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 |
1,296.0 |
1,309.2 |
13.2 |
1.0% |
1,312.2 |
High |
1,311.0 |
1,311.4 |
0.4 |
0.0% |
1,320.4 |
Low |
1,293.0 |
1,303.3 |
10.3 |
0.8% |
1,289.4 |
Close |
1,305.3 |
1,305.8 |
0.5 |
0.0% |
1,305.3 |
Range |
18.0 |
8.1 |
-9.9 |
-55.0% |
31.0 |
ATR |
15.8 |
15.3 |
-0.6 |
-3.5% |
0.0 |
Volume |
41,668 |
57,697 |
16,029 |
38.5% |
125,514 |
|
Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,331.1 |
1,326.6 |
1,310.3 |
|
R3 |
1,323.0 |
1,318.5 |
1,308.0 |
|
R2 |
1,314.9 |
1,314.9 |
1,307.3 |
|
R1 |
1,310.4 |
1,310.4 |
1,306.5 |
1,308.6 |
PP |
1,306.8 |
1,306.8 |
1,306.8 |
1,306.0 |
S1 |
1,302.3 |
1,302.3 |
1,305.1 |
1,300.5 |
S2 |
1,298.7 |
1,298.7 |
1,304.3 |
|
S3 |
1,290.6 |
1,294.2 |
1,303.6 |
|
S4 |
1,282.5 |
1,286.1 |
1,301.3 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,398.0 |
1,382.7 |
1,322.4 |
|
R3 |
1,367.0 |
1,351.7 |
1,313.8 |
|
R2 |
1,336.0 |
1,336.0 |
1,311.0 |
|
R1 |
1,320.7 |
1,320.7 |
1,308.1 |
1,312.9 |
PP |
1,305.0 |
1,305.0 |
1,305.0 |
1,301.1 |
S1 |
1,289.7 |
1,289.7 |
1,302.5 |
1,281.9 |
S2 |
1,274.0 |
1,274.0 |
1,299.6 |
|
S3 |
1,243.0 |
1,258.7 |
1,296.8 |
|
S4 |
1,212.0 |
1,227.7 |
1,288.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,318.0 |
1,289.4 |
28.6 |
2.2% |
13.1 |
1.0% |
57% |
False |
False |
33,077 |
10 |
1,327.3 |
1,289.4 |
37.9 |
2.9% |
15.3 |
1.2% |
43% |
False |
False |
26,524 |
20 |
1,347.5 |
1,289.4 |
58.1 |
4.4% |
15.3 |
1.2% |
28% |
False |
False |
22,202 |
40 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
13.9 |
1.1% |
61% |
False |
False |
12,475 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.1 |
1.1% |
61% |
False |
False |
9,347 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.2 |
1.1% |
61% |
False |
False |
7,388 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.4% |
14.6 |
1.1% |
43% |
False |
False |
6,213 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.4% |
14.5 |
1.1% |
43% |
False |
False |
5,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,345.8 |
2.618 |
1,332.6 |
1.618 |
1,324.5 |
1.000 |
1,319.5 |
0.618 |
1,316.4 |
HIGH |
1,311.4 |
0.618 |
1,308.3 |
0.500 |
1,307.4 |
0.382 |
1,306.4 |
LOW |
1,303.3 |
0.618 |
1,298.3 |
1.000 |
1,295.2 |
1.618 |
1,290.2 |
2.618 |
1,282.1 |
4.250 |
1,268.9 |
|
|
Fisher Pivots for day following 28-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,307.4 |
1,304.0 |
PP |
1,306.8 |
1,302.2 |
S1 |
1,306.3 |
1,300.4 |
|