Trading Metrics calculated at close of trading on 08-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2014 |
08-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,975.75 |
1,970.50 |
-5.25 |
-0.3% |
1,951.75 |
High |
1,977.50 |
1,970.75 |
-6.75 |
-0.3% |
1,978.25 |
Low |
1,967.25 |
1,952.75 |
-14.50 |
-0.7% |
1,948.00 |
Close |
1,971.00 |
1,960.50 |
-10.50 |
-0.5% |
1,977.50 |
Range |
10.25 |
18.00 |
7.75 |
75.6% |
30.25 |
ATR |
13.00 |
13.38 |
0.37 |
2.9% |
0.00 |
Volume |
1,151,705 |
1,776,514 |
624,809 |
54.3% |
4,378,624 |
|
Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,015.25 |
2,006.00 |
1,970.50 |
|
R3 |
1,997.25 |
1,988.00 |
1,965.50 |
|
R2 |
1,979.25 |
1,979.25 |
1,963.75 |
|
R1 |
1,970.00 |
1,970.00 |
1,962.25 |
1,965.50 |
PP |
1,961.25 |
1,961.25 |
1,961.25 |
1,959.25 |
S1 |
1,952.00 |
1,952.00 |
1,958.75 |
1,947.50 |
S2 |
1,943.25 |
1,943.25 |
1,957.25 |
|
S3 |
1,925.25 |
1,934.00 |
1,955.50 |
|
S4 |
1,907.25 |
1,916.00 |
1,950.50 |
|
|
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 |
1,952.75 |
25.50 |
1.3% |
12.75 |
0.7% |
30% |
False |
True |
1,230,196 |
10 |
1,978.25 |
1,936.25 |
42.00 |
2.1% |
13.75 |
0.7% |
58% |
False |
False |
1,303,226 |
20 |
1,978.25 |
1,917.50 |
60.75 |
3.1% |
13.25 |
0.7% |
71% |
False |
False |
1,237,029 |
40 |
1,978.25 |
1,851.75 |
126.50 |
6.5% |
13.50 |
0.7% |
86% |
False |
False |
625,469 |
60 |
1,978.25 |
1,796.50 |
181.75 |
9.3% |
14.75 |
0.8% |
90% |
False |
False |
418,012 |
80 |
1,978.25 |
1,796.50 |
181.75 |
9.3% |
16.50 |
0.8% |
90% |
False |
False |
314,011 |
100 |
1,978.25 |
1,789.00 |
189.25 |
9.7% |
16.50 |
0.8% |
91% |
False |
False |
251,275 |
120 |
1,978.25 |
1,719.25 |
259.00 |
13.2% |
16.75 |
0.9% |
93% |
False |
False |
209,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,047.25 |
2.618 |
2,017.75 |
1.618 |
1,999.75 |
1.000 |
1,988.75 |
0.618 |
1,981.75 |
HIGH |
1,970.75 |
0.618 |
1,963.75 |
0.500 |
1,961.75 |
0.382 |
1,959.75 |
LOW |
1,952.75 |
0.618 |
1,941.75 |
1.000 |
1,934.75 |
1.618 |
1,923.75 |
2.618 |
1,905.75 |
4.250 |
1,876.25 |
|
|
Fisher Pivots for day following 08-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,961.75 |
1,965.50 |
PP |
1,961.25 |
1,963.75 |
S1 |
1,961.00 |
1,962.25 |
|