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 |
1,970.75 |
1,972.50 |
1.75 |
0.1% |
1,970.25 |
High |
1,976.00 |
1,979.50 |
3.50 |
0.2% |
1,985.75 |
Low |
1,960.75 |
1,962.00 |
1.25 |
0.1% |
1,959.00 |
Close |
1,973.00 |
1,963.00 |
-10.00 |
-0.5% |
1,971.50 |
Range |
15.25 |
17.50 |
2.25 |
14.8% |
26.75 |
ATR |
14.64 |
14.84 |
0.20 |
1.4% |
0.00 |
Volume |
1,368,020 |
1,509,091 |
141,071 |
10.3% |
6,431,278 |
|
Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,020.75 |
2,009.25 |
1,972.50 |
|
R3 |
2,003.25 |
1,991.75 |
1,967.75 |
|
R2 |
1,985.75 |
1,985.75 |
1,966.25 |
|
R1 |
1,974.25 |
1,974.25 |
1,964.50 |
1,971.25 |
PP |
1,968.25 |
1,968.25 |
1,968.25 |
1,966.50 |
S1 |
1,956.75 |
1,956.75 |
1,961.50 |
1,953.75 |
S2 |
1,950.75 |
1,950.75 |
1,959.75 |
|
S3 |
1,933.25 |
1,939.25 |
1,958.25 |
|
S4 |
1,915.75 |
1,921.75 |
1,953.50 |
|
|
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% |
13.00 |
0.7% |
9% |
False |
False |
1,323,856 |
10 |
1,985.75 |
1,942.50 |
43.25 |
2.2% |
16.25 |
0.8% |
47% |
False |
False |
1,486,695 |
20 |
1,985.75 |
1,942.50 |
43.25 |
2.2% |
15.00 |
0.8% |
47% |
False |
False |
1,432,864 |
40 |
1,985.75 |
1,908.50 |
77.25 |
3.9% |
14.00 |
0.7% |
71% |
False |
False |
1,185,702 |
60 |
1,985.75 |
1,847.25 |
138.50 |
7.1% |
14.25 |
0.7% |
84% |
False |
False |
792,335 |
80 |
1,985.75 |
1,796.50 |
189.25 |
9.6% |
16.00 |
0.8% |
88% |
False |
False |
595,048 |
100 |
1,985.75 |
1,796.50 |
189.25 |
9.6% |
16.50 |
0.8% |
88% |
False |
False |
476,296 |
120 |
1,985.75 |
1,732.50 |
253.25 |
12.9% |
16.50 |
0.8% |
91% |
False |
False |
396,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,054.00 |
2.618 |
2,025.25 |
1.618 |
2,007.75 |
1.000 |
1,997.00 |
0.618 |
1,990.25 |
HIGH |
1,979.50 |
0.618 |
1,972.75 |
0.500 |
1,970.75 |
0.382 |
1,968.75 |
LOW |
1,962.00 |
0.618 |
1,951.25 |
1.000 |
1,944.50 |
1.618 |
1,933.75 |
2.618 |
1,916.25 |
4.250 |
1,887.50 |
|
|
Fisher Pivots for day following 29-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,970.75 |
1,970.75 |
PP |
1,968.25 |
1,968.25 |
S1 |
1,965.50 |
1,965.50 |
|