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 |
3,958.50 |
3,957.25 |
-1.25 |
0.0% |
3,929.50 |
High |
3,977.50 |
3,983.00 |
5.50 |
0.1% |
3,991.25 |
Low |
3,948.50 |
3,953.25 |
4.75 |
0.1% |
3,909.75 |
Close |
3,952.25 |
3,968.50 |
16.25 |
0.4% |
3,955.50 |
Range |
29.00 |
29.75 |
0.75 |
2.6% |
81.50 |
ATR |
38.01 |
37.49 |
-0.52 |
-1.4% |
0.00 |
Volume |
219,908 |
275,028 |
55,120 |
25.1% |
1,048,070 |
|
Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,057.50 |
4,042.75 |
3,984.75 |
|
R3 |
4,027.75 |
4,013.00 |
3,976.75 |
|
R2 |
3,998.00 |
3,998.00 |
3,974.00 |
|
R1 |
3,983.25 |
3,983.25 |
3,971.25 |
3,990.50 |
PP |
3,968.25 |
3,968.25 |
3,968.25 |
3,972.00 |
S1 |
3,953.50 |
3,953.50 |
3,965.75 |
3,961.00 |
S2 |
3,938.50 |
3,938.50 |
3,963.00 |
|
S3 |
3,908.75 |
3,923.75 |
3,960.25 |
|
S4 |
3,879.00 |
3,894.00 |
3,952.25 |
|
|
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 |
3,929.00 |
62.25 |
1.6% |
31.25 |
0.8% |
63% |
False |
False |
225,034 |
10 |
3,991.25 |
3,854.00 |
137.25 |
3.5% |
40.50 |
1.0% |
83% |
False |
False |
242,563 |
20 |
3,991.25 |
3,831.50 |
159.75 |
4.0% |
38.50 |
1.0% |
86% |
False |
False |
233,901 |
40 |
3,991.25 |
3,706.50 |
284.75 |
7.2% |
35.25 |
0.9% |
92% |
False |
False |
193,146 |
60 |
3,991.25 |
3,500.00 |
491.25 |
12.4% |
36.00 |
0.9% |
95% |
False |
False |
129,075 |
80 |
3,991.25 |
3,404.00 |
587.25 |
14.8% |
39.25 |
1.0% |
96% |
False |
False |
96,820 |
100 |
3,991.25 |
3,404.00 |
587.25 |
14.8% |
41.50 |
1.0% |
96% |
False |
False |
77,465 |
120 |
3,991.25 |
3,404.00 |
587.25 |
14.8% |
37.00 |
0.9% |
96% |
False |
False |
64,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,109.50 |
2.618 |
4,061.00 |
1.618 |
4,031.25 |
1.000 |
4,012.75 |
0.618 |
4,001.50 |
HIGH |
3,983.00 |
0.618 |
3,971.75 |
0.500 |
3,968.00 |
0.382 |
3,964.50 |
LOW |
3,953.25 |
0.618 |
3,934.75 |
1.000 |
3,923.50 |
1.618 |
3,905.00 |
2.618 |
3,875.25 |
4.250 |
3,826.75 |
|
|
Fisher Pivots for day following 30-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,968.50 |
3,964.25 |
PP |
3,968.25 |
3,960.25 |
S1 |
3,968.00 |
3,956.00 |
|