Trading Metrics calculated at close of trading on 31-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,964.25 |
1,965.00 |
0.75 |
0.0% |
1,970.25 |
High |
1,974.25 |
1,965.50 |
-8.75 |
-0.4% |
1,985.75 |
Low |
1,956.50 |
1,923.50 |
-33.00 |
-1.7% |
1,959.00 |
Close |
1,965.00 |
1,924.75 |
-40.25 |
-2.0% |
1,971.50 |
Range |
17.75 |
42.00 |
24.25 |
136.6% |
26.75 |
ATR |
15.05 |
16.98 |
1.92 |
12.8% |
0.00 |
Volume |
1,768,972 |
2,772,401 |
1,003,429 |
56.7% |
6,431,278 |
|
Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,064.00 |
2,036.25 |
1,947.75 |
|
R3 |
2,022.00 |
1,994.25 |
1,936.25 |
|
R2 |
1,980.00 |
1,980.00 |
1,932.50 |
|
R1 |
1,952.25 |
1,952.25 |
1,928.50 |
1,945.00 |
PP |
1,938.00 |
1,938.00 |
1,938.00 |
1,934.25 |
S1 |
1,910.25 |
1,910.25 |
1,921.00 |
1,903.00 |
S2 |
1,896.00 |
1,896.00 |
1,917.00 |
|
S3 |
1,854.00 |
1,868.25 |
1,913.25 |
|
S4 |
1,812.00 |
1,826.25 |
1,901.75 |
|
|
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 |
1,980.75 |
1,923.50 |
57.25 |
3.0% |
21.00 |
1.1% |
2% |
False |
True |
1,769,078 |
10 |
1,985.75 |
1,923.50 |
62.25 |
3.2% |
18.50 |
1.0% |
2% |
False |
True |
1,564,638 |
20 |
1,985.75 |
1,923.50 |
62.25 |
3.2% |
16.75 |
0.9% |
2% |
False |
True |
1,541,101 |
40 |
1,985.75 |
1,913.50 |
72.25 |
3.8% |
15.00 |
0.8% |
16% |
False |
False |
1,298,317 |
60 |
1,985.75 |
1,847.25 |
138.50 |
7.2% |
14.75 |
0.8% |
56% |
False |
False |
867,935 |
80 |
1,985.75 |
1,796.50 |
189.25 |
9.8% |
15.75 |
0.8% |
68% |
False |
False |
651,754 |
100 |
1,985.75 |
1,796.50 |
189.25 |
9.8% |
16.75 |
0.9% |
68% |
False |
False |
521,705 |
120 |
1,985.75 |
1,774.50 |
211.25 |
11.0% |
16.50 |
0.9% |
71% |
False |
False |
434,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,144.00 |
2.618 |
2,075.50 |
1.618 |
2,033.50 |
1.000 |
2,007.50 |
0.618 |
1,991.50 |
HIGH |
1,965.50 |
0.618 |
1,949.50 |
0.500 |
1,944.50 |
0.382 |
1,939.50 |
LOW |
1,923.50 |
0.618 |
1,897.50 |
1.000 |
1,881.50 |
1.618 |
1,855.50 |
2.618 |
1,813.50 |
4.250 |
1,745.00 |
|
|
Fisher Pivots for day following 31-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,944.50 |
1,951.50 |
PP |
1,938.00 |
1,942.50 |
S1 |
1,931.25 |
1,933.75 |
|