Trading Metrics calculated at close of trading on 07-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,968.00 |
1,975.75 |
7.75 |
0.4% |
1,951.75 |
High |
1,978.25 |
1,977.50 |
-0.75 |
0.0% |
1,978.25 |
Low |
1,966.00 |
1,967.25 |
1.25 |
0.1% |
1,948.00 |
Close |
1,977.50 |
1,971.00 |
-6.50 |
-0.3% |
1,977.50 |
Range |
12.25 |
10.25 |
-2.00 |
-16.3% |
30.25 |
ATR |
13.21 |
13.00 |
-0.21 |
-1.6% |
0.00 |
Volume |
846,127 |
1,151,705 |
305,578 |
36.1% |
4,378,624 |
|
Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,002.75 |
1,997.00 |
1,976.75 |
|
R3 |
1,992.50 |
1,986.75 |
1,973.75 |
|
R2 |
1,982.25 |
1,982.25 |
1,973.00 |
|
R1 |
1,976.50 |
1,976.50 |
1,972.00 |
1,974.25 |
PP |
1,972.00 |
1,972.00 |
1,972.00 |
1,970.75 |
S1 |
1,966.25 |
1,966.25 |
1,970.00 |
1,964.00 |
S2 |
1,961.75 |
1,961.75 |
1,969.00 |
|
S3 |
1,951.50 |
1,956.00 |
1,968.25 |
|
S4 |
1,941.25 |
1,945.75 |
1,965.25 |
|
|
Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,058.75 |
2,048.25 |
1,994.25 |
|
R3 |
2,028.50 |
2,018.00 |
1,985.75 |
|
R2 |
1,998.25 |
1,998.25 |
1,983.00 |
|
R1 |
1,987.75 |
1,987.75 |
1,980.25 |
1,993.00 |
PP |
1,968.00 |
1,968.00 |
1,968.00 |
1,970.50 |
S1 |
1,957.50 |
1,957.50 |
1,974.75 |
1,962.75 |
S2 |
1,937.75 |
1,937.75 |
1,972.00 |
|
S3 |
1,907.50 |
1,927.25 |
1,969.25 |
|
S4 |
1,877.25 |
1,897.00 |
1,960.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,978.25 |
1,948.00 |
30.25 |
1.5% |
11.00 |
0.6% |
76% |
False |
False |
1,106,065 |
10 |
1,978.25 |
1,936.25 |
42.00 |
2.1% |
12.75 |
0.7% |
83% |
False |
False |
1,228,016 |
20 |
1,978.25 |
1,917.50 |
60.75 |
3.1% |
12.75 |
0.6% |
88% |
False |
False |
1,152,224 |
40 |
1,978.25 |
1,851.75 |
126.50 |
6.4% |
13.25 |
0.7% |
94% |
False |
False |
581,149 |
60 |
1,978.25 |
1,796.50 |
181.75 |
9.2% |
15.25 |
0.8% |
96% |
False |
False |
388,460 |
80 |
1,978.25 |
1,796.50 |
181.75 |
9.2% |
16.50 |
0.8% |
96% |
False |
False |
291,811 |
100 |
1,978.25 |
1,789.00 |
189.25 |
9.6% |
16.25 |
0.8% |
96% |
False |
False |
233,511 |
120 |
1,978.25 |
1,719.25 |
259.00 |
13.1% |
16.75 |
0.9% |
97% |
False |
False |
194,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,021.00 |
2.618 |
2,004.25 |
1.618 |
1,994.00 |
1.000 |
1,987.75 |
0.618 |
1,983.75 |
HIGH |
1,977.50 |
0.618 |
1,973.50 |
0.500 |
1,972.50 |
0.382 |
1,971.25 |
LOW |
1,967.25 |
0.618 |
1,961.00 |
1.000 |
1,957.00 |
1.618 |
1,950.75 |
2.618 |
1,940.50 |
4.250 |
1,923.75 |
|
|
Fisher Pivots for day following 07-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,972.50 |
1,971.50 |
PP |
1,972.00 |
1,971.25 |
S1 |
1,971.50 |
1,971.00 |
|