Trading Metrics calculated at close of trading on 15-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
9,709.0 |
9,769.5 |
60.5 |
0.6% |
10,014.0 |
High |
9,799.0 |
9,793.0 |
-6.0 |
-0.1% |
10,020.5 |
Low |
9,694.0 |
9,690.0 |
-4.0 |
0.0% |
9,620.5 |
Close |
9,791.0 |
9,746.0 |
-45.0 |
-0.5% |
9,650.5 |
Range |
105.0 |
103.0 |
-2.0 |
-1.9% |
400.0 |
ATR |
109.5 |
109.0 |
-0.5 |
-0.4% |
0.0 |
Volume |
99,586 |
88,453 |
-11,133 |
-11.2% |
489,296 |
|
Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,052.0 |
10,002.0 |
9,802.7 |
|
R3 |
9,949.0 |
9,899.0 |
9,774.3 |
|
R2 |
9,846.0 |
9,846.0 |
9,764.9 |
|
R1 |
9,796.0 |
9,796.0 |
9,755.4 |
9,769.5 |
PP |
9,743.0 |
9,743.0 |
9,743.0 |
9,729.8 |
S1 |
9,693.0 |
9,693.0 |
9,736.6 |
9,666.5 |
S2 |
9,640.0 |
9,640.0 |
9,727.1 |
|
S3 |
9,537.0 |
9,590.0 |
9,717.7 |
|
S4 |
9,434.0 |
9,487.0 |
9,689.4 |
|
|
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 |
9,834.5 |
9,620.5 |
214.0 |
2.2% |
115.7 |
1.2% |
59% |
False |
False |
96,330 |
10 |
10,044.0 |
9,620.5 |
423.5 |
4.3% |
115.3 |
1.2% |
30% |
False |
False |
85,437 |
20 |
10,056.0 |
9,620.5 |
435.5 |
4.5% |
102.7 |
1.1% |
29% |
False |
False |
81,174 |
40 |
10,056.0 |
9,595.5 |
460.5 |
4.7% |
88.9 |
0.9% |
33% |
False |
False |
44,235 |
60 |
10,056.0 |
9,303.0 |
753.0 |
7.7% |
100.3 |
1.0% |
59% |
False |
False |
29,596 |
80 |
10,056.0 |
9,113.5 |
942.5 |
9.7% |
106.0 |
1.1% |
67% |
False |
False |
22,252 |
100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.3% |
110.3 |
1.1% |
72% |
False |
False |
17,811 |
120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.3% |
111.9 |
1.1% |
72% |
False |
False |
14,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,230.8 |
2.618 |
10,062.7 |
1.618 |
9,959.7 |
1.000 |
9,896.0 |
0.618 |
9,856.7 |
HIGH |
9,793.0 |
0.618 |
9,753.7 |
0.500 |
9,741.5 |
0.382 |
9,729.3 |
LOW |
9,690.0 |
0.618 |
9,626.3 |
1.000 |
9,587.0 |
1.618 |
9,523.3 |
2.618 |
9,420.3 |
4.250 |
9,252.3 |
|
|
Fisher Pivots for day following 15-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
9,744.5 |
9,734.8 |
PP |
9,743.0 |
9,723.7 |
S1 |
9,741.5 |
9,712.5 |
|