Trading Metrics calculated at close of trading on 30-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
16,914 |
16,848 |
-66 |
-0.4% |
17,021 |
High |
16,993 |
16,926 |
-67 |
-0.4% |
17,069 |
Low |
16,840 |
16,751 |
-89 |
-0.5% |
16,846 |
Close |
16,845 |
16,821 |
-24 |
-0.1% |
16,891 |
Range |
153 |
175 |
22 |
14.4% |
223 |
ATR |
123 |
127 |
4 |
3.0% |
0 |
Volume |
152,804 |
197,892 |
45,088 |
29.5% |
634,220 |
|
Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,358 |
17,264 |
16,917 |
|
R3 |
17,183 |
17,089 |
16,869 |
|
R2 |
17,008 |
17,008 |
16,853 |
|
R1 |
16,914 |
16,914 |
16,837 |
16,874 |
PP |
16,833 |
16,833 |
16,833 |
16,812 |
S1 |
16,739 |
16,739 |
16,805 |
16,699 |
S2 |
16,658 |
16,658 |
16,789 |
|
S3 |
16,483 |
16,564 |
16,773 |
|
S4 |
16,308 |
16,389 |
16,725 |
|
|
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 |
17,063 |
16,751 |
312 |
1.9% |
143 |
0.9% |
22% |
False |
True |
150,946 |
10 |
17,085 |
16,751 |
334 |
2.0% |
142 |
0.8% |
21% |
False |
True |
149,727 |
20 |
17,085 |
16,722 |
363 |
2.2% |
126 |
0.7% |
27% |
False |
False |
132,034 |
40 |
17,085 |
16,590 |
495 |
2.9% |
118 |
0.7% |
47% |
False |
False |
106,690 |
60 |
17,085 |
16,255 |
830 |
4.9% |
114 |
0.7% |
68% |
False |
False |
71,180 |
80 |
17,085 |
15,888 |
1,197 |
7.1% |
111 |
0.7% |
78% |
False |
False |
53,389 |
100 |
17,085 |
15,888 |
1,197 |
7.1% |
109 |
0.7% |
78% |
False |
False |
42,713 |
120 |
17,085 |
15,450 |
1,635 |
9.7% |
99 |
0.6% |
84% |
False |
False |
35,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,670 |
2.618 |
17,384 |
1.618 |
17,209 |
1.000 |
17,101 |
0.618 |
17,034 |
HIGH |
16,926 |
0.618 |
16,859 |
0.500 |
16,839 |
0.382 |
16,818 |
LOW |
16,751 |
0.618 |
16,643 |
1.000 |
16,576 |
1.618 |
16,468 |
2.618 |
16,293 |
4.250 |
16,007 |
|
|
Fisher Pivots for day following 30-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
16,839 |
16,872 |
PP |
16,833 |
16,855 |
S1 |
16,827 |
16,838 |
|