Trading Metrics calculated at close of trading on 14-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
15,150 |
15,220 |
70 |
0.5% |
15,470 |
High |
15,240 |
15,405 |
165 |
1.1% |
15,505 |
Low |
15,095 |
15,200 |
105 |
0.7% |
15,035 |
Close |
15,195 |
15,360 |
165 |
1.1% |
15,195 |
Range |
145 |
205 |
60 |
41.4% |
470 |
ATR |
199 |
199 |
1 |
0.4% |
0 |
Volume |
8,744 |
7,008 |
-1,736 |
-19.9% |
73,990 |
|
Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,937 |
15,853 |
15,473 |
|
R3 |
15,732 |
15,648 |
15,417 |
|
R2 |
15,527 |
15,527 |
15,398 |
|
R1 |
15,443 |
15,443 |
15,379 |
15,485 |
PP |
15,322 |
15,322 |
15,322 |
15,343 |
S1 |
15,238 |
15,238 |
15,341 |
15,280 |
S2 |
15,117 |
15,117 |
15,323 |
|
S3 |
14,912 |
15,033 |
15,304 |
|
S4 |
14,707 |
14,828 |
15,247 |
|
|
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 |
15,420 |
15,035 |
385 |
2.5% |
219 |
1.4% |
84% |
False |
False |
12,239 |
10 |
15,505 |
15,035 |
470 |
3.1% |
197 |
1.3% |
69% |
False |
False |
11,937 |
20 |
15,505 |
14,885 |
620 |
4.0% |
199 |
1.3% |
77% |
False |
False |
11,433 |
40 |
15,505 |
13,985 |
1,520 |
9.9% |
200 |
1.3% |
90% |
False |
False |
8,633 |
60 |
15,505 |
13,985 |
1,520 |
9.9% |
159 |
1.0% |
90% |
False |
False |
5,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,276 |
2.618 |
15,942 |
1.618 |
15,737 |
1.000 |
15,610 |
0.618 |
15,532 |
HIGH |
15,405 |
0.618 |
15,327 |
0.500 |
15,303 |
0.382 |
15,278 |
LOW |
15,200 |
0.618 |
15,073 |
1.000 |
14,995 |
1.618 |
14,868 |
2.618 |
14,663 |
4.250 |
14,329 |
|
|
Fisher Pivots for day following 14-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
15,341 |
15,313 |
PP |
15,322 |
15,267 |
S1 |
15,303 |
15,220 |
|