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 |
1,957.00 |
1,957.25 |
0.25 |
0.0% |
1,962.50 |
High |
1,966.25 |
1,957.25 |
-9.00 |
-0.5% |
1,977.75 |
Low |
1,949.00 |
1,916.00 |
-33.00 |
-1.7% |
1,951.25 |
Close |
1,957.25 |
1,917.00 |
-40.25 |
-2.1% |
1,963.50 |
Range |
17.25 |
41.25 |
24.00 |
139.1% |
26.50 |
ATR |
14.55 |
16.45 |
1.91 |
13.1% |
0.00 |
Volume |
2,301 |
4,343 |
2,042 |
88.7% |
14,642 |
|
Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,053.75 |
2,026.75 |
1,939.75 |
|
R3 |
2,012.50 |
1,985.50 |
1,928.25 |
|
R2 |
1,971.25 |
1,971.25 |
1,924.50 |
|
R1 |
1,944.25 |
1,944.25 |
1,920.75 |
1,937.00 |
PP |
1,930.00 |
1,930.00 |
1,930.00 |
1,926.50 |
S1 |
1,903.00 |
1,903.00 |
1,913.25 |
1,896.00 |
S2 |
1,888.75 |
1,888.75 |
1,909.50 |
|
S3 |
1,847.50 |
1,861.75 |
1,905.75 |
|
S4 |
1,806.25 |
1,820.50 |
1,894.25 |
|
|
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 |
1,972.75 |
1,916.00 |
56.75 |
3.0% |
20.50 |
1.1% |
2% |
False |
True |
2,977 |
10 |
1,977.75 |
1,916.00 |
61.75 |
3.2% |
18.00 |
0.9% |
2% |
False |
True |
3,065 |
20 |
1,977.75 |
1,916.00 |
61.75 |
3.2% |
16.50 |
0.9% |
2% |
False |
True |
2,735 |
40 |
1,977.75 |
1,906.50 |
71.25 |
3.7% |
14.50 |
0.8% |
15% |
False |
False |
1,925 |
60 |
1,977.75 |
1,840.00 |
137.75 |
7.2% |
13.75 |
0.7% |
56% |
False |
False |
1,341 |
80 |
1,977.75 |
1,790.00 |
187.75 |
9.8% |
14.25 |
0.7% |
68% |
False |
False |
1,050 |
100 |
1,977.75 |
1,790.00 |
187.75 |
9.8% |
14.50 |
0.8% |
68% |
False |
False |
857 |
120 |
1,977.75 |
1,771.00 |
206.75 |
10.8% |
13.25 |
0.7% |
71% |
False |
False |
715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,132.50 |
2.618 |
2,065.25 |
1.618 |
2,024.00 |
1.000 |
1,998.50 |
0.618 |
1,982.75 |
HIGH |
1,957.25 |
0.618 |
1,941.50 |
0.500 |
1,936.50 |
0.382 |
1,931.75 |
LOW |
1,916.00 |
0.618 |
1,890.50 |
1.000 |
1,874.75 |
1.618 |
1,849.25 |
2.618 |
1,808.00 |
4.250 |
1,740.75 |
|
|
Fisher Pivots for day following 31-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,936.50 |
1,943.75 |
PP |
1,930.00 |
1,934.75 |
S1 |
1,923.50 |
1,926.00 |
|