Trading Metrics calculated at close of trading on 11-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,325.0 |
1,336.5 |
11.5 |
0.9% |
1,321.4 |
High |
1,346.8 |
1,340.4 |
-6.4 |
-0.5% |
1,346.8 |
Low |
1,325.0 |
1,334.6 |
9.6 |
0.7% |
1,312.1 |
Close |
1,339.2 |
1,337.4 |
-1.8 |
-0.1% |
1,337.4 |
Range |
21.8 |
5.8 |
-16.0 |
-73.4% |
34.7 |
ATR |
15.4 |
14.7 |
-0.7 |
-4.5% |
0.0 |
Volume |
179,492 |
97,170 |
-82,322 |
-45.9% |
682,987 |
|
Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.9 |
1,351.9 |
1,340.6 |
|
R3 |
1,349.1 |
1,346.1 |
1,339.0 |
|
R2 |
1,343.3 |
1,343.3 |
1,338.5 |
|
R1 |
1,340.3 |
1,340.3 |
1,337.9 |
1,341.8 |
PP |
1,337.5 |
1,337.5 |
1,337.5 |
1,338.2 |
S1 |
1,334.5 |
1,334.5 |
1,336.9 |
1,336.0 |
S2 |
1,331.7 |
1,331.7 |
1,336.3 |
|
S3 |
1,325.9 |
1,328.7 |
1,335.8 |
|
S4 |
1,320.1 |
1,322.9 |
1,334.2 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,436.2 |
1,421.5 |
1,356.5 |
|
R3 |
1,401.5 |
1,386.8 |
1,346.9 |
|
R2 |
1,366.8 |
1,366.8 |
1,343.8 |
|
R1 |
1,352.1 |
1,352.1 |
1,340.6 |
1,359.5 |
PP |
1,332.1 |
1,332.1 |
1,332.1 |
1,335.8 |
S1 |
1,317.4 |
1,317.4 |
1,334.2 |
1,324.8 |
S2 |
1,297.4 |
1,297.4 |
1,331.0 |
|
S3 |
1,262.7 |
1,282.7 |
1,327.9 |
|
S4 |
1,228.0 |
1,248.0 |
1,318.3 |
|
|
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 |
1,312.1 |
34.7 |
2.6% |
12.7 |
0.9% |
73% |
False |
False |
136,597 |
10 |
1,346.8 |
1,309.4 |
37.4 |
2.8% |
13.4 |
1.0% |
75% |
False |
False |
129,982 |
20 |
1,346.8 |
1,258.0 |
88.8 |
6.6% |
15.0 |
1.1% |
89% |
False |
False |
129,645 |
40 |
1,346.8 |
1,240.2 |
106.6 |
8.0% |
13.9 |
1.0% |
91% |
False |
False |
103,080 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.0% |
14.5 |
1.1% |
91% |
False |
False |
72,171 |
80 |
1,359.0 |
1,240.2 |
118.8 |
8.9% |
14.9 |
1.1% |
82% |
False |
False |
54,851 |
100 |
1,392.0 |
1,240.2 |
151.8 |
11.4% |
15.0 |
1.1% |
64% |
False |
False |
44,342 |
120 |
1,392.0 |
1,234.6 |
157.4 |
11.8% |
15.0 |
1.1% |
65% |
False |
False |
37,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,365.1 |
2.618 |
1,355.6 |
1.618 |
1,349.8 |
1.000 |
1,346.2 |
0.618 |
1,344.0 |
HIGH |
1,340.4 |
0.618 |
1,338.2 |
0.500 |
1,337.5 |
0.382 |
1,336.8 |
LOW |
1,334.6 |
0.618 |
1,331.0 |
1.000 |
1,328.8 |
1.618 |
1,325.2 |
2.618 |
1,319.4 |
4.250 |
1,310.0 |
|
|
Fisher Pivots for day following 11-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,337.5 |
1,335.9 |
PP |
1,337.5 |
1,334.3 |
S1 |
1,337.4 |
1,332.8 |
|