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 |
1,300.5 |
1,297.0 |
-3.5 |
-0.3% |
1,312.2 |
High |
1,305.2 |
1,298.8 |
-6.4 |
-0.5% |
1,320.4 |
Low |
1,293.2 |
1,281.3 |
-11.9 |
-0.9% |
1,289.4 |
Close |
1,296.9 |
1,282.8 |
-14.1 |
-1.1% |
1,305.3 |
Range |
12.0 |
17.5 |
5.5 |
45.8% |
31.0 |
ATR |
15.1 |
15.3 |
0.2 |
1.1% |
0.0 |
Volume |
130,868 |
143,363 |
12,495 |
9.5% |
125,514 |
|
Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.1 |
1,329.0 |
1,292.4 |
|
R3 |
1,322.6 |
1,311.5 |
1,287.6 |
|
R2 |
1,305.1 |
1,305.1 |
1,286.0 |
|
R1 |
1,294.0 |
1,294.0 |
1,284.4 |
1,290.8 |
PP |
1,287.6 |
1,287.6 |
1,287.6 |
1,286.1 |
S1 |
1,276.5 |
1,276.5 |
1,281.2 |
1,273.3 |
S2 |
1,270.1 |
1,270.1 |
1,279.6 |
|
S3 |
1,252.6 |
1,259.0 |
1,278.0 |
|
S4 |
1,235.1 |
1,241.5 |
1,273.2 |
|
|
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 |
1,281.3 |
33.3 |
2.6% |
14.4 |
1.1% |
5% |
False |
True |
104,889 |
10 |
1,325.3 |
1,281.3 |
44.0 |
3.4% |
14.1 |
1.1% |
3% |
False |
True |
62,776 |
20 |
1,347.5 |
1,281.3 |
66.2 |
5.2% |
15.6 |
1.2% |
2% |
False |
True |
42,852 |
40 |
1,347.5 |
1,242.0 |
105.5 |
8.2% |
14.5 |
1.1% |
39% |
False |
False |
22,978 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
13.9 |
1.1% |
39% |
False |
False |
16,355 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
14.3 |
1.1% |
39% |
False |
False |
12,638 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.6% |
14.5 |
1.1% |
28% |
False |
False |
10,435 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.6% |
14.6 |
1.1% |
28% |
False |
False |
8,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,373.2 |
2.618 |
1,344.6 |
1.618 |
1,327.1 |
1.000 |
1,316.3 |
0.618 |
1,309.6 |
HIGH |
1,298.8 |
0.618 |
1,292.1 |
0.500 |
1,290.1 |
0.382 |
1,288.0 |
LOW |
1,281.3 |
0.618 |
1,270.5 |
1.000 |
1,263.8 |
1.618 |
1,253.0 |
2.618 |
1,235.5 |
4.250 |
1,206.9 |
|
|
Fisher Pivots for day following 31-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,290.1 |
1,298.0 |
PP |
1,287.6 |
1,292.9 |
S1 |
1,285.2 |
1,287.9 |
|