Trading Metrics calculated at close of trading on 08-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2014 |
08-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
15,470 |
15,330 |
-140 |
-0.9% |
15,170 |
High |
15,505 |
15,420 |
-85 |
-0.5% |
15,475 |
Low |
15,315 |
15,230 |
-85 |
-0.6% |
15,070 |
Close |
15,340 |
15,285 |
-55 |
-0.4% |
15,470 |
Range |
190 |
190 |
0 |
0.0% |
405 |
ATR |
190 |
190 |
0 |
0.0% |
0 |
Volume |
19,799 |
12,712 |
-7,087 |
-35.8% |
38,378 |
|
Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,882 |
15,773 |
15,390 |
|
R3 |
15,692 |
15,583 |
15,337 |
|
R2 |
15,502 |
15,502 |
15,320 |
|
R1 |
15,393 |
15,393 |
15,303 |
15,353 |
PP |
15,312 |
15,312 |
15,312 |
15,291 |
S1 |
15,203 |
15,203 |
15,268 |
15,163 |
S2 |
15,122 |
15,122 |
15,250 |
|
S3 |
14,932 |
15,013 |
15,233 |
|
S4 |
14,742 |
14,823 |
15,181 |
|
|
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 |
15,170 |
335 |
2.2% |
181 |
1.2% |
34% |
False |
False |
12,437 |
10 |
15,505 |
15,055 |
450 |
2.9% |
188 |
1.2% |
51% |
False |
False |
11,782 |
20 |
15,505 |
14,835 |
670 |
4.4% |
205 |
1.3% |
67% |
False |
False |
13,707 |
40 |
15,505 |
13,985 |
1,520 |
9.9% |
193 |
1.3% |
86% |
False |
False |
7,424 |
60 |
15,505 |
13,970 |
1,535 |
10.0% |
148 |
1.0% |
86% |
False |
False |
4,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,228 |
2.618 |
15,918 |
1.618 |
15,728 |
1.000 |
15,610 |
0.618 |
15,538 |
HIGH |
15,420 |
0.618 |
15,348 |
0.500 |
15,325 |
0.382 |
15,303 |
LOW |
15,230 |
0.618 |
15,113 |
1.000 |
15,040 |
1.618 |
14,923 |
2.618 |
14,733 |
4.250 |
14,423 |
|
|
Fisher Pivots for day following 08-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
15,325 |
15,368 |
PP |
15,312 |
15,340 |
S1 |
15,298 |
15,313 |
|