Trading Metrics calculated at close of trading on 28-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,978.75 |
1,970.75 |
-8.00 |
-0.4% |
1,970.25 |
High |
1,980.75 |
1,976.00 |
-4.75 |
-0.2% |
1,985.75 |
Low |
1,968.00 |
1,960.75 |
-7.25 |
-0.4% |
1,959.00 |
Close |
1,971.50 |
1,973.00 |
1.50 |
0.1% |
1,971.50 |
Range |
12.75 |
15.25 |
2.50 |
19.6% |
26.75 |
ATR |
14.59 |
14.64 |
0.05 |
0.3% |
0.00 |
Volume |
1,426,906 |
1,368,020 |
-58,886 |
-4.1% |
6,431,278 |
|
Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,015.75 |
2,009.50 |
1,981.50 |
|
R3 |
2,000.50 |
1,994.25 |
1,977.25 |
|
R2 |
1,985.25 |
1,985.25 |
1,975.75 |
|
R1 |
1,979.00 |
1,979.00 |
1,974.50 |
1,982.00 |
PP |
1,970.00 |
1,970.00 |
1,970.00 |
1,971.50 |
S1 |
1,963.75 |
1,963.75 |
1,971.50 |
1,967.00 |
S2 |
1,954.75 |
1,954.75 |
1,970.25 |
|
S3 |
1,939.50 |
1,948.50 |
1,968.75 |
|
S4 |
1,924.25 |
1,933.25 |
1,964.50 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,052.25 |
2,038.75 |
1,986.25 |
|
R3 |
2,025.50 |
2,012.00 |
1,978.75 |
|
R2 |
1,998.75 |
1,998.75 |
1,976.50 |
|
R1 |
1,985.25 |
1,985.25 |
1,974.00 |
1,992.00 |
PP |
1,972.00 |
1,972.00 |
1,972.00 |
1,975.50 |
S1 |
1,958.50 |
1,958.50 |
1,969.00 |
1,965.25 |
S2 |
1,945.25 |
1,945.25 |
1,966.50 |
|
S3 |
1,918.50 |
1,931.75 |
1,964.25 |
|
S4 |
1,891.75 |
1,905.00 |
1,956.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,985.75 |
1,960.75 |
25.00 |
1.3% |
12.50 |
0.6% |
49% |
False |
True |
1,277,008 |
10 |
1,985.75 |
1,942.50 |
43.25 |
2.2% |
16.25 |
0.8% |
71% |
False |
False |
1,526,348 |
20 |
1,985.75 |
1,942.50 |
43.25 |
2.2% |
14.50 |
0.7% |
71% |
False |
False |
1,415,203 |
40 |
1,985.75 |
1,906.25 |
79.50 |
4.0% |
13.75 |
0.7% |
84% |
False |
False |
1,148,232 |
60 |
1,985.75 |
1,847.25 |
138.50 |
7.0% |
14.25 |
0.7% |
91% |
False |
False |
767,217 |
80 |
1,985.75 |
1,796.50 |
189.25 |
9.6% |
15.75 |
0.8% |
93% |
False |
False |
576,224 |
100 |
1,985.75 |
1,796.50 |
189.25 |
9.6% |
16.25 |
0.8% |
93% |
False |
False |
461,205 |
120 |
1,985.75 |
1,721.25 |
264.50 |
13.4% |
16.25 |
0.8% |
95% |
False |
False |
384,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,040.75 |
2.618 |
2,016.00 |
1.618 |
2,000.75 |
1.000 |
1,991.25 |
0.618 |
1,985.50 |
HIGH |
1,976.00 |
0.618 |
1,970.25 |
0.500 |
1,968.50 |
0.382 |
1,966.50 |
LOW |
1,960.75 |
0.618 |
1,951.25 |
1.000 |
1,945.50 |
1.618 |
1,936.00 |
2.618 |
1,920.75 |
4.250 |
1,896.00 |
|
|
Fisher Pivots for day following 28-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,971.50 |
1,973.25 |
PP |
1,970.00 |
1,973.25 |
S1 |
1,968.50 |
1,973.00 |
|