Trading Metrics calculated at close of trading on 07-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
5,488.0 |
5,495.0 |
7.0 |
0.1% |
5,425.0 |
High |
5,496.0 |
5,497.0 |
1.0 |
0.0% |
5,496.0 |
Low |
5,480.0 |
5,473.0 |
-7.0 |
-0.1% |
5,328.0 |
Close |
5,482.0 |
5,478.0 |
-4.0 |
-0.1% |
5,482.0 |
Range |
16.0 |
24.0 |
8.0 |
50.0% |
168.0 |
ATR |
48.1 |
46.4 |
-1.7 |
-3.6% |
0.0 |
Volume |
17,782 |
14,417 |
-3,365 |
-18.9% |
134,771 |
|
Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,554.7 |
5,540.3 |
5,491.2 |
|
R3 |
5,530.7 |
5,516.3 |
5,484.6 |
|
R2 |
5,506.7 |
5,506.7 |
5,482.4 |
|
R1 |
5,492.3 |
5,492.3 |
5,480.2 |
5,487.5 |
PP |
5,482.7 |
5,482.7 |
5,482.7 |
5,480.3 |
S1 |
5,468.3 |
5,468.3 |
5,475.8 |
5,463.5 |
S2 |
5,458.7 |
5,458.7 |
5,473.6 |
|
S3 |
5,434.7 |
5,444.3 |
5,471.4 |
|
S4 |
5,410.7 |
5,420.3 |
5,464.8 |
|
|
Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,939.3 |
5,878.7 |
5,574.4 |
|
R3 |
5,771.3 |
5,710.7 |
5,528.2 |
|
R2 |
5,603.3 |
5,603.3 |
5,512.8 |
|
R1 |
5,542.7 |
5,542.7 |
5,497.4 |
5,573.0 |
PP |
5,435.3 |
5,435.3 |
5,435.3 |
5,450.5 |
S1 |
5,374.7 |
5,374.7 |
5,466.6 |
5,405.0 |
S2 |
5,267.3 |
5,267.3 |
5,451.2 |
|
S3 |
5,099.3 |
5,206.7 |
5,435.8 |
|
S4 |
4,931.3 |
5,038.7 |
5,389.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,497.0 |
5,328.0 |
169.0 |
3.1% |
37.0 |
0.7% |
89% |
True |
False |
22,712 |
10 |
5,497.0 |
5,328.0 |
169.0 |
3.1% |
45.5 |
0.8% |
89% |
True |
False |
25,215 |
20 |
5,497.0 |
5,328.0 |
169.0 |
3.1% |
40.1 |
0.7% |
89% |
True |
False |
30,959 |
40 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
30.2 |
0.6% |
83% |
False |
False |
15,522 |
60 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
23.1 |
0.4% |
83% |
False |
False |
10,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,599.0 |
2.618 |
5,559.8 |
1.618 |
5,535.8 |
1.000 |
5,521.0 |
0.618 |
5,511.8 |
HIGH |
5,497.0 |
0.618 |
5,487.8 |
0.500 |
5,485.0 |
0.382 |
5,482.2 |
LOW |
5,473.0 |
0.618 |
5,458.2 |
1.000 |
5,449.0 |
1.618 |
5,434.2 |
2.618 |
5,410.2 |
4.250 |
5,371.0 |
|
|
Fisher Pivots for day following 07-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
5,485.0 |
5,472.2 |
PP |
5,482.7 |
5,466.3 |
S1 |
5,480.3 |
5,460.5 |
|