Trading Metrics calculated at close of trading on 07-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
15,425 |
15,470 |
45 |
0.3% |
15,170 |
High |
15,475 |
15,505 |
30 |
0.2% |
15,475 |
Low |
15,345 |
15,315 |
-30 |
-0.2% |
15,070 |
Close |
15,470 |
15,340 |
-130 |
-0.8% |
15,470 |
Range |
130 |
190 |
60 |
46.2% |
405 |
ATR |
190 |
190 |
0 |
0.0% |
0 |
Volume |
11,701 |
19,799 |
8,098 |
69.2% |
38,378 |
|
Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,957 |
15,838 |
15,445 |
|
R3 |
15,767 |
15,648 |
15,392 |
|
R2 |
15,577 |
15,577 |
15,375 |
|
R1 |
15,458 |
15,458 |
15,358 |
15,423 |
PP |
15,387 |
15,387 |
15,387 |
15,369 |
S1 |
15,268 |
15,268 |
15,323 |
15,233 |
S2 |
15,197 |
15,197 |
15,305 |
|
S3 |
15,007 |
15,078 |
15,288 |
|
S4 |
14,817 |
14,888 |
15,236 |
|
|
Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,553 |
16,417 |
15,693 |
|
R3 |
16,148 |
16,012 |
15,582 |
|
R2 |
15,743 |
15,743 |
15,544 |
|
R1 |
15,607 |
15,607 |
15,507 |
15,675 |
PP |
15,338 |
15,338 |
15,338 |
15,373 |
S1 |
15,202 |
15,202 |
15,433 |
15,270 |
S2 |
14,933 |
14,933 |
15,396 |
|
S3 |
14,528 |
14,797 |
15,359 |
|
S4 |
14,123 |
14,392 |
15,247 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,505 |
15,070 |
435 |
2.8% |
174 |
1.1% |
62% |
True |
False |
11,635 |
10 |
15,505 |
15,055 |
450 |
2.9% |
187 |
1.2% |
63% |
True |
False |
11,612 |
20 |
15,505 |
14,835 |
670 |
4.4% |
201 |
1.3% |
75% |
True |
False |
13,620 |
40 |
15,505 |
13,985 |
1,520 |
9.9% |
191 |
1.2% |
89% |
True |
False |
7,106 |
60 |
15,505 |
13,970 |
1,535 |
10.0% |
145 |
0.9% |
89% |
True |
False |
4,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,313 |
2.618 |
16,003 |
1.618 |
15,813 |
1.000 |
15,695 |
0.618 |
15,623 |
HIGH |
15,505 |
0.618 |
15,433 |
0.500 |
15,410 |
0.382 |
15,388 |
LOW |
15,315 |
0.618 |
15,198 |
1.000 |
15,125 |
1.618 |
15,008 |
2.618 |
14,818 |
4.250 |
14,508 |
|
|
Fisher Pivots for day following 07-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
15,410 |
15,410 |
PP |
15,387 |
15,387 |
S1 |
15,363 |
15,363 |
|