Trading Metrics calculated at close of trading on 08-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2014 |
08-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,321.4 |
1,320.8 |
-0.6 |
0.0% |
1,316.8 |
High |
1,321.7 |
1,325.7 |
4.0 |
0.3% |
1,334.9 |
Low |
1,312.1 |
1,314.3 |
2.2 |
0.2% |
1,309.4 |
Close |
1,317.0 |
1,316.5 |
-0.5 |
0.0% |
1,320.6 |
Range |
9.6 |
11.4 |
1.8 |
18.8% |
25.5 |
ATR |
14.9 |
14.7 |
-0.3 |
-1.7% |
0.0 |
Volume |
113,065 |
130,081 |
17,016 |
15.0% |
512,178 |
|
Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.0 |
1,346.2 |
1,322.8 |
|
R3 |
1,341.6 |
1,334.8 |
1,319.6 |
|
R2 |
1,330.2 |
1,330.2 |
1,318.6 |
|
R1 |
1,323.4 |
1,323.4 |
1,317.5 |
1,321.1 |
PP |
1,318.8 |
1,318.8 |
1,318.8 |
1,317.7 |
S1 |
1,312.0 |
1,312.0 |
1,315.5 |
1,309.7 |
S2 |
1,307.4 |
1,307.4 |
1,314.4 |
|
S3 |
1,296.0 |
1,300.6 |
1,313.4 |
|
S4 |
1,284.6 |
1,289.2 |
1,310.2 |
|
|
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% |
12.5 |
1.0% |
28% |
False |
False |
125,542 |
10 |
1,334.9 |
1,305.4 |
29.5 |
2.2% |
13.8 |
1.0% |
38% |
False |
False |
125,527 |
20 |
1,334.9 |
1,250.1 |
84.8 |
6.4% |
14.7 |
1.1% |
78% |
False |
False |
122,729 |
40 |
1,334.9 |
1,240.2 |
94.7 |
7.2% |
14.1 |
1.1% |
81% |
False |
False |
93,297 |
60 |
1,334.9 |
1,240.2 |
94.7 |
7.2% |
14.8 |
1.1% |
81% |
False |
False |
64,974 |
80 |
1,392.0 |
1,240.2 |
151.8 |
11.5% |
15.1 |
1.1% |
50% |
False |
False |
49,486 |
100 |
1,392.0 |
1,240.2 |
151.8 |
11.5% |
15.0 |
1.1% |
50% |
False |
False |
39,998 |
120 |
1,392.0 |
1,234.6 |
157.4 |
12.0% |
14.7 |
1.1% |
52% |
False |
False |
33,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,374.2 |
2.618 |
1,355.5 |
1.618 |
1,344.1 |
1.000 |
1,337.1 |
0.618 |
1,332.7 |
HIGH |
1,325.7 |
0.618 |
1,321.3 |
0.500 |
1,320.0 |
0.382 |
1,318.7 |
LOW |
1,314.3 |
0.618 |
1,307.3 |
1.000 |
1,302.9 |
1.618 |
1,295.9 |
2.618 |
1,284.5 |
4.250 |
1,265.9 |
|
|
Fisher Pivots for day following 08-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,320.0 |
1,319.2 |
PP |
1,318.8 |
1,318.3 |
S1 |
1,317.7 |
1,317.4 |
|