Trading Metrics calculated at close of trading on 07-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
3,252.0 |
3,270.0 |
18.0 |
0.6% |
3,235.0 |
High |
3,291.0 |
3,271.0 |
-20.0 |
-0.6% |
3,291.0 |
Low |
3,242.0 |
3,228.0 |
-14.0 |
-0.4% |
3,207.0 |
Close |
3,288.0 |
3,231.0 |
-57.0 |
-1.7% |
3,288.0 |
Range |
49.0 |
43.0 |
-6.0 |
-12.2% |
84.0 |
ATR |
35.2 |
36.9 |
1.8 |
5.0% |
0.0 |
Volume |
261,390 |
1,082,805 |
821,415 |
314.2% |
2,290,787 |
|
Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,372.3 |
3,344.7 |
3,254.7 |
|
R3 |
3,329.3 |
3,301.7 |
3,242.8 |
|
R2 |
3,286.3 |
3,286.3 |
3,238.9 |
|
R1 |
3,258.7 |
3,258.7 |
3,234.9 |
3,251.0 |
PP |
3,243.3 |
3,243.3 |
3,243.3 |
3,239.5 |
S1 |
3,215.7 |
3,215.7 |
3,227.1 |
3,208.0 |
S2 |
3,200.3 |
3,200.3 |
3,223.1 |
|
S3 |
3,157.3 |
3,172.7 |
3,219.2 |
|
S4 |
3,114.3 |
3,129.7 |
3,207.4 |
|
|
Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,514.0 |
3,485.0 |
3,334.2 |
|
R3 |
3,430.0 |
3,401.0 |
3,311.1 |
|
R2 |
3,346.0 |
3,346.0 |
3,303.4 |
|
R1 |
3,317.0 |
3,317.0 |
3,295.7 |
3,331.5 |
PP |
3,262.0 |
3,262.0 |
3,262.0 |
3,269.3 |
S1 |
3,233.0 |
3,233.0 |
3,280.3 |
3,247.5 |
S2 |
3,178.0 |
3,178.0 |
3,272.6 |
|
S3 |
3,094.0 |
3,149.0 |
3,264.9 |
|
S4 |
3,010.0 |
3,065.0 |
3,241.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,291.0 |
3,207.0 |
84.0 |
2.6% |
37.0 |
1.1% |
29% |
False |
False |
674,718 |
10 |
3,305.0 |
3,207.0 |
98.0 |
3.0% |
37.4 |
1.2% |
24% |
False |
False |
728,843 |
20 |
3,322.0 |
3,207.0 |
115.0 |
3.6% |
33.0 |
1.0% |
21% |
False |
False |
708,220 |
40 |
3,322.0 |
3,118.0 |
204.0 |
6.3% |
31.3 |
1.0% |
55% |
False |
False |
363,926 |
60 |
3,322.0 |
3,009.0 |
313.0 |
9.7% |
34.7 |
1.1% |
71% |
False |
False |
243,282 |
80 |
3,322.0 |
2,910.0 |
412.0 |
12.8% |
35.4 |
1.1% |
78% |
False |
False |
182,522 |
100 |
3,322.0 |
2,910.0 |
412.0 |
12.8% |
32.5 |
1.0% |
78% |
False |
False |
146,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,453.8 |
2.618 |
3,383.6 |
1.618 |
3,340.6 |
1.000 |
3,314.0 |
0.618 |
3,297.6 |
HIGH |
3,271.0 |
0.618 |
3,254.6 |
0.500 |
3,249.5 |
0.382 |
3,244.4 |
LOW |
3,228.0 |
0.618 |
3,201.4 |
1.000 |
3,185.0 |
1.618 |
3,158.4 |
2.618 |
3,115.4 |
4.250 |
3,045.3 |
|
|
Fisher Pivots for day following 07-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,249.5 |
3,259.5 |
PP |
3,243.3 |
3,250.0 |
S1 |
3,237.2 |
3,240.5 |
|