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 |
9,929.0 |
9,794.5 |
-134.5 |
-1.4% |
9,848.0 |
High |
9,934.0 |
9,834.5 |
-99.5 |
-1.0% |
10,044.0 |
Low |
9,751.0 |
9,755.5 |
4.5 |
0.0% |
9,805.5 |
Close |
9,783.0 |
9,816.5 |
33.5 |
0.3% |
10,036.0 |
Range |
183.0 |
79.0 |
-104.0 |
-56.8% |
238.5 |
ATR |
102.2 |
100.6 |
-1.7 |
-1.6% |
0.0 |
Volume |
83,048 |
140,155 |
57,107 |
68.8% |
248,319 |
|
Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,039.2 |
10,006.8 |
9,860.0 |
|
R3 |
9,960.2 |
9,927.8 |
9,838.2 |
|
R2 |
9,881.2 |
9,881.2 |
9,831.0 |
|
R1 |
9,848.8 |
9,848.8 |
9,823.7 |
9,865.0 |
PP |
9,802.2 |
9,802.2 |
9,802.2 |
9,810.3 |
S1 |
9,769.8 |
9,769.8 |
9,809.3 |
9,786.0 |
S2 |
9,723.2 |
9,723.2 |
9,802.0 |
|
S3 |
9,644.2 |
9,690.8 |
9,794.8 |
|
S4 |
9,565.2 |
9,611.8 |
9,773.1 |
|
|
Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,677.3 |
10,595.2 |
10,167.2 |
|
R3 |
10,438.8 |
10,356.7 |
10,101.6 |
|
R2 |
10,200.3 |
10,200.3 |
10,079.7 |
|
R1 |
10,118.2 |
10,118.2 |
10,057.9 |
10,159.3 |
PP |
9,961.8 |
9,961.8 |
9,961.8 |
9,982.4 |
S1 |
9,879.7 |
9,879.7 |
10,014.1 |
9,920.8 |
S2 |
9,723.3 |
9,723.3 |
9,992.3 |
|
S3 |
9,484.8 |
9,641.2 |
9,970.4 |
|
S4 |
9,246.3 |
9,402.7 |
9,904.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,044.0 |
9,751.0 |
293.0 |
3.0% |
111.8 |
1.1% |
22% |
False |
False |
89,972 |
10 |
10,044.0 |
9,751.0 |
293.0 |
3.0% |
104.3 |
1.1% |
22% |
False |
False |
82,771 |
20 |
10,056.0 |
9,751.0 |
305.0 |
3.1% |
95.2 |
1.0% |
21% |
False |
False |
70,485 |
40 |
10,056.0 |
9,556.0 |
500.0 |
5.1% |
88.2 |
0.9% |
52% |
False |
False |
35,759 |
60 |
10,056.0 |
9,113.5 |
942.5 |
9.6% |
102.7 |
1.0% |
75% |
False |
False |
23,926 |
80 |
10,056.0 |
8,953.5 |
1,102.5 |
11.2% |
107.2 |
1.1% |
78% |
False |
False |
17,987 |
100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.2% |
107.7 |
1.1% |
78% |
False |
False |
14,398 |
120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.2% |
109.7 |
1.1% |
78% |
False |
False |
12,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,170.3 |
2.618 |
10,041.3 |
1.618 |
9,962.3 |
1.000 |
9,913.5 |
0.618 |
9,883.3 |
HIGH |
9,834.5 |
0.618 |
9,804.3 |
0.500 |
9,795.0 |
0.382 |
9,785.7 |
LOW |
9,755.5 |
0.618 |
9,706.7 |
1.000 |
9,676.5 |
1.618 |
9,627.7 |
2.618 |
9,548.7 |
4.250 |
9,419.8 |
|
|
Fisher Pivots for day following 09-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
9,809.3 |
9,885.8 |
PP |
9,802.2 |
9,862.7 |
S1 |
9,795.0 |
9,839.6 |
|