Trading Metrics calculated at close of trading on 29-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,309.2 |
1,306.7 |
-2.5 |
-0.2% |
1,312.2 |
High |
1,311.4 |
1,314.6 |
3.2 |
0.2% |
1,320.4 |
Low |
1,303.3 |
1,298.0 |
-5.3 |
-0.4% |
1,289.4 |
Close |
1,305.8 |
1,300.5 |
-5.3 |
-0.4% |
1,305.3 |
Range |
8.1 |
16.6 |
8.5 |
104.9% |
31.0 |
ATR |
15.3 |
15.4 |
0.1 |
0.6% |
0.0 |
Volume |
57,697 |
150,849 |
93,152 |
161.5% |
125,514 |
|
Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.2 |
1,343.9 |
1,309.6 |
|
R3 |
1,337.6 |
1,327.3 |
1,305.1 |
|
R2 |
1,321.0 |
1,321.0 |
1,303.5 |
|
R1 |
1,310.7 |
1,310.7 |
1,302.0 |
1,307.6 |
PP |
1,304.4 |
1,304.4 |
1,304.4 |
1,302.8 |
S1 |
1,294.1 |
1,294.1 |
1,299.0 |
1,291.0 |
S2 |
1,287.8 |
1,287.8 |
1,297.5 |
|
S3 |
1,271.2 |
1,277.5 |
1,295.9 |
|
S4 |
1,254.6 |
1,260.9 |
1,291.4 |
|
|
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 |
1,314.6 |
1,289.4 |
25.2 |
1.9% |
13.7 |
1.1% |
44% |
True |
False |
60,372 |
10 |
1,327.3 |
1,289.4 |
37.9 |
2.9% |
14.8 |
1.1% |
29% |
False |
False |
39,124 |
20 |
1,347.5 |
1,289.4 |
58.1 |
4.5% |
15.2 |
1.2% |
19% |
False |
False |
29,593 |
40 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.1 |
1.1% |
56% |
False |
False |
16,175 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
13.8 |
1.1% |
56% |
False |
False |
11,845 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.3 |
1.1% |
56% |
False |
False |
9,264 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.5% |
14.6 |
1.1% |
39% |
False |
False |
7,715 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.5% |
14.5 |
1.1% |
39% |
False |
False |
6,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,385.2 |
2.618 |
1,358.1 |
1.618 |
1,341.5 |
1.000 |
1,331.2 |
0.618 |
1,324.9 |
HIGH |
1,314.6 |
0.618 |
1,308.3 |
0.500 |
1,306.3 |
0.382 |
1,304.3 |
LOW |
1,298.0 |
0.618 |
1,287.7 |
1.000 |
1,281.4 |
1.618 |
1,271.1 |
2.618 |
1,254.5 |
4.250 |
1,227.5 |
|
|
Fisher Pivots for day following 29-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,306.3 |
1,303.8 |
PP |
1,304.4 |
1,302.7 |
S1 |
1,302.4 |
1,301.6 |
|