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 |
15,390 |
15,150 |
-240 |
-1.6% |
15,470 |
High |
15,400 |
15,240 |
-160 |
-1.0% |
15,505 |
Low |
15,035 |
15,095 |
60 |
0.4% |
15,035 |
Close |
15,140 |
15,195 |
55 |
0.4% |
15,195 |
Range |
365 |
145 |
-220 |
-60.3% |
470 |
ATR |
203 |
199 |
-4 |
-2.0% |
0 |
Volume |
22,716 |
8,744 |
-13,972 |
-61.5% |
73,990 |
|
Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,612 |
15,548 |
15,275 |
|
R3 |
15,467 |
15,403 |
15,235 |
|
R2 |
15,322 |
15,322 |
15,222 |
|
R1 |
15,258 |
15,258 |
15,208 |
15,290 |
PP |
15,177 |
15,177 |
15,177 |
15,193 |
S1 |
15,113 |
15,113 |
15,182 |
15,145 |
S2 |
15,032 |
15,032 |
15,169 |
|
S3 |
14,887 |
14,968 |
15,155 |
|
S4 |
14,742 |
14,823 |
15,115 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,655 |
16,395 |
15,454 |
|
R3 |
16,185 |
15,925 |
15,324 |
|
R2 |
15,715 |
15,715 |
15,281 |
|
R1 |
15,455 |
15,455 |
15,238 |
15,350 |
PP |
15,245 |
15,245 |
15,245 |
15,193 |
S1 |
14,985 |
14,985 |
15,152 |
14,880 |
S2 |
14,775 |
14,775 |
15,109 |
|
S3 |
14,305 |
14,515 |
15,066 |
|
S4 |
13,835 |
14,045 |
14,937 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,505 |
15,035 |
470 |
3.1% |
216 |
1.4% |
34% |
False |
False |
14,798 |
10 |
15,505 |
15,035 |
470 |
3.1% |
205 |
1.3% |
34% |
False |
False |
12,656 |
20 |
15,505 |
14,845 |
660 |
4.3% |
205 |
1.4% |
53% |
False |
False |
11,840 |
40 |
15,505 |
13,985 |
1,520 |
10.0% |
201 |
1.3% |
80% |
False |
False |
8,458 |
60 |
15,505 |
13,985 |
1,520 |
10.0% |
156 |
1.0% |
80% |
False |
False |
5,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,856 |
2.618 |
15,620 |
1.618 |
15,475 |
1.000 |
15,385 |
0.618 |
15,330 |
HIGH |
15,240 |
0.618 |
15,185 |
0.500 |
15,168 |
0.382 |
15,151 |
LOW |
15,095 |
0.618 |
15,006 |
1.000 |
14,950 |
1.618 |
14,861 |
2.618 |
14,716 |
4.250 |
14,479 |
|
|
Fisher Pivots for day following 11-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
15,186 |
15,218 |
PP |
15,177 |
15,210 |
S1 |
15,168 |
15,203 |
|