Trading Metrics calculated at close of trading on 10-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
3,190.0 |
3,206.0 |
16.0 |
0.5% |
3,235.0 |
High |
3,212.0 |
3,207.0 |
-5.0 |
-0.2% |
3,291.0 |
Low |
3,182.0 |
3,131.0 |
-51.0 |
-1.6% |
3,207.0 |
Close |
3,204.0 |
3,150.0 |
-54.0 |
-1.7% |
3,288.0 |
Range |
30.0 |
76.0 |
46.0 |
153.3% |
84.0 |
ATR |
38.0 |
40.7 |
2.7 |
7.1% |
0.0 |
Volume |
1,462,809 |
812,120 |
-650,689 |
-44.5% |
2,290,787 |
|
Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,390.7 |
3,346.3 |
3,191.8 |
|
R3 |
3,314.7 |
3,270.3 |
3,170.9 |
|
R2 |
3,238.7 |
3,238.7 |
3,163.9 |
|
R1 |
3,194.3 |
3,194.3 |
3,157.0 |
3,178.5 |
PP |
3,162.7 |
3,162.7 |
3,162.7 |
3,154.8 |
S1 |
3,118.3 |
3,118.3 |
3,143.0 |
3,102.5 |
S2 |
3,086.7 |
3,086.7 |
3,136.1 |
|
S3 |
3,010.7 |
3,042.3 |
3,129.1 |
|
S4 |
2,934.7 |
2,966.3 |
3,108.2 |
|
|
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 |
3,131.0 |
160.0 |
5.1% |
51.8 |
1.6% |
12% |
False |
True |
862,502 |
10 |
3,291.0 |
3,131.0 |
160.0 |
5.1% |
44.0 |
1.4% |
12% |
False |
True |
773,820 |
20 |
3,322.0 |
3,131.0 |
191.0 |
6.1% |
37.4 |
1.2% |
10% |
False |
True |
829,978 |
40 |
3,322.0 |
3,118.0 |
204.0 |
6.5% |
33.9 |
1.1% |
16% |
False |
False |
438,120 |
60 |
3,322.0 |
3,009.0 |
313.0 |
9.9% |
35.2 |
1.1% |
45% |
False |
False |
292,708 |
80 |
3,322.0 |
2,937.0 |
385.0 |
12.2% |
35.9 |
1.1% |
55% |
False |
False |
219,625 |
100 |
3,322.0 |
2,910.0 |
412.0 |
13.1% |
34.1 |
1.1% |
58% |
False |
False |
175,702 |
120 |
3,322.0 |
2,866.0 |
456.0 |
14.5% |
32.0 |
1.0% |
62% |
False |
False |
146,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,530.0 |
2.618 |
3,406.0 |
1.618 |
3,330.0 |
1.000 |
3,283.0 |
0.618 |
3,254.0 |
HIGH |
3,207.0 |
0.618 |
3,178.0 |
0.500 |
3,169.0 |
0.382 |
3,160.0 |
LOW |
3,131.0 |
0.618 |
3,084.0 |
1.000 |
3,055.0 |
1.618 |
3,008.0 |
2.618 |
2,932.0 |
4.250 |
2,808.0 |
|
|
Fisher Pivots for day following 10-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,169.0 |
3,185.0 |
PP |
3,162.7 |
3,173.3 |
S1 |
3,156.3 |
3,161.7 |
|