Trading Metrics calculated at close of trading on 08-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2014 |
08-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
3,270.0 |
3,235.0 |
-35.0 |
-1.1% |
3,235.0 |
High |
3,271.0 |
3,239.0 |
-32.0 |
-1.0% |
3,291.0 |
Low |
3,228.0 |
3,178.0 |
-50.0 |
-1.5% |
3,207.0 |
Close |
3,231.0 |
3,185.0 |
-46.0 |
-1.4% |
3,288.0 |
Range |
43.0 |
61.0 |
18.0 |
41.9% |
84.0 |
ATR |
36.9 |
38.6 |
1.7 |
4.7% |
0.0 |
Volume |
1,082,805 |
693,389 |
-389,416 |
-36.0% |
2,290,787 |
|
Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,383.7 |
3,345.3 |
3,218.6 |
|
R3 |
3,322.7 |
3,284.3 |
3,201.8 |
|
R2 |
3,261.7 |
3,261.7 |
3,196.2 |
|
R1 |
3,223.3 |
3,223.3 |
3,190.6 |
3,212.0 |
PP |
3,200.7 |
3,200.7 |
3,200.7 |
3,195.0 |
S1 |
3,162.3 |
3,162.3 |
3,179.4 |
3,151.0 |
S2 |
3,139.7 |
3,139.7 |
3,173.8 |
|
S3 |
3,078.7 |
3,101.3 |
3,168.2 |
|
S4 |
3,017.7 |
3,040.3 |
3,151.5 |
|
|
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 |
3,178.0 |
113.0 |
3.5% |
41.6 |
1.3% |
6% |
False |
True |
687,213 |
10 |
3,291.0 |
3,178.0 |
113.0 |
3.5% |
39.5 |
1.2% |
6% |
False |
True |
732,151 |
20 |
3,322.0 |
3,178.0 |
144.0 |
4.5% |
34.6 |
1.1% |
5% |
False |
True |
737,032 |
40 |
3,322.0 |
3,118.0 |
204.0 |
6.4% |
32.1 |
1.0% |
33% |
False |
False |
381,257 |
60 |
3,322.0 |
3,009.0 |
313.0 |
9.8% |
35.4 |
1.1% |
56% |
False |
False |
254,803 |
80 |
3,322.0 |
2,910.0 |
412.0 |
12.9% |
35.9 |
1.1% |
67% |
False |
False |
191,189 |
100 |
3,322.0 |
2,910.0 |
412.0 |
12.9% |
33.0 |
1.0% |
67% |
False |
False |
152,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,498.3 |
2.618 |
3,398.7 |
1.618 |
3,337.7 |
1.000 |
3,300.0 |
0.618 |
3,276.7 |
HIGH |
3,239.0 |
0.618 |
3,215.7 |
0.500 |
3,208.5 |
0.382 |
3,201.3 |
LOW |
3,178.0 |
0.618 |
3,140.3 |
1.000 |
3,117.0 |
1.618 |
3,079.3 |
2.618 |
3,018.3 |
4.250 |
2,918.8 |
|
|
Fisher Pivots for day following 08-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,208.5 |
3,234.5 |
PP |
3,200.7 |
3,218.0 |
S1 |
3,192.8 |
3,201.5 |
|