Trading Metrics calculated at close of trading on 14-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
5,405.0 |
5,462.0 |
57.0 |
1.1% |
5,495.0 |
High |
5,461.0 |
5,477.0 |
16.0 |
0.3% |
5,497.0 |
Low |
5,385.0 |
5,458.0 |
73.0 |
1.4% |
5,385.0 |
Close |
5,454.0 |
5,471.0 |
17.0 |
0.3% |
5,454.0 |
Range |
76.0 |
19.0 |
-57.0 |
-75.0% |
112.0 |
ATR |
48.1 |
46.3 |
-1.8 |
-3.7% |
0.0 |
Volume |
25,702 |
12,877 |
-12,825 |
-49.9% |
113,991 |
|
Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,525.7 |
5,517.3 |
5,481.5 |
|
R3 |
5,506.7 |
5,498.3 |
5,476.2 |
|
R2 |
5,487.7 |
5,487.7 |
5,474.5 |
|
R1 |
5,479.3 |
5,479.3 |
5,472.7 |
5,483.5 |
PP |
5,468.7 |
5,468.7 |
5,468.7 |
5,470.8 |
S1 |
5,460.3 |
5,460.3 |
5,469.3 |
5,464.5 |
S2 |
5,449.7 |
5,449.7 |
5,467.5 |
|
S3 |
5,430.7 |
5,441.3 |
5,465.8 |
|
S4 |
5,411.7 |
5,422.3 |
5,460.6 |
|
|
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 |
5,485.0 |
5,385.0 |
100.0 |
1.8% |
40.4 |
0.7% |
86% |
False |
False |
22,490 |
10 |
5,497.0 |
5,328.0 |
169.0 |
3.1% |
38.7 |
0.7% |
85% |
False |
False |
22,601 |
20 |
5,497.0 |
5,328.0 |
169.0 |
3.1% |
44.0 |
0.8% |
85% |
False |
False |
31,565 |
40 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
32.8 |
0.6% |
79% |
False |
False |
18,331 |
60 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
26.1 |
0.5% |
79% |
False |
False |
12,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,557.8 |
2.618 |
5,526.7 |
1.618 |
5,507.7 |
1.000 |
5,496.0 |
0.618 |
5,488.7 |
HIGH |
5,477.0 |
0.618 |
5,469.7 |
0.500 |
5,467.5 |
0.382 |
5,465.3 |
LOW |
5,458.0 |
0.618 |
5,446.3 |
1.000 |
5,439.0 |
1.618 |
5,427.3 |
2.618 |
5,408.3 |
4.250 |
5,377.3 |
|
|
Fisher Pivots for day following 14-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
5,469.8 |
5,457.7 |
PP |
5,468.7 |
5,444.3 |
S1 |
5,467.5 |
5,431.0 |
|