Trading Metrics calculated at close of trading on 11-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
5,427.0 |
5,405.0 |
-22.0 |
-0.4% |
5,495.0 |
High |
5,433.0 |
5,461.0 |
28.0 |
0.5% |
5,497.0 |
Low |
5,404.0 |
5,385.0 |
-19.0 |
-0.4% |
5,385.0 |
Close |
5,420.0 |
5,454.0 |
34.0 |
0.6% |
5,454.0 |
Range |
29.0 |
76.0 |
47.0 |
162.1% |
112.0 |
ATR |
46.0 |
48.1 |
2.1 |
4.7% |
0.0 |
Volume |
19,295 |
25,702 |
6,407 |
33.2% |
113,991 |
|
Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,661.3 |
5,633.7 |
5,495.8 |
|
R3 |
5,585.3 |
5,557.7 |
5,474.9 |
|
R2 |
5,509.3 |
5,509.3 |
5,467.9 |
|
R1 |
5,481.7 |
5,481.7 |
5,461.0 |
5,495.5 |
PP |
5,433.3 |
5,433.3 |
5,433.3 |
5,440.3 |
S1 |
5,405.7 |
5,405.7 |
5,447.0 |
5,419.5 |
S2 |
5,357.3 |
5,357.3 |
5,440.1 |
|
S3 |
5,281.3 |
5,329.7 |
5,433.1 |
|
S4 |
5,205.3 |
5,253.7 |
5,412.2 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,781.3 |
5,729.7 |
5,515.6 |
|
R3 |
5,669.3 |
5,617.7 |
5,484.8 |
|
R2 |
5,557.3 |
5,557.3 |
5,474.5 |
|
R1 |
5,505.7 |
5,505.7 |
5,464.3 |
5,475.5 |
PP |
5,445.3 |
5,445.3 |
5,445.3 |
5,430.3 |
S1 |
5,393.7 |
5,393.7 |
5,443.7 |
5,363.5 |
S2 |
5,333.3 |
5,333.3 |
5,433.5 |
|
S3 |
5,221.3 |
5,281.7 |
5,423.2 |
|
S4 |
5,109.3 |
5,169.7 |
5,392.4 |
|
|
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 |
5,385.0 |
112.0 |
2.1% |
41.4 |
0.8% |
62% |
False |
True |
22,798 |
10 |
5,497.0 |
5,328.0 |
169.0 |
3.1% |
45.0 |
0.8% |
75% |
False |
False |
24,876 |
20 |
5,497.0 |
5,328.0 |
169.0 |
3.1% |
45.0 |
0.8% |
75% |
False |
False |
34,977 |
40 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
32.5 |
0.6% |
70% |
False |
False |
18,010 |
60 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
25.8 |
0.5% |
70% |
False |
False |
12,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,784.0 |
2.618 |
5,660.0 |
1.618 |
5,584.0 |
1.000 |
5,537.0 |
0.618 |
5,508.0 |
HIGH |
5,461.0 |
0.618 |
5,432.0 |
0.500 |
5,423.0 |
0.382 |
5,414.0 |
LOW |
5,385.0 |
0.618 |
5,338.0 |
1.000 |
5,309.0 |
1.618 |
5,262.0 |
2.618 |
5,186.0 |
4.250 |
5,062.0 |
|
|
Fisher Pivots for day following 11-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
5,443.7 |
5,443.7 |
PP |
5,433.3 |
5,433.3 |
S1 |
5,423.0 |
5,423.0 |
|