Trading Metrics calculated at close of trading on 09-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,970.50 |
1,960.50 |
-10.00 |
-0.5% |
1,951.75 |
High |
1,970.75 |
1,968.25 |
-2.50 |
-0.1% |
1,978.25 |
Low |
1,952.75 |
1,958.25 |
5.50 |
0.3% |
1,948.00 |
Close |
1,960.50 |
1,967.25 |
6.75 |
0.3% |
1,977.50 |
Range |
18.00 |
10.00 |
-8.00 |
-44.4% |
30.25 |
ATR |
13.38 |
13.13 |
-0.24 |
-1.8% |
0.00 |
Volume |
1,776,514 |
1,393,006 |
-383,508 |
-21.6% |
4,378,624 |
|
Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,994.50 |
1,991.00 |
1,972.75 |
|
R3 |
1,984.50 |
1,981.00 |
1,970.00 |
|
R2 |
1,974.50 |
1,974.50 |
1,969.00 |
|
R1 |
1,971.00 |
1,971.00 |
1,968.25 |
1,972.75 |
PP |
1,964.50 |
1,964.50 |
1,964.50 |
1,965.50 |
S1 |
1,961.00 |
1,961.00 |
1,966.25 |
1,962.75 |
S2 |
1,954.50 |
1,954.50 |
1,965.50 |
|
S3 |
1,944.50 |
1,951.00 |
1,964.50 |
|
S4 |
1,934.50 |
1,941.00 |
1,961.75 |
|
|
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% |
11.25 |
0.6% |
57% |
False |
False |
1,217,666 |
10 |
1,978.25 |
1,936.25 |
42.00 |
2.1% |
12.75 |
0.6% |
74% |
False |
False |
1,289,470 |
20 |
1,978.25 |
1,917.50 |
60.75 |
3.1% |
13.25 |
0.7% |
82% |
False |
False |
1,298,249 |
40 |
1,978.25 |
1,851.75 |
126.50 |
6.4% |
13.25 |
0.7% |
91% |
False |
False |
660,252 |
60 |
1,978.25 |
1,796.50 |
181.75 |
9.2% |
14.50 |
0.7% |
94% |
False |
False |
441,176 |
80 |
1,978.25 |
1,796.50 |
181.75 |
9.2% |
16.25 |
0.8% |
94% |
False |
False |
331,417 |
100 |
1,978.25 |
1,796.50 |
181.75 |
9.2% |
16.25 |
0.8% |
94% |
False |
False |
265,182 |
120 |
1,978.25 |
1,719.25 |
259.00 |
13.2% |
16.75 |
0.9% |
96% |
False |
False |
221,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,010.75 |
2.618 |
1,994.50 |
1.618 |
1,984.50 |
1.000 |
1,978.25 |
0.618 |
1,974.50 |
HIGH |
1,968.25 |
0.618 |
1,964.50 |
0.500 |
1,963.25 |
0.382 |
1,962.00 |
LOW |
1,958.25 |
0.618 |
1,952.00 |
1.000 |
1,948.25 |
1.618 |
1,942.00 |
2.618 |
1,932.00 |
4.250 |
1,915.75 |
|
|
Fisher Pivots for day following 09-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,966.00 |
1,966.50 |
PP |
1,964.50 |
1,965.75 |
S1 |
1,963.25 |
1,965.00 |
|