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 |
3,962.75 |
3,954.00 |
-8.75 |
-0.2% |
3,929.50 |
High |
3,965.50 |
3,970.25 |
4.75 |
0.1% |
3,991.25 |
Low |
3,937.50 |
3,929.00 |
-8.50 |
-0.2% |
3,909.75 |
Close |
3,955.50 |
3,960.00 |
4.50 |
0.1% |
3,955.50 |
Range |
28.00 |
41.25 |
13.25 |
47.3% |
81.50 |
ATR |
38.51 |
38.70 |
0.20 |
0.5% |
0.00 |
Volume |
210,231 |
210,316 |
85 |
0.0% |
1,048,070 |
|
Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,076.75 |
4,059.75 |
3,982.75 |
|
R3 |
4,035.50 |
4,018.50 |
3,971.25 |
|
R2 |
3,994.25 |
3,994.25 |
3,967.50 |
|
R1 |
3,977.25 |
3,977.25 |
3,963.75 |
3,985.75 |
PP |
3,953.00 |
3,953.00 |
3,953.00 |
3,957.50 |
S1 |
3,936.00 |
3,936.00 |
3,956.25 |
3,944.50 |
S2 |
3,911.75 |
3,911.75 |
3,952.50 |
|
S3 |
3,870.50 |
3,894.75 |
3,948.75 |
|
S4 |
3,829.25 |
3,853.50 |
3,937.25 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,196.75 |
4,157.50 |
4,000.25 |
|
R3 |
4,115.25 |
4,076.00 |
3,978.00 |
|
R2 |
4,033.75 |
4,033.75 |
3,970.50 |
|
R1 |
3,994.50 |
3,994.50 |
3,963.00 |
4,014.00 |
PP |
3,952.25 |
3,952.25 |
3,952.25 |
3,962.00 |
S1 |
3,913.00 |
3,913.00 |
3,948.00 |
3,932.50 |
S2 |
3,870.75 |
3,870.75 |
3,940.50 |
|
S3 |
3,789.25 |
3,831.50 |
3,933.00 |
|
S4 |
3,707.75 |
3,750.00 |
3,910.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,991.25 |
3,923.75 |
67.50 |
1.7% |
34.25 |
0.9% |
54% |
False |
False |
207,716 |
10 |
3,991.25 |
3,854.00 |
137.25 |
3.5% |
42.75 |
1.1% |
77% |
False |
False |
247,820 |
20 |
3,991.25 |
3,827.75 |
163.50 |
4.1% |
39.25 |
1.0% |
81% |
False |
False |
226,678 |
40 |
3,991.25 |
3,700.25 |
291.00 |
7.3% |
35.25 |
0.9% |
89% |
False |
False |
180,823 |
60 |
3,991.25 |
3,500.00 |
491.25 |
12.4% |
36.25 |
0.9% |
94% |
False |
False |
120,827 |
80 |
3,991.25 |
3,404.00 |
587.25 |
14.8% |
41.00 |
1.0% |
95% |
False |
False |
90,636 |
100 |
3,991.25 |
3,404.00 |
587.25 |
14.8% |
41.50 |
1.0% |
95% |
False |
False |
72,516 |
120 |
3,991.25 |
3,404.00 |
587.25 |
14.8% |
36.50 |
0.9% |
95% |
False |
False |
60,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,145.50 |
2.618 |
4,078.25 |
1.618 |
4,037.00 |
1.000 |
4,011.50 |
0.618 |
3,995.75 |
HIGH |
3,970.25 |
0.618 |
3,954.50 |
0.500 |
3,949.50 |
0.382 |
3,944.75 |
LOW |
3,929.00 |
0.618 |
3,903.50 |
1.000 |
3,887.75 |
1.618 |
3,862.25 |
2.618 |
3,821.00 |
4.250 |
3,753.75 |
|
|
Fisher Pivots for day following 28-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,956.50 |
3,960.00 |
PP |
3,953.00 |
3,960.00 |
S1 |
3,949.50 |
3,960.00 |
|