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 |
1,328.4 |
1,321.4 |
-7.0 |
-0.5% |
1,316.8 |
High |
1,329.0 |
1,321.7 |
-7.3 |
-0.5% |
1,334.9 |
Low |
1,309.4 |
1,312.1 |
2.7 |
0.2% |
1,309.4 |
Close |
1,320.6 |
1,317.0 |
-3.6 |
-0.3% |
1,320.6 |
Range |
19.6 |
9.6 |
-10.0 |
-51.0% |
25.5 |
ATR |
15.4 |
14.9 |
-0.4 |
-2.7% |
0.0 |
Volume |
149,377 |
113,065 |
-36,312 |
-24.3% |
512,178 |
|
Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,345.7 |
1,341.0 |
1,322.3 |
|
R3 |
1,336.1 |
1,331.4 |
1,319.6 |
|
R2 |
1,326.5 |
1,326.5 |
1,318.8 |
|
R1 |
1,321.8 |
1,321.8 |
1,317.9 |
1,319.4 |
PP |
1,316.9 |
1,316.9 |
1,316.9 |
1,315.7 |
S1 |
1,312.2 |
1,312.2 |
1,316.1 |
1,309.8 |
S2 |
1,307.3 |
1,307.3 |
1,315.2 |
|
S3 |
1,297.7 |
1,302.6 |
1,314.4 |
|
S4 |
1,288.1 |
1,293.0 |
1,311.7 |
|
|
Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,398.1 |
1,384.9 |
1,334.6 |
|
R3 |
1,372.6 |
1,359.4 |
1,327.6 |
|
R2 |
1,347.1 |
1,347.1 |
1,325.3 |
|
R1 |
1,333.9 |
1,333.9 |
1,322.9 |
1,340.5 |
PP |
1,321.6 |
1,321.6 |
1,321.6 |
1,325.0 |
S1 |
1,308.4 |
1,308.4 |
1,318.3 |
1,315.0 |
S2 |
1,296.1 |
1,296.1 |
1,315.9 |
|
S3 |
1,270.6 |
1,282.9 |
1,313.6 |
|
S4 |
1,245.1 |
1,257.4 |
1,306.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,334.9 |
1,309.4 |
25.5 |
1.9% |
14.1 |
1.1% |
30% |
False |
False |
125,048 |
10 |
1,334.9 |
1,305.4 |
29.5 |
2.2% |
13.5 |
1.0% |
39% |
False |
False |
123,458 |
20 |
1,334.9 |
1,250.1 |
84.8 |
6.4% |
14.4 |
1.1% |
79% |
False |
False |
118,913 |
40 |
1,334.9 |
1,240.2 |
94.7 |
7.2% |
14.1 |
1.1% |
81% |
False |
False |
90,931 |
60 |
1,334.9 |
1,240.2 |
94.7 |
7.2% |
14.8 |
1.1% |
81% |
False |
False |
62,920 |
80 |
1,392.0 |
1,240.2 |
151.8 |
11.5% |
15.0 |
1.1% |
51% |
False |
False |
47,930 |
100 |
1,392.0 |
1,240.2 |
151.8 |
11.5% |
15.0 |
1.1% |
51% |
False |
False |
38,708 |
120 |
1,392.0 |
1,234.6 |
157.4 |
12.0% |
14.7 |
1.1% |
52% |
False |
False |
32,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,362.5 |
2.618 |
1,346.8 |
1.618 |
1,337.2 |
1.000 |
1,331.3 |
0.618 |
1,327.6 |
HIGH |
1,321.7 |
0.618 |
1,318.0 |
0.500 |
1,316.9 |
0.382 |
1,315.8 |
LOW |
1,312.1 |
0.618 |
1,306.2 |
1.000 |
1,302.5 |
1.618 |
1,296.6 |
2.618 |
1,287.0 |
4.250 |
1,271.3 |
|
|
Fisher Pivots for day following 07-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,317.0 |
1,321.3 |
PP |
1,316.9 |
1,319.9 |
S1 |
1,316.9 |
1,318.4 |
|