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 |
1,301.4 |
1,298.4 |
-3.0 |
-0.2% |
1,313.4 |
High |
1,305.2 |
1,299.2 |
-6.0 |
-0.5% |
1,319.8 |
Low |
1,295.5 |
1,283.6 |
-11.9 |
-0.9% |
1,291.8 |
Close |
1,297.8 |
1,283.6 |
-14.2 |
-1.1% |
1,306.0 |
Range |
9.7 |
15.6 |
5.9 |
60.8% |
28.0 |
ATR |
12.3 |
12.6 |
0.2 |
1.9% |
0.0 |
Volume |
3,412 |
1,431 |
-1,981 |
-58.1% |
2,735 |
|
Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,335.6 |
1,325.2 |
1,292.2 |
|
R3 |
1,320.0 |
1,309.6 |
1,287.9 |
|
R2 |
1,304.4 |
1,304.4 |
1,286.5 |
|
R1 |
1,294.0 |
1,294.0 |
1,285.0 |
1,291.4 |
PP |
1,288.8 |
1,288.8 |
1,288.8 |
1,287.5 |
S1 |
1,278.4 |
1,278.4 |
1,282.2 |
1,275.8 |
S2 |
1,273.2 |
1,273.2 |
1,280.7 |
|
S3 |
1,257.6 |
1,262.8 |
1,279.3 |
|
S4 |
1,242.0 |
1,247.2 |
1,275.0 |
|
|
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 |
1,283.6 |
31.1 |
2.4% |
11.7 |
0.9% |
0% |
False |
True |
1,789 |
10 |
1,321.6 |
1,283.6 |
38.0 |
3.0% |
11.0 |
0.9% |
0% |
False |
True |
1,200 |
20 |
1,347.3 |
1,283.6 |
63.7 |
5.0% |
12.5 |
1.0% |
0% |
False |
True |
1,065 |
40 |
1,347.3 |
1,244.3 |
103.0 |
8.0% |
11.2 |
0.9% |
38% |
False |
False |
657 |
60 |
1,347.3 |
1,243.9 |
103.4 |
8.1% |
9.2 |
0.7% |
38% |
False |
False |
527 |
80 |
1,347.3 |
1,243.9 |
103.4 |
8.1% |
8.0 |
0.6% |
38% |
False |
False |
423 |
100 |
1,389.1 |
1,243.9 |
145.2 |
11.3% |
7.6 |
0.6% |
27% |
False |
False |
356 |
120 |
1,389.1 |
1,243.9 |
145.2 |
11.3% |
7.1 |
0.6% |
27% |
False |
False |
313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,365.5 |
2.618 |
1,340.0 |
1.618 |
1,324.4 |
1.000 |
1,314.8 |
0.618 |
1,308.8 |
HIGH |
1,299.2 |
0.618 |
1,293.2 |
0.500 |
1,291.4 |
0.382 |
1,289.6 |
LOW |
1,283.6 |
0.618 |
1,274.0 |
1.000 |
1,268.0 |
1.618 |
1,258.4 |
2.618 |
1,242.8 |
4.250 |
1,217.3 |
|
|
Fisher Pivots for day following 31-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,291.4 |
1,299.2 |
PP |
1,288.8 |
1,294.0 |
S1 |
1,286.2 |
1,288.8 |
|