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 |
1,971.00 |
1,963.25 |
-7.75 |
-0.4% |
1,962.50 |
High |
1,972.75 |
1,968.00 |
-4.75 |
-0.2% |
1,977.75 |
Low |
1,960.50 |
1,953.25 |
-7.25 |
-0.4% |
1,951.25 |
Close |
1,963.50 |
1,965.00 |
1.50 |
0.1% |
1,963.50 |
Range |
12.25 |
14.75 |
2.50 |
20.4% |
26.50 |
ATR |
14.09 |
14.13 |
0.05 |
0.3% |
0.00 |
Volume |
2,762 |
1,959 |
-803 |
-29.1% |
14,642 |
|
Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,006.25 |
2,000.50 |
1,973.00 |
|
R3 |
1,991.50 |
1,985.75 |
1,969.00 |
|
R2 |
1,976.75 |
1,976.75 |
1,967.75 |
|
R1 |
1,971.00 |
1,971.00 |
1,966.25 |
1,974.00 |
PP |
1,962.00 |
1,962.00 |
1,962.00 |
1,963.50 |
S1 |
1,956.25 |
1,956.25 |
1,963.75 |
1,959.00 |
S2 |
1,947.25 |
1,947.25 |
1,962.25 |
|
S3 |
1,932.50 |
1,941.50 |
1,961.00 |
|
S4 |
1,917.75 |
1,926.75 |
1,957.00 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,043.75 |
2,030.00 |
1,978.00 |
|
R3 |
2,017.25 |
2,003.50 |
1,970.75 |
|
R2 |
1,990.75 |
1,990.75 |
1,968.25 |
|
R1 |
1,977.00 |
1,977.00 |
1,966.00 |
1,984.00 |
PP |
1,964.25 |
1,964.25 |
1,964.25 |
1,967.50 |
S1 |
1,950.50 |
1,950.50 |
1,961.00 |
1,957.50 |
S2 |
1,937.75 |
1,937.75 |
1,958.75 |
|
S3 |
1,911.25 |
1,924.00 |
1,956.25 |
|
S4 |
1,884.75 |
1,897.50 |
1,949.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,977.75 |
1,953.25 |
24.50 |
1.2% |
12.00 |
0.6% |
48% |
False |
True |
2,451 |
10 |
1,977.75 |
1,934.75 |
43.00 |
2.2% |
15.75 |
0.8% |
70% |
False |
False |
2,810 |
20 |
1,977.75 |
1,934.75 |
43.00 |
2.2% |
14.25 |
0.7% |
70% |
False |
False |
2,517 |
40 |
1,977.75 |
1,900.00 |
77.75 |
4.0% |
13.00 |
0.7% |
84% |
False |
False |
1,689 |
60 |
1,977.75 |
1,840.00 |
137.75 |
7.0% |
13.00 |
0.7% |
91% |
False |
False |
1,202 |
80 |
1,977.75 |
1,790.00 |
187.75 |
9.6% |
14.25 |
0.7% |
93% |
False |
False |
924 |
100 |
1,977.75 |
1,790.00 |
187.75 |
9.6% |
13.75 |
0.7% |
93% |
False |
False |
755 |
120 |
1,977.75 |
1,723.00 |
254.75 |
13.0% |
12.75 |
0.7% |
95% |
False |
False |
630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,030.75 |
2.618 |
2,006.50 |
1.618 |
1,991.75 |
1.000 |
1,982.75 |
0.618 |
1,977.00 |
HIGH |
1,968.00 |
0.618 |
1,962.25 |
0.500 |
1,960.50 |
0.382 |
1,959.00 |
LOW |
1,953.25 |
0.618 |
1,944.25 |
1.000 |
1,938.50 |
1.618 |
1,929.50 |
2.618 |
1,914.75 |
4.250 |
1,890.50 |
|
|
Fisher Pivots for day following 28-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,963.50 |
1,965.50 |
PP |
1,962.00 |
1,965.25 |
S1 |
1,960.50 |
1,965.25 |
|