Trading Metrics calculated at close of trading on 09-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
3,235.0 |
3,190.0 |
-45.0 |
-1.4% |
3,235.0 |
High |
3,239.0 |
3,212.0 |
-27.0 |
-0.8% |
3,291.0 |
Low |
3,178.0 |
3,182.0 |
4.0 |
0.1% |
3,207.0 |
Close |
3,185.0 |
3,204.0 |
19.0 |
0.6% |
3,288.0 |
Range |
61.0 |
30.0 |
-31.0 |
-50.8% |
84.0 |
ATR |
38.6 |
38.0 |
-0.6 |
-1.6% |
0.0 |
Volume |
693,389 |
1,462,809 |
769,420 |
111.0% |
2,290,787 |
|
Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,289.3 |
3,276.7 |
3,220.5 |
|
R3 |
3,259.3 |
3,246.7 |
3,212.3 |
|
R2 |
3,229.3 |
3,229.3 |
3,209.5 |
|
R1 |
3,216.7 |
3,216.7 |
3,206.8 |
3,223.0 |
PP |
3,199.3 |
3,199.3 |
3,199.3 |
3,202.5 |
S1 |
3,186.7 |
3,186.7 |
3,201.3 |
3,193.0 |
S2 |
3,169.3 |
3,169.3 |
3,198.5 |
|
S3 |
3,139.3 |
3,156.7 |
3,195.8 |
|
S4 |
3,109.3 |
3,126.7 |
3,187.5 |
|
|
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% |
41.4 |
1.3% |
23% |
False |
False |
864,299 |
10 |
3,291.0 |
3,178.0 |
113.0 |
3.5% |
39.7 |
1.2% |
23% |
False |
False |
786,869 |
20 |
3,322.0 |
3,178.0 |
144.0 |
4.5% |
35.2 |
1.1% |
18% |
False |
False |
803,273 |
40 |
3,322.0 |
3,118.0 |
204.0 |
6.4% |
32.4 |
1.0% |
42% |
False |
False |
417,821 |
60 |
3,322.0 |
3,009.0 |
313.0 |
9.8% |
34.5 |
1.1% |
62% |
False |
False |
279,175 |
80 |
3,322.0 |
2,910.0 |
412.0 |
12.9% |
35.4 |
1.1% |
71% |
False |
False |
209,474 |
100 |
3,322.0 |
2,910.0 |
412.0 |
12.9% |
33.3 |
1.0% |
71% |
False |
False |
167,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,339.5 |
2.618 |
3,290.5 |
1.618 |
3,260.5 |
1.000 |
3,242.0 |
0.618 |
3,230.5 |
HIGH |
3,212.0 |
0.618 |
3,200.5 |
0.500 |
3,197.0 |
0.382 |
3,193.5 |
LOW |
3,182.0 |
0.618 |
3,163.5 |
1.000 |
3,152.0 |
1.618 |
3,133.5 |
2.618 |
3,103.5 |
4.250 |
3,054.5 |
|
|
Fisher Pivots for day following 09-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,201.7 |
3,224.5 |
PP |
3,199.3 |
3,217.7 |
S1 |
3,197.0 |
3,210.8 |
|