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 |
1,964.75 |
1,957.00 |
-7.75 |
-0.4% |
1,962.50 |
High |
1,971.50 |
1,966.25 |
-5.25 |
-0.3% |
1,977.75 |
Low |
1,954.50 |
1,949.00 |
-5.50 |
-0.3% |
1,951.25 |
Close |
1,955.00 |
1,957.25 |
2.25 |
0.1% |
1,963.50 |
Range |
17.00 |
17.25 |
0.25 |
1.5% |
26.50 |
ATR |
14.34 |
14.55 |
0.21 |
1.5% |
0.00 |
Volume |
3,521 |
2,301 |
-1,220 |
-34.6% |
14,642 |
|
Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,009.25 |
2,000.50 |
1,966.75 |
|
R3 |
1,992.00 |
1,983.25 |
1,962.00 |
|
R2 |
1,974.75 |
1,974.75 |
1,960.50 |
|
R1 |
1,966.00 |
1,966.00 |
1,958.75 |
1,970.50 |
PP |
1,957.50 |
1,957.50 |
1,957.50 |
1,959.75 |
S1 |
1,948.75 |
1,948.75 |
1,955.75 |
1,953.00 |
S2 |
1,940.25 |
1,940.25 |
1,954.00 |
|
S3 |
1,923.00 |
1,931.50 |
1,952.50 |
|
S4 |
1,905.75 |
1,914.25 |
1,947.75 |
|
|
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 |
1,949.00 |
28.75 |
1.5% |
14.00 |
0.7% |
29% |
False |
True |
2,557 |
10 |
1,977.75 |
1,934.75 |
43.00 |
2.2% |
16.50 |
0.8% |
52% |
False |
False |
2,779 |
20 |
1,977.75 |
1,934.75 |
43.00 |
2.2% |
14.50 |
0.7% |
52% |
False |
False |
2,585 |
40 |
1,977.75 |
1,902.00 |
75.75 |
3.9% |
13.50 |
0.7% |
73% |
False |
False |
1,818 |
60 |
1,977.75 |
1,840.00 |
137.75 |
7.0% |
13.25 |
0.7% |
85% |
False |
False |
1,271 |
80 |
1,977.75 |
1,790.00 |
187.75 |
9.6% |
14.00 |
0.7% |
89% |
False |
False |
996 |
100 |
1,977.75 |
1,790.00 |
187.75 |
9.6% |
14.00 |
0.7% |
89% |
False |
False |
813 |
120 |
1,977.75 |
1,746.00 |
231.75 |
11.8% |
13.00 |
0.7% |
91% |
False |
False |
679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,039.50 |
2.618 |
2,011.50 |
1.618 |
1,994.25 |
1.000 |
1,983.50 |
0.618 |
1,977.00 |
HIGH |
1,966.25 |
0.618 |
1,959.75 |
0.500 |
1,957.50 |
0.382 |
1,955.50 |
LOW |
1,949.00 |
0.618 |
1,938.25 |
1.000 |
1,931.75 |
1.618 |
1,921.00 |
2.618 |
1,903.75 |
4.250 |
1,875.75 |
|
|
Fisher Pivots for day following 30-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,957.50 |
1,960.25 |
PP |
1,957.50 |
1,959.25 |
S1 |
1,957.50 |
1,958.25 |
|