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 |
15,330 |
15,280 |
-50 |
-0.3% |
15,170 |
High |
15,420 |
15,400 |
-20 |
-0.1% |
15,475 |
Low |
15,230 |
15,210 |
-20 |
-0.1% |
15,070 |
Close |
15,285 |
15,375 |
90 |
0.6% |
15,470 |
Range |
190 |
190 |
0 |
0.0% |
405 |
ATR |
190 |
190 |
0 |
0.0% |
0 |
Volume |
12,712 |
10,019 |
-2,693 |
-21.2% |
38,378 |
|
Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,898 |
15,827 |
15,480 |
|
R3 |
15,708 |
15,637 |
15,427 |
|
R2 |
15,518 |
15,518 |
15,410 |
|
R1 |
15,447 |
15,447 |
15,393 |
15,483 |
PP |
15,328 |
15,328 |
15,328 |
15,346 |
S1 |
15,257 |
15,257 |
15,358 |
15,293 |
S2 |
15,138 |
15,138 |
15,340 |
|
S3 |
14,948 |
15,067 |
15,323 |
|
S4 |
14,758 |
14,877 |
15,271 |
|
|
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 |
15,210 |
295 |
1.9% |
160 |
1.0% |
56% |
False |
True |
12,396 |
10 |
15,505 |
15,055 |
450 |
2.9% |
184 |
1.2% |
71% |
False |
False |
11,621 |
20 |
15,505 |
14,835 |
670 |
4.4% |
201 |
1.3% |
81% |
False |
False |
12,164 |
40 |
15,505 |
13,985 |
1,520 |
9.9% |
194 |
1.3% |
91% |
False |
False |
7,674 |
60 |
15,505 |
13,970 |
1,535 |
10.0% |
151 |
1.0% |
92% |
False |
False |
5,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,208 |
2.618 |
15,898 |
1.618 |
15,708 |
1.000 |
15,590 |
0.618 |
15,518 |
HIGH |
15,400 |
0.618 |
15,328 |
0.500 |
15,305 |
0.382 |
15,283 |
LOW |
15,210 |
0.618 |
15,093 |
1.000 |
15,020 |
1.618 |
14,903 |
2.618 |
14,713 |
4.250 |
14,403 |
|
|
Fisher Pivots for day following 09-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
15,352 |
15,369 |
PP |
15,328 |
15,363 |
S1 |
15,305 |
15,358 |
|