Trading Metrics calculated at close of trading on 14-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,336.5 |
1,339.5 |
3.0 |
0.2% |
1,321.4 |
High |
1,340.4 |
1,340.9 |
0.5 |
0.0% |
1,346.8 |
Low |
1,334.6 |
1,302.2 |
-32.4 |
-2.4% |
1,312.1 |
Close |
1,337.4 |
1,306.7 |
-30.7 |
-2.3% |
1,337.4 |
Range |
5.8 |
38.7 |
32.9 |
567.2% |
34.7 |
ATR |
14.7 |
16.4 |
1.7 |
11.6% |
0.0 |
Volume |
97,170 |
208,856 |
111,686 |
114.9% |
682,987 |
|
Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,432.7 |
1,408.4 |
1,328.0 |
|
R3 |
1,394.0 |
1,369.7 |
1,317.3 |
|
R2 |
1,355.3 |
1,355.3 |
1,313.8 |
|
R1 |
1,331.0 |
1,331.0 |
1,310.2 |
1,323.8 |
PP |
1,316.6 |
1,316.6 |
1,316.6 |
1,313.0 |
S1 |
1,292.3 |
1,292.3 |
1,303.2 |
1,285.1 |
S2 |
1,277.9 |
1,277.9 |
1,299.6 |
|
S3 |
1,239.2 |
1,253.6 |
1,296.1 |
|
S4 |
1,200.5 |
1,214.9 |
1,285.4 |
|
|
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 |
1,302.2 |
44.6 |
3.4% |
18.5 |
1.4% |
10% |
False |
True |
155,755 |
10 |
1,346.8 |
1,302.2 |
44.6 |
3.4% |
16.3 |
1.2% |
10% |
False |
True |
140,402 |
20 |
1,346.8 |
1,258.0 |
88.8 |
6.8% |
16.6 |
1.3% |
55% |
False |
False |
135,906 |
40 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
14.5 |
1.1% |
62% |
False |
False |
108,088 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
15.0 |
1.1% |
62% |
False |
False |
75,584 |
80 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
15.0 |
1.1% |
62% |
False |
False |
57,447 |
100 |
1,392.0 |
1,240.2 |
151.8 |
11.6% |
15.2 |
1.2% |
44% |
False |
False |
46,411 |
120 |
1,392.0 |
1,234.6 |
157.4 |
12.0% |
15.1 |
1.2% |
46% |
False |
False |
38,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,505.4 |
2.618 |
1,442.2 |
1.618 |
1,403.5 |
1.000 |
1,379.6 |
0.618 |
1,364.8 |
HIGH |
1,340.9 |
0.618 |
1,326.1 |
0.500 |
1,321.6 |
0.382 |
1,317.0 |
LOW |
1,302.2 |
0.618 |
1,278.3 |
1.000 |
1,263.5 |
1.618 |
1,239.6 |
2.618 |
1,200.9 |
4.250 |
1,137.7 |
|
|
Fisher Pivots for day following 14-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,321.6 |
1,324.5 |
PP |
1,316.6 |
1,318.6 |
S1 |
1,311.7 |
1,312.6 |
|