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 |
1,307.4 |
1,301.4 |
-6.0 |
-0.5% |
1,313.4 |
High |
1,314.7 |
1,305.2 |
-9.5 |
-0.7% |
1,319.8 |
Low |
1,298.8 |
1,295.5 |
-3.3 |
-0.3% |
1,291.8 |
Close |
1,301.3 |
1,297.8 |
-3.5 |
-0.3% |
1,306.0 |
Range |
15.9 |
9.7 |
-6.2 |
-39.0% |
28.0 |
ATR |
12.5 |
12.3 |
-0.2 |
-1.6% |
0.0 |
Volume |
1,503 |
3,412 |
1,909 |
127.0% |
2,735 |
|
Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,328.6 |
1,322.9 |
1,303.1 |
|
R3 |
1,318.9 |
1,313.2 |
1,300.5 |
|
R2 |
1,309.2 |
1,309.2 |
1,299.6 |
|
R1 |
1,303.5 |
1,303.5 |
1,298.7 |
1,301.5 |
PP |
1,299.5 |
1,299.5 |
1,299.5 |
1,298.5 |
S1 |
1,293.8 |
1,293.8 |
1,296.9 |
1,291.8 |
S2 |
1,289.8 |
1,289.8 |
1,296.0 |
|
S3 |
1,280.1 |
1,284.1 |
1,295.1 |
|
S4 |
1,270.4 |
1,274.4 |
1,292.5 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,389.9 |
1,375.9 |
1,321.4 |
|
R3 |
1,361.9 |
1,347.9 |
1,313.7 |
|
R2 |
1,333.9 |
1,333.9 |
1,311.1 |
|
R1 |
1,319.9 |
1,319.9 |
1,308.6 |
1,312.9 |
PP |
1,305.9 |
1,305.9 |
1,305.9 |
1,302.4 |
S1 |
1,291.9 |
1,291.9 |
1,303.4 |
1,284.9 |
S2 |
1,277.9 |
1,277.9 |
1,300.9 |
|
S3 |
1,249.9 |
1,263.9 |
1,298.3 |
|
S4 |
1,221.9 |
1,235.9 |
1,290.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,314.7 |
1,291.8 |
22.9 |
1.8% |
11.7 |
0.9% |
26% |
False |
False |
1,583 |
10 |
1,325.1 |
1,291.8 |
33.3 |
2.6% |
11.8 |
0.9% |
18% |
False |
False |
1,087 |
20 |
1,347.3 |
1,291.8 |
55.5 |
4.3% |
12.2 |
0.9% |
11% |
False |
False |
1,016 |
40 |
1,347.3 |
1,244.3 |
103.0 |
7.9% |
10.9 |
0.8% |
52% |
False |
False |
623 |
60 |
1,347.3 |
1,243.9 |
103.4 |
8.0% |
9.0 |
0.7% |
52% |
False |
False |
503 |
80 |
1,347.3 |
1,243.9 |
103.4 |
8.0% |
7.8 |
0.6% |
52% |
False |
False |
407 |
100 |
1,389.1 |
1,243.9 |
145.2 |
11.2% |
7.5 |
0.6% |
37% |
False |
False |
342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,346.4 |
2.618 |
1,330.6 |
1.618 |
1,320.9 |
1.000 |
1,314.9 |
0.618 |
1,311.2 |
HIGH |
1,305.2 |
0.618 |
1,301.5 |
0.500 |
1,300.4 |
0.382 |
1,299.2 |
LOW |
1,295.5 |
0.618 |
1,289.5 |
1.000 |
1,285.8 |
1.618 |
1,279.8 |
2.618 |
1,270.1 |
4.250 |
1,254.3 |
|
|
Fisher Pivots for day following 30-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,300.4 |
1,305.1 |
PP |
1,299.5 |
1,302.7 |
S1 |
1,298.7 |
1,300.2 |
|