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 |
16,836 |
16,878 |
42 |
0.2% |
16,968 |
High |
16,893 |
17,017 |
124 |
0.7% |
16,978 |
Low |
16,786 |
16,877 |
91 |
0.5% |
16,722 |
Close |
16,881 |
16,978 |
97 |
0.6% |
16,881 |
Range |
107 |
140 |
33 |
30.8% |
256 |
ATR |
112 |
114 |
2 |
1.8% |
0 |
Volume |
104,397 |
92,371 |
-12,026 |
-11.5% |
637,077 |
|
Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,377 |
17,318 |
17,055 |
|
R3 |
17,237 |
17,178 |
17,017 |
|
R2 |
17,097 |
17,097 |
17,004 |
|
R1 |
17,038 |
17,038 |
16,991 |
17,068 |
PP |
16,957 |
16,957 |
16,957 |
16,972 |
S1 |
16,898 |
16,898 |
16,965 |
16,928 |
S2 |
16,817 |
16,817 |
16,952 |
|
S3 |
16,677 |
16,758 |
16,940 |
|
S4 |
16,537 |
16,618 |
16,901 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,628 |
17,511 |
17,022 |
|
R3 |
17,372 |
17,255 |
16,952 |
|
R2 |
17,116 |
17,116 |
16,928 |
|
R1 |
16,999 |
16,999 |
16,905 |
16,930 |
PP |
16,860 |
16,860 |
16,860 |
16,826 |
S1 |
16,743 |
16,743 |
16,858 |
16,674 |
S2 |
16,604 |
16,604 |
16,834 |
|
S3 |
16,348 |
16,487 |
16,811 |
|
S4 |
16,092 |
16,231 |
16,740 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,017 |
16,722 |
295 |
1.7% |
138 |
0.8% |
87% |
True |
False |
126,527 |
10 |
17,017 |
16,717 |
300 |
1.8% |
115 |
0.7% |
87% |
True |
False |
110,476 |
20 |
17,017 |
16,624 |
393 |
2.3% |
115 |
0.7% |
90% |
True |
False |
117,504 |
40 |
17,017 |
16,255 |
762 |
4.5% |
105 |
0.6% |
95% |
True |
False |
62,639 |
60 |
17,017 |
16,209 |
808 |
4.8% |
101 |
0.6% |
95% |
True |
False |
41,766 |
80 |
17,017 |
15,888 |
1,129 |
6.6% |
105 |
0.6% |
97% |
True |
False |
31,327 |
100 |
17,017 |
15,888 |
1,129 |
6.6% |
98 |
0.6% |
97% |
True |
False |
25,063 |
120 |
17,017 |
15,154 |
1,863 |
11.0% |
91 |
0.5% |
98% |
True |
False |
20,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,612 |
2.618 |
17,384 |
1.618 |
17,244 |
1.000 |
17,157 |
0.618 |
17,104 |
HIGH |
17,017 |
0.618 |
16,964 |
0.500 |
16,947 |
0.382 |
16,931 |
LOW |
16,877 |
0.618 |
16,791 |
1.000 |
16,737 |
1.618 |
16,651 |
2.618 |
16,511 |
4.250 |
16,282 |
|
|
Fisher Pivots for day following 14-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
16,968 |
16,942 |
PP |
16,957 |
16,906 |
S1 |
16,947 |
16,870 |
|