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 |
1,170.4 |
1,154.7 |
-15.7 |
-1.3% |
1,202.4 |
High |
1,171.3 |
1,165.1 |
-6.2 |
-0.5% |
1,203.0 |
Low |
1,140.5 |
1,149.9 |
9.4 |
0.8% |
1,140.5 |
Close |
1,157.7 |
1,155.7 |
-2.0 |
-0.2% |
1,155.7 |
Range |
30.8 |
15.2 |
-15.6 |
-50.6% |
62.5 |
ATR |
16.2 |
16.1 |
-0.1 |
-0.4% |
0.0 |
Volume |
167,053 |
97,250 |
-69,803 |
-41.8% |
628,557 |
|
Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,202.5 |
1,194.3 |
1,164.0 |
|
R3 |
1,187.3 |
1,179.0 |
1,160.0 |
|
R2 |
1,172.0 |
1,172.0 |
1,158.5 |
|
R1 |
1,164.0 |
1,164.0 |
1,157.0 |
1,168.0 |
PP |
1,157.0 |
1,157.0 |
1,157.0 |
1,159.0 |
S1 |
1,148.8 |
1,148.8 |
1,154.3 |
1,152.8 |
S2 |
1,141.8 |
1,141.8 |
1,153.0 |
|
S3 |
1,126.5 |
1,133.5 |
1,151.5 |
|
S4 |
1,111.3 |
1,118.3 |
1,147.3 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.0 |
1,317.3 |
1,190.0 |
|
R3 |
1,291.5 |
1,254.8 |
1,173.0 |
|
R2 |
1,229.0 |
1,229.0 |
1,167.3 |
|
R1 |
1,192.3 |
1,192.3 |
1,161.5 |
1,179.3 |
PP |
1,166.5 |
1,166.5 |
1,166.5 |
1,160.0 |
S1 |
1,129.8 |
1,129.8 |
1,150.0 |
1,116.8 |
S2 |
1,104.0 |
1,104.0 |
1,144.3 |
|
S3 |
1,041.5 |
1,067.3 |
1,138.5 |
|
S4 |
979.0 |
1,004.8 |
1,121.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,203.0 |
1,140.5 |
62.5 |
5.4% |
19.8 |
1.7% |
24% |
False |
False |
125,711 |
10 |
1,210.7 |
1,140.5 |
70.2 |
6.1% |
17.0 |
1.5% |
22% |
False |
False |
114,703 |
20 |
1,210.7 |
1,140.5 |
70.2 |
6.1% |
16.0 |
1.4% |
22% |
False |
False |
120,633 |
40 |
1,210.7 |
1,080.0 |
130.7 |
11.3% |
14.5 |
1.3% |
58% |
False |
False |
63,525 |
60 |
1,210.7 |
1,080.0 |
130.7 |
11.3% |
10.0 |
0.9% |
58% |
False |
False |
42,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,229.8 |
2.618 |
1,205.0 |
1.618 |
1,189.8 |
1.000 |
1,180.3 |
0.618 |
1,174.5 |
HIGH |
1,165.0 |
0.618 |
1,159.3 |
0.500 |
1,157.5 |
0.382 |
1,155.8 |
LOW |
1,150.0 |
0.618 |
1,140.5 |
1.000 |
1,134.8 |
1.618 |
1,125.3 |
2.618 |
1,110.0 |
4.250 |
1,085.3 |
|
|
Fisher Pivots for day following 11-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,157.5 |
1,158.3 |
PP |
1,157.0 |
1,157.5 |
S1 |
1,156.3 |
1,156.5 |
|