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 |
3,957.25 |
3,968.75 |
11.50 |
0.3% |
3,929.50 |
High |
3,983.00 |
3,970.25 |
-12.75 |
-0.3% |
3,991.25 |
Low |
3,953.25 |
3,881.75 |
-71.50 |
-1.8% |
3,909.75 |
Close |
3,968.50 |
3,884.75 |
-83.75 |
-2.1% |
3,955.50 |
Range |
29.75 |
88.50 |
58.75 |
197.5% |
81.50 |
ATR |
37.49 |
41.14 |
3.64 |
9.7% |
0.00 |
Volume |
275,028 |
423,444 |
148,416 |
54.0% |
1,048,070 |
|
Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,177.75 |
4,119.75 |
3,933.50 |
|
R3 |
4,089.25 |
4,031.25 |
3,909.00 |
|
R2 |
4,000.75 |
4,000.75 |
3,901.00 |
|
R1 |
3,942.75 |
3,942.75 |
3,892.75 |
3,927.50 |
PP |
3,912.25 |
3,912.25 |
3,912.25 |
3,904.50 |
S1 |
3,854.25 |
3,854.25 |
3,876.75 |
3,839.00 |
S2 |
3,823.75 |
3,823.75 |
3,868.50 |
|
S3 |
3,735.25 |
3,765.75 |
3,860.50 |
|
S4 |
3,646.75 |
3,677.25 |
3,836.00 |
|
|
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 |
3,983.00 |
3,881.75 |
101.25 |
2.6% |
43.25 |
1.1% |
3% |
False |
True |
267,785 |
10 |
3,991.25 |
3,854.00 |
137.25 |
3.5% |
42.50 |
1.1% |
22% |
False |
False |
246,870 |
20 |
3,991.25 |
3,831.50 |
159.75 |
4.1% |
42.25 |
1.1% |
33% |
False |
False |
247,568 |
40 |
3,991.25 |
3,726.75 |
264.50 |
6.8% |
36.50 |
0.9% |
60% |
False |
False |
203,692 |
60 |
3,991.25 |
3,500.00 |
491.25 |
12.6% |
36.75 |
0.9% |
78% |
False |
False |
136,131 |
80 |
3,991.25 |
3,404.00 |
587.25 |
15.1% |
39.75 |
1.0% |
82% |
False |
False |
102,112 |
100 |
3,991.25 |
3,404.00 |
587.25 |
15.1% |
42.25 |
1.1% |
82% |
False |
False |
81,699 |
120 |
3,991.25 |
3,404.00 |
587.25 |
15.1% |
37.25 |
1.0% |
82% |
False |
False |
68,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,346.50 |
2.618 |
4,202.00 |
1.618 |
4,113.50 |
1.000 |
4,058.75 |
0.618 |
4,025.00 |
HIGH |
3,970.25 |
0.618 |
3,936.50 |
0.500 |
3,926.00 |
0.382 |
3,915.50 |
LOW |
3,881.75 |
0.618 |
3,827.00 |
1.000 |
3,793.25 |
1.618 |
3,738.50 |
2.618 |
3,650.00 |
4.250 |
3,505.50 |
|
|
Fisher Pivots for day following 31-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,926.00 |
3,932.50 |
PP |
3,912.25 |
3,916.50 |
S1 |
3,898.50 |
3,900.50 |
|