Trading Metrics calculated at close of trading on 10-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,960.50 |
1,967.50 |
7.00 |
0.4% |
1,951.75 |
High |
1,968.25 |
1,968.25 |
0.00 |
0.0% |
1,978.25 |
Low |
1,958.25 |
1,945.25 |
-13.00 |
-0.7% |
1,948.00 |
Close |
1,967.25 |
1,957.75 |
-9.50 |
-0.5% |
1,977.50 |
Range |
10.00 |
23.00 |
13.00 |
130.0% |
30.25 |
ATR |
13.13 |
13.84 |
0.70 |
5.4% |
0.00 |
Volume |
1,393,006 |
1,972,746 |
579,740 |
41.6% |
4,378,624 |
|
Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,026.00 |
2,015.00 |
1,970.50 |
|
R3 |
2,003.00 |
1,992.00 |
1,964.00 |
|
R2 |
1,980.00 |
1,980.00 |
1,962.00 |
|
R1 |
1,969.00 |
1,969.00 |
1,959.75 |
1,963.00 |
PP |
1,957.00 |
1,957.00 |
1,957.00 |
1,954.00 |
S1 |
1,946.00 |
1,946.00 |
1,955.75 |
1,940.00 |
S2 |
1,934.00 |
1,934.00 |
1,953.50 |
|
S3 |
1,911.00 |
1,923.00 |
1,951.50 |
|
S4 |
1,888.00 |
1,900.00 |
1,945.00 |
|
|
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 |
1,945.25 |
33.00 |
1.7% |
14.75 |
0.8% |
38% |
False |
True |
1,428,019 |
10 |
1,978.25 |
1,936.25 |
42.00 |
2.1% |
13.25 |
0.7% |
51% |
False |
False |
1,333,536 |
20 |
1,978.25 |
1,917.50 |
60.75 |
3.1% |
14.00 |
0.7% |
66% |
False |
False |
1,380,914 |
40 |
1,978.25 |
1,851.75 |
126.50 |
6.5% |
13.50 |
0.7% |
84% |
False |
False |
709,476 |
60 |
1,978.25 |
1,802.50 |
175.75 |
9.0% |
14.50 |
0.7% |
88% |
False |
False |
473,953 |
80 |
1,978.25 |
1,796.50 |
181.75 |
9.3% |
16.25 |
0.8% |
89% |
False |
False |
356,070 |
100 |
1,978.25 |
1,796.50 |
181.75 |
9.3% |
16.25 |
0.8% |
89% |
False |
False |
284,908 |
120 |
1,978.25 |
1,719.25 |
259.00 |
13.2% |
17.00 |
0.9% |
92% |
False |
False |
237,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,066.00 |
2.618 |
2,028.50 |
1.618 |
2,005.50 |
1.000 |
1,991.25 |
0.618 |
1,982.50 |
HIGH |
1,968.25 |
0.618 |
1,959.50 |
0.500 |
1,956.75 |
0.382 |
1,954.00 |
LOW |
1,945.25 |
0.618 |
1,931.00 |
1.000 |
1,922.25 |
1.618 |
1,908.00 |
2.618 |
1,885.00 |
4.250 |
1,847.50 |
|
|
Fisher Pivots for day following 10-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,957.50 |
1,958.00 |
PP |
1,957.00 |
1,958.00 |
S1 |
1,956.75 |
1,957.75 |
|