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 |
1,963.25 |
1,964.75 |
1.50 |
0.1% |
1,962.50 |
High |
1,968.00 |
1,971.50 |
3.50 |
0.2% |
1,977.75 |
Low |
1,953.25 |
1,954.50 |
1.25 |
0.1% |
1,951.25 |
Close |
1,965.00 |
1,955.00 |
-10.00 |
-0.5% |
1,963.50 |
Range |
14.75 |
17.00 |
2.25 |
15.3% |
26.50 |
ATR |
14.13 |
14.34 |
0.20 |
1.4% |
0.00 |
Volume |
1,959 |
3,521 |
1,562 |
79.7% |
14,642 |
|
Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,011.25 |
2,000.25 |
1,964.25 |
|
R3 |
1,994.25 |
1,983.25 |
1,959.75 |
|
R2 |
1,977.25 |
1,977.25 |
1,958.00 |
|
R1 |
1,966.25 |
1,966.25 |
1,956.50 |
1,963.25 |
PP |
1,960.25 |
1,960.25 |
1,960.25 |
1,959.00 |
S1 |
1,949.25 |
1,949.25 |
1,953.50 |
1,946.25 |
S2 |
1,943.25 |
1,943.25 |
1,952.00 |
|
S3 |
1,926.25 |
1,932.25 |
1,950.25 |
|
S4 |
1,909.25 |
1,915.25 |
1,945.75 |
|
|
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 |
1.3% |
12.50 |
0.6% |
7% |
False |
False |
2,517 |
10 |
1,977.75 |
1,934.75 |
43.00 |
2.2% |
15.75 |
0.8% |
47% |
False |
False |
2,819 |
20 |
1,977.75 |
1,934.75 |
43.00 |
2.2% |
14.50 |
0.7% |
47% |
False |
False |
2,525 |
40 |
1,977.75 |
1,901.50 |
76.25 |
3.9% |
13.25 |
0.7% |
70% |
False |
False |
1,775 |
60 |
1,977.75 |
1,840.00 |
137.75 |
7.0% |
13.25 |
0.7% |
83% |
False |
False |
1,235 |
80 |
1,977.75 |
1,790.00 |
187.75 |
9.6% |
14.25 |
0.7% |
88% |
False |
False |
967 |
100 |
1,977.75 |
1,790.00 |
187.75 |
9.6% |
14.00 |
0.7% |
88% |
False |
False |
790 |
120 |
1,977.75 |
1,736.00 |
241.75 |
12.4% |
13.00 |
0.7% |
91% |
False |
False |
660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,043.75 |
2.618 |
2,016.00 |
1.618 |
1,999.00 |
1.000 |
1,988.50 |
0.618 |
1,982.00 |
HIGH |
1,971.50 |
0.618 |
1,965.00 |
0.500 |
1,963.00 |
0.382 |
1,961.00 |
LOW |
1,954.50 |
0.618 |
1,944.00 |
1.000 |
1,937.50 |
1.618 |
1,927.00 |
2.618 |
1,910.00 |
4.250 |
1,882.25 |
|
|
Fisher Pivots for day following 29-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,963.00 |
1,963.00 |
PP |
1,960.25 |
1,960.25 |
S1 |
1,957.75 |
1,957.75 |
|