Trading Metrics calculated at close of trading on 07-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
16,979.00 |
17,063.83 |
84.83 |
0.5% |
16,852.49 |
High |
17,074.65 |
17,063.83 |
-10.82 |
-0.1% |
17,074.65 |
Low |
16,979.00 |
16,992.45 |
13.45 |
0.1% |
16,801.94 |
Close |
17,068.26 |
17,024.21 |
-44.05 |
-0.3% |
17,068.26 |
Range |
95.65 |
71.38 |
-24.27 |
-25.4% |
272.71 |
ATR |
97.23 |
95.70 |
-1.53 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,240.97 |
17,203.97 |
17,063.47 |
|
R3 |
17,169.59 |
17,132.59 |
17,043.84 |
|
R2 |
17,098.21 |
17,098.21 |
17,037.30 |
|
R1 |
17,061.21 |
17,061.21 |
17,030.75 |
17,044.02 |
PP |
17,026.83 |
17,026.83 |
17,026.83 |
17,018.24 |
S1 |
16,989.83 |
16,989.83 |
17,017.67 |
16,972.64 |
S2 |
16,955.45 |
16,955.45 |
17,011.12 |
|
S3 |
16,884.07 |
16,918.45 |
17,004.58 |
|
S4 |
16,812.69 |
16,847.07 |
16,984.95 |
|
|
Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,799.75 |
17,706.71 |
17,218.25 |
|
R3 |
17,527.04 |
17,434.00 |
17,143.26 |
|
R2 |
17,254.33 |
17,254.33 |
17,118.26 |
|
R1 |
17,161.29 |
17,161.29 |
17,093.26 |
17,207.81 |
PP |
16,981.62 |
16,981.62 |
16,981.62 |
17,004.88 |
S1 |
16,888.58 |
16,888.58 |
17,043.26 |
16,935.10 |
S2 |
16,708.91 |
16,708.91 |
17,018.26 |
|
S3 |
16,436.20 |
16,615.87 |
16,993.26 |
|
S4 |
16,163.49 |
16,343.16 |
16,918.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,074.65 |
16,801.94 |
272.71 |
1.6% |
88.69 |
0.5% |
82% |
False |
False |
|
10 |
17,074.65 |
16,746.09 |
328.56 |
1.9% |
96.56 |
0.6% |
85% |
False |
False |
|
20 |
17,074.65 |
16,703.73 |
370.92 |
2.2% |
92.41 |
0.5% |
86% |
False |
False |
|
40 |
17,074.65 |
16,341.30 |
733.35 |
4.3% |
94.88 |
0.6% |
93% |
False |
False |
|
60 |
17,074.65 |
16,015.32 |
1,059.33 |
6.2% |
108.76 |
0.6% |
95% |
False |
False |
|
80 |
17,074.65 |
16,015.32 |
1,059.33 |
6.2% |
122.17 |
0.7% |
95% |
False |
False |
|
100 |
17,074.65 |
15,863.25 |
1,211.40 |
7.1% |
125.64 |
0.7% |
96% |
False |
False |
|
120 |
17,074.65 |
15,340.69 |
1,733.96 |
10.2% |
133.84 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,367.20 |
2.618 |
17,250.70 |
1.618 |
17,179.32 |
1.000 |
17,135.21 |
0.618 |
17,107.94 |
HIGH |
17,063.83 |
0.618 |
17,036.56 |
0.500 |
17,028.14 |
0.382 |
17,019.72 |
LOW |
16,992.45 |
0.618 |
16,948.34 |
1.000 |
16,921.07 |
1.618 |
16,876.96 |
2.618 |
16,805.58 |
4.250 |
16,689.09 |
|
|
Fisher Pivots for day following 07-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
17,028.14 |
17,020.20 |
PP |
17,026.83 |
17,016.19 |
S1 |
17,025.52 |
17,012.18 |
|