Trading Metrics calculated at close of trading on 09-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,320.8 |
1,320.4 |
-0.4 |
0.0% |
1,316.8 |
High |
1,325.7 |
1,333.4 |
7.7 |
0.6% |
1,334.9 |
Low |
1,314.3 |
1,318.7 |
4.4 |
0.3% |
1,309.4 |
Close |
1,316.5 |
1,324.3 |
7.8 |
0.6% |
1,320.6 |
Range |
11.4 |
14.7 |
3.3 |
28.9% |
25.5 |
ATR |
14.7 |
14.9 |
0.2 |
1.1% |
0.0 |
Volume |
130,081 |
163,179 |
33,098 |
25.4% |
512,178 |
|
Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.6 |
1,361.6 |
1,332.4 |
|
R3 |
1,354.9 |
1,346.9 |
1,328.3 |
|
R2 |
1,340.2 |
1,340.2 |
1,327.0 |
|
R1 |
1,332.2 |
1,332.2 |
1,325.6 |
1,336.2 |
PP |
1,325.5 |
1,325.5 |
1,325.5 |
1,327.5 |
S1 |
1,317.5 |
1,317.5 |
1,323.0 |
1,321.5 |
S2 |
1,310.8 |
1,310.8 |
1,321.6 |
|
S3 |
1,296.1 |
1,302.8 |
1,320.3 |
|
S4 |
1,281.4 |
1,288.1 |
1,316.2 |
|
|
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 |
1,333.4 |
1,309.4 |
24.0 |
1.8% |
13.3 |
1.0% |
62% |
True |
False |
133,958 |
10 |
1,334.9 |
1,305.4 |
29.5 |
2.2% |
14.1 |
1.1% |
64% |
False |
False |
129,457 |
20 |
1,334.9 |
1,257.9 |
77.0 |
5.8% |
14.8 |
1.1% |
86% |
False |
False |
125,534 |
40 |
1,334.9 |
1,240.2 |
94.7 |
7.2% |
13.9 |
1.0% |
89% |
False |
False |
96,925 |
60 |
1,334.9 |
1,240.2 |
94.7 |
7.2% |
14.9 |
1.1% |
89% |
False |
False |
67,643 |
80 |
1,392.0 |
1,240.2 |
151.8 |
11.5% |
15.0 |
1.1% |
55% |
False |
False |
51,435 |
100 |
1,392.0 |
1,240.2 |
151.8 |
11.5% |
15.1 |
1.1% |
55% |
False |
False |
41,610 |
120 |
1,392.0 |
1,234.6 |
157.4 |
11.9% |
14.8 |
1.1% |
57% |
False |
False |
34,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,395.9 |
2.618 |
1,371.9 |
1.618 |
1,357.2 |
1.000 |
1,348.1 |
0.618 |
1,342.5 |
HIGH |
1,333.4 |
0.618 |
1,327.8 |
0.500 |
1,326.1 |
0.382 |
1,324.3 |
LOW |
1,318.7 |
0.618 |
1,309.6 |
1.000 |
1,304.0 |
1.618 |
1,294.9 |
2.618 |
1,280.2 |
4.250 |
1,256.2 |
|
|
Fisher Pivots for day following 09-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,326.1 |
1,323.8 |
PP |
1,325.5 |
1,323.3 |
S1 |
1,324.9 |
1,322.8 |
|