Trading Metrics calculated at close of trading on 10-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,320.4 |
1,325.0 |
4.6 |
0.3% |
1,316.8 |
High |
1,333.4 |
1,346.8 |
13.4 |
1.0% |
1,334.9 |
Low |
1,318.7 |
1,325.0 |
6.3 |
0.5% |
1,309.4 |
Close |
1,324.3 |
1,339.2 |
14.9 |
1.1% |
1,320.6 |
Range |
14.7 |
21.8 |
7.1 |
48.3% |
25.5 |
ATR |
14.9 |
15.4 |
0.5 |
3.7% |
0.0 |
Volume |
163,179 |
179,492 |
16,313 |
10.0% |
512,178 |
|
Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,402.4 |
1,392.6 |
1,351.2 |
|
R3 |
1,380.6 |
1,370.8 |
1,345.2 |
|
R2 |
1,358.8 |
1,358.8 |
1,343.2 |
|
R1 |
1,349.0 |
1,349.0 |
1,341.2 |
1,353.9 |
PP |
1,337.0 |
1,337.0 |
1,337.0 |
1,339.5 |
S1 |
1,327.2 |
1,327.2 |
1,337.2 |
1,332.1 |
S2 |
1,315.2 |
1,315.2 |
1,335.2 |
|
S3 |
1,293.4 |
1,305.4 |
1,333.2 |
|
S4 |
1,271.6 |
1,283.6 |
1,327.2 |
|
|
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 |
1,346.8 |
1,309.4 |
37.4 |
2.8% |
15.4 |
1.2% |
80% |
True |
False |
147,038 |
10 |
1,346.8 |
1,306.8 |
40.0 |
3.0% |
14.2 |
1.1% |
81% |
True |
False |
133,744 |
20 |
1,346.8 |
1,258.0 |
88.8 |
6.6% |
15.5 |
1.2% |
91% |
True |
False |
130,657 |
40 |
1,346.8 |
1,240.2 |
106.6 |
8.0% |
14.2 |
1.1% |
93% |
True |
False |
100,976 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.0% |
15.1 |
1.1% |
93% |
True |
False |
70,577 |
80 |
1,368.0 |
1,240.2 |
127.8 |
9.5% |
15.0 |
1.1% |
77% |
False |
False |
53,655 |
100 |
1,392.0 |
1,240.2 |
151.8 |
11.3% |
15.1 |
1.1% |
65% |
False |
False |
43,380 |
120 |
1,392.0 |
1,234.6 |
157.4 |
11.8% |
15.0 |
1.1% |
66% |
False |
False |
36,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,439.5 |
2.618 |
1,403.9 |
1.618 |
1,382.1 |
1.000 |
1,368.6 |
0.618 |
1,360.3 |
HIGH |
1,346.8 |
0.618 |
1,338.5 |
0.500 |
1,335.9 |
0.382 |
1,333.3 |
LOW |
1,325.0 |
0.618 |
1,311.5 |
1.000 |
1,303.2 |
1.618 |
1,289.7 |
2.618 |
1,267.9 |
4.250 |
1,232.4 |
|
|
Fisher Pivots for day following 10-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,338.1 |
1,336.3 |
PP |
1,337.0 |
1,333.4 |
S1 |
1,335.9 |
1,330.6 |
|