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 |
1,972.50 |
1,964.25 |
-8.25 |
-0.4% |
1,970.25 |
High |
1,979.50 |
1,974.25 |
-5.25 |
-0.3% |
1,985.75 |
Low |
1,962.00 |
1,956.50 |
-5.50 |
-0.3% |
1,959.00 |
Close |
1,963.00 |
1,965.00 |
2.00 |
0.1% |
1,971.50 |
Range |
17.50 |
17.75 |
0.25 |
1.4% |
26.75 |
ATR |
14.84 |
15.05 |
0.21 |
1.4% |
0.00 |
Volume |
1,509,091 |
1,768,972 |
259,881 |
17.2% |
6,431,278 |
|
Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,018.50 |
2,009.50 |
1,974.75 |
|
R3 |
2,000.75 |
1,991.75 |
1,970.00 |
|
R2 |
1,983.00 |
1,983.00 |
1,968.25 |
|
R1 |
1,974.00 |
1,974.00 |
1,966.75 |
1,978.50 |
PP |
1,965.25 |
1,965.25 |
1,965.25 |
1,967.50 |
S1 |
1,956.25 |
1,956.25 |
1,963.25 |
1,960.75 |
S2 |
1,947.50 |
1,947.50 |
1,961.75 |
|
S3 |
1,929.75 |
1,938.50 |
1,960.00 |
|
S4 |
1,912.00 |
1,920.75 |
1,955.25 |
|
|
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 |
1,956.50 |
29.25 |
1.5% |
14.50 |
0.7% |
29% |
False |
True |
1,447,726 |
10 |
1,985.75 |
1,942.50 |
43.25 |
2.2% |
17.00 |
0.9% |
52% |
False |
False |
1,531,554 |
20 |
1,985.75 |
1,942.50 |
43.25 |
2.2% |
15.00 |
0.8% |
52% |
False |
False |
1,448,530 |
40 |
1,985.75 |
1,908.75 |
77.00 |
3.9% |
14.25 |
0.7% |
73% |
False |
False |
1,229,482 |
60 |
1,985.75 |
1,847.25 |
138.50 |
7.0% |
14.25 |
0.7% |
85% |
False |
False |
821,755 |
80 |
1,985.75 |
1,796.50 |
189.25 |
9.6% |
15.75 |
0.8% |
89% |
False |
False |
617,140 |
100 |
1,985.75 |
1,796.50 |
189.25 |
9.6% |
16.50 |
0.8% |
89% |
False |
False |
493,983 |
120 |
1,985.75 |
1,746.25 |
239.50 |
12.2% |
16.25 |
0.8% |
91% |
False |
False |
411,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,049.75 |
2.618 |
2,020.75 |
1.618 |
2,003.00 |
1.000 |
1,992.00 |
0.618 |
1,985.25 |
HIGH |
1,974.25 |
0.618 |
1,967.50 |
0.500 |
1,965.50 |
0.382 |
1,963.25 |
LOW |
1,956.50 |
0.618 |
1,945.50 |
1.000 |
1,938.75 |
1.618 |
1,927.75 |
2.618 |
1,910.00 |
4.250 |
1,881.00 |
|
|
Fisher Pivots for day following 30-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,965.50 |
1,968.00 |
PP |
1,965.25 |
1,967.00 |
S1 |
1,965.00 |
1,966.00 |
|