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 |
5,473.0 |
5,442.0 |
-31.0 |
-0.6% |
5,425.0 |
High |
5,485.0 |
5,446.0 |
-39.0 |
-0.7% |
5,496.0 |
Low |
5,459.0 |
5,394.0 |
-65.0 |
-1.2% |
5,328.0 |
Close |
5,472.0 |
5,414.0 |
-58.0 |
-1.1% |
5,482.0 |
Range |
26.0 |
52.0 |
26.0 |
100.0% |
168.0 |
ATR |
44.9 |
47.3 |
2.4 |
5.3% |
0.0 |
Volume |
20,420 |
34,157 |
13,737 |
67.3% |
134,771 |
|
Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,574.0 |
5,546.0 |
5,442.6 |
|
R3 |
5,522.0 |
5,494.0 |
5,428.3 |
|
R2 |
5,470.0 |
5,470.0 |
5,423.5 |
|
R1 |
5,442.0 |
5,442.0 |
5,418.8 |
5,430.0 |
PP |
5,418.0 |
5,418.0 |
5,418.0 |
5,412.0 |
S1 |
5,390.0 |
5,390.0 |
5,409.2 |
5,378.0 |
S2 |
5,366.0 |
5,366.0 |
5,404.5 |
|
S3 |
5,314.0 |
5,338.0 |
5,399.7 |
|
S4 |
5,262.0 |
5,286.0 |
5,385.4 |
|
|
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 |
5,394.0 |
103.0 |
1.9% |
31.8 |
0.6% |
19% |
False |
True |
22,297 |
10 |
5,497.0 |
5,328.0 |
169.0 |
3.1% |
46.9 |
0.9% |
51% |
False |
False |
26,159 |
20 |
5,497.0 |
5,328.0 |
169.0 |
3.1% |
42.6 |
0.8% |
51% |
False |
False |
33,652 |
40 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
31.0 |
0.6% |
48% |
False |
False |
16,886 |
60 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
24.1 |
0.4% |
48% |
False |
False |
11,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,667.0 |
2.618 |
5,582.1 |
1.618 |
5,530.1 |
1.000 |
5,498.0 |
0.618 |
5,478.1 |
HIGH |
5,446.0 |
0.618 |
5,426.1 |
0.500 |
5,420.0 |
0.382 |
5,413.9 |
LOW |
5,394.0 |
0.618 |
5,361.9 |
1.000 |
5,342.0 |
1.618 |
5,309.9 |
2.618 |
5,257.9 |
4.250 |
5,173.0 |
|
|
Fisher Pivots for day following 09-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
5,420.0 |
5,445.5 |
PP |
5,418.0 |
5,435.0 |
S1 |
5,416.0 |
5,424.5 |
|