16,722 |
363 |
2.2% |
126 |
0.7% |
34% |
False |
False |
128,533 |
40 |
17,085 |
16,590 |
495 |
2.9% |
115 |
0.7% |
52% |
False |
False |
101,768 |
60 |
17,085 |
16,252 |
833 |
4.9% |
113 |
0.7% |
71% |
False |
False |
67,882 |
80 |
17,085 |
15,888 |
1,197 |
7.1% |
112 |
0.7% |
80% |
False |
False |
50,915 |
100 |
17,085 |
15,888 |
1,197 |
7.1% |
108 |
0.6% |
80% |
False |
False |
40,734 |
120 |
17,085 |
15,410 |
1,675 |
9.9% |
98 |
0.6% |
86% |
False |
False |
33,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,643 |
2.618 |
17,394 |
1.618 |
17,241 |
1.000 |
17,146 |
0.618 |
17,088 |
HIGH |
16,993 |
0.618 |
16,935 |
0.500 |
16,917 |
0.382 |
16,899 |
LOW |
16,840 |
0.618 |
16,746 |
1.000 |
16,687 |
1.618 |
16,593 |
2.618 |
16,440 |
4.250 |
16,190 |
|
|
Fisher Pivots for day following 29-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
16,917 |
16,907 |
PP |
16,893 |
16,886 |
S1 |
16,869 |
16,866 |
|