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 |
1,306.7 |
1,300.5 |
-6.2 |
-0.5% |
1,312.2 |
High |
1,314.6 |
1,305.2 |
-9.4 |
-0.7% |
1,320.4 |
Low |
1,298.0 |
1,293.2 |
-4.8 |
-0.4% |
1,289.4 |
Close |
1,300.5 |
1,296.9 |
-3.6 |
-0.3% |
1,305.3 |
Range |
16.6 |
12.0 |
-4.6 |
-27.7% |
31.0 |
ATR |
15.4 |
15.1 |
-0.2 |
-1.6% |
0.0 |
Volume |
150,849 |
130,868 |
-19,981 |
-13.2% |
125,514 |
|
Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.4 |
1,327.7 |
1,303.5 |
|
R3 |
1,322.4 |
1,315.7 |
1,300.2 |
|
R2 |
1,310.4 |
1,310.4 |
1,299.1 |
|
R1 |
1,303.7 |
1,303.7 |
1,298.0 |
1,301.1 |
PP |
1,298.4 |
1,298.4 |
1,298.4 |
1,297.1 |
S1 |
1,291.7 |
1,291.7 |
1,295.8 |
1,289.1 |
S2 |
1,286.4 |
1,286.4 |
1,294.7 |
|
S3 |
1,274.4 |
1,279.7 |
1,293.6 |
|
S4 |
1,262.4 |
1,267.7 |
1,290.3 |
|
|
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 |
1,314.6 |
1,289.4 |
25.2 |
1.9% |
14.5 |
1.1% |
30% |
False |
False |
82,816 |
10 |
1,327.3 |
1,289.4 |
37.9 |
2.9% |
15.1 |
1.2% |
20% |
False |
False |
49,895 |
20 |
1,347.5 |
1,289.4 |
58.1 |
4.5% |
15.3 |
1.2% |
13% |
False |
False |
35,935 |
40 |
1,347.5 |
1,242.0 |
105.5 |
8.1% |
14.3 |
1.1% |
52% |
False |
False |
19,417 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
13.8 |
1.1% |
52% |
False |
False |
13,991 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
14.2 |
1.1% |
52% |
False |
False |
10,891 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.5% |
14.5 |
1.1% |
37% |
False |
False |
9,007 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.5% |
14.5 |
1.1% |
37% |
False |
False |
7,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,356.2 |
2.618 |
1,336.6 |
1.618 |
1,324.6 |
1.000 |
1,317.2 |
0.618 |
1,312.6 |
HIGH |
1,305.2 |
0.618 |
1,300.6 |
0.500 |
1,299.2 |
0.382 |
1,297.8 |
LOW |
1,293.2 |
0.618 |
1,285.8 |
1.000 |
1,281.2 |
1.618 |
1,273.8 |
2.618 |
1,261.8 |
4.250 |
1,242.2 |
|
|
Fisher Pivots for day following 30-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,299.2 |
1,303.9 |
PP |
1,298.4 |
1,301.6 |
S1 |
1,297.7 |
1,299.2 |
|