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 |
5,495.0 |
5,473.0 |
-22.0 |
-0.4% |
5,425.0 |
High |
5,497.0 |
5,485.0 |
-12.0 |
-0.2% |
5,496.0 |
Low |
5,473.0 |
5,459.0 |
-14.0 |
-0.3% |
5,328.0 |
Close |
5,478.0 |
5,472.0 |
-6.0 |
-0.1% |
5,482.0 |
Range |
24.0 |
26.0 |
2.0 |
8.3% |
168.0 |
ATR |
46.4 |
44.9 |
-1.5 |
-3.1% |
0.0 |
Volume |
14,417 |
20,420 |
6,003 |
41.6% |
134,771 |
|
Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,550.0 |
5,537.0 |
5,486.3 |
|
R3 |
5,524.0 |
5,511.0 |
5,479.2 |
|
R2 |
5,498.0 |
5,498.0 |
5,476.8 |
|
R1 |
5,485.0 |
5,485.0 |
5,474.4 |
5,478.5 |
PP |
5,472.0 |
5,472.0 |
5,472.0 |
5,468.8 |
S1 |
5,459.0 |
5,459.0 |
5,469.6 |
5,452.5 |
S2 |
5,446.0 |
5,446.0 |
5,467.2 |
|
S3 |
5,420.0 |
5,433.0 |
5,464.9 |
|
S4 |
5,394.0 |
5,407.0 |
5,457.7 |
|
|
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 |
5,363.0 |
134.0 |
2.4% |
32.8 |
0.6% |
81% |
False |
False |
21,313 |
10 |
5,497.0 |
5,328.0 |
169.0 |
3.1% |
45.3 |
0.8% |
85% |
False |
False |
25,638 |
20 |
5,497.0 |
5,328.0 |
169.0 |
3.1% |
40.9 |
0.7% |
85% |
False |
False |
31,968 |
40 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
30.0 |
0.5% |
80% |
False |
False |
16,032 |
60 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
23.2 |
0.4% |
80% |
False |
False |
10,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,595.5 |
2.618 |
5,553.1 |
1.618 |
5,527.1 |
1.000 |
5,511.0 |
0.618 |
5,501.1 |
HIGH |
5,485.0 |
0.618 |
5,475.1 |
0.500 |
5,472.0 |
0.382 |
5,468.9 |
LOW |
5,459.0 |
0.618 |
5,442.9 |
1.000 |
5,433.0 |
1.618 |
5,416.9 |
2.618 |
5,390.9 |
4.250 |
5,348.5 |
|
|
Fisher Pivots for day following 08-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
5,472.0 |
5,478.0 |
PP |
5,472.0 |
5,476.0 |
S1 |
5,472.0 |
5,474.0 |
|