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 |
9,825.5 |
9,690.0 |
-135.5 |
-1.4% |
10,014.0 |
High |
9,826.0 |
9,712.0 |
-114.0 |
-1.2% |
10,020.5 |
Low |
9,620.5 |
9,626.0 |
5.5 |
0.1% |
9,620.5 |
Close |
9,667.5 |
9,650.5 |
-17.0 |
-0.2% |
9,650.5 |
Range |
205.5 |
86.0 |
-119.5 |
-58.2% |
400.0 |
ATR |
108.1 |
106.5 |
-1.6 |
-1.5% |
0.0 |
Volume |
85,185 |
68,273 |
-16,912 |
-19.9% |
489,296 |
|
Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,920.8 |
9,871.7 |
9,697.8 |
|
R3 |
9,834.8 |
9,785.7 |
9,674.2 |
|
R2 |
9,748.8 |
9,748.8 |
9,666.3 |
|
R1 |
9,699.7 |
9,699.7 |
9,658.4 |
9,681.3 |
PP |
9,662.8 |
9,662.8 |
9,662.8 |
9,653.6 |
S1 |
9,613.7 |
9,613.7 |
9,642.6 |
9,595.3 |
S2 |
9,576.8 |
9,576.8 |
9,634.7 |
|
S3 |
9,490.8 |
9,527.7 |
9,626.9 |
|
S4 |
9,404.8 |
9,441.7 |
9,603.2 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,963.8 |
10,707.2 |
9,870.5 |
|
R3 |
10,563.8 |
10,307.2 |
9,760.5 |
|
R2 |
10,163.8 |
10,163.8 |
9,723.8 |
|
R1 |
9,907.2 |
9,907.2 |
9,687.2 |
9,835.5 |
PP |
9,763.8 |
9,763.8 |
9,763.8 |
9,728.0 |
S1 |
9,507.2 |
9,507.2 |
9,613.8 |
9,435.5 |
S2 |
9,363.8 |
9,363.8 |
9,577.2 |
|
S3 |
8,963.8 |
9,107.2 |
9,540.5 |
|
S4 |
8,563.8 |
8,707.2 |
9,430.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,020.5 |
9,620.5 |
400.0 |
4.1% |
134.2 |
1.4% |
8% |
False |
False |
97,859 |
10 |
10,044.0 |
9,620.5 |
423.5 |
4.4% |
109.6 |
1.1% |
7% |
False |
False |
82,288 |
20 |
10,056.0 |
9,620.5 |
435.5 |
4.5% |
100.8 |
1.0% |
7% |
False |
False |
76,844 |
40 |
10,056.0 |
9,556.0 |
500.0 |
5.2% |
89.7 |
0.9% |
19% |
False |
False |
39,559 |
60 |
10,056.0 |
9,113.5 |
942.5 |
9.8% |
103.0 |
1.1% |
57% |
False |
False |
26,472 |
80 |
10,056.0 |
9,113.5 |
942.5 |
9.8% |
107.3 |
1.1% |
57% |
False |
False |
19,903 |
100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.4% |
109.7 |
1.1% |
63% |
False |
False |
15,932 |
120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.4% |
111.5 |
1.2% |
63% |
False |
False |
13,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,077.5 |
2.618 |
9,937.1 |
1.618 |
9,851.1 |
1.000 |
9,798.0 |
0.618 |
9,765.1 |
HIGH |
9,712.0 |
0.618 |
9,679.1 |
0.500 |
9,669.0 |
0.382 |
9,658.9 |
LOW |
9,626.0 |
0.618 |
9,572.9 |
1.000 |
9,540.0 |
1.618 |
9,486.9 |
2.618 |
9,400.9 |
4.250 |
9,260.5 |
|
|
Fisher Pivots for day following 11-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
9,669.0 |
9,727.5 |
PP |
9,662.8 |
9,701.8 |
S1 |
9,656.7 |
9,676.2 |
|