Trading Metrics calculated at close of trading on 11-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,967.50 |
1,957.25 |
-10.25 |
-0.5% |
1,975.75 |
High |
1,968.25 |
1,963.50 |
-4.75 |
-0.2% |
1,977.50 |
Low |
1,945.25 |
1,953.00 |
7.75 |
0.4% |
1,945.25 |
Close |
1,957.75 |
1,962.50 |
4.75 |
0.2% |
1,962.50 |
Range |
23.00 |
10.50 |
-12.50 |
-54.3% |
32.25 |
ATR |
13.84 |
13.60 |
-0.24 |
-1.7% |
0.00 |
Volume |
1,972,746 |
1,364,154 |
-608,592 |
-30.8% |
7,658,125 |
|
Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,991.25 |
1,987.25 |
1,968.25 |
|
R3 |
1,980.75 |
1,976.75 |
1,965.50 |
|
R2 |
1,970.25 |
1,970.25 |
1,964.50 |
|
R1 |
1,966.25 |
1,966.25 |
1,963.50 |
1,968.25 |
PP |
1,959.75 |
1,959.75 |
1,959.75 |
1,960.50 |
S1 |
1,955.75 |
1,955.75 |
1,961.50 |
1,957.75 |
S2 |
1,949.25 |
1,949.25 |
1,960.50 |
|
S3 |
1,938.75 |
1,945.25 |
1,959.50 |
|
S4 |
1,928.25 |
1,934.75 |
1,956.75 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,058.50 |
2,042.75 |
1,980.25 |
|
R3 |
2,026.25 |
2,010.50 |
1,971.25 |
|
R2 |
1,994.00 |
1,994.00 |
1,968.50 |
|
R1 |
1,978.25 |
1,978.25 |
1,965.50 |
1,970.00 |
PP |
1,961.75 |
1,961.75 |
1,961.75 |
1,957.50 |
S1 |
1,946.00 |
1,946.00 |
1,959.50 |
1,937.75 |
S2 |
1,929.50 |
1,929.50 |
1,956.50 |
|
S3 |
1,897.25 |
1,913.75 |
1,953.75 |
|
S4 |
1,865.00 |
1,881.50 |
1,944.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,977.50 |
1,945.25 |
32.25 |
1.6% |
14.25 |
0.7% |
53% |
False |
False |
1,531,625 |
10 |
1,978.25 |
1,942.75 |
35.50 |
1.8% |
12.75 |
0.7% |
56% |
False |
False |
1,321,287 |
20 |
1,978.25 |
1,919.00 |
59.25 |
3.0% |
13.25 |
0.7% |
73% |
False |
False |
1,410,619 |
40 |
1,978.25 |
1,851.75 |
126.50 |
6.4% |
13.50 |
0.7% |
88% |
False |
False |
743,527 |
60 |
1,978.25 |
1,833.00 |
145.25 |
7.4% |
14.25 |
0.7% |
89% |
False |
False |
496,644 |
80 |
1,978.25 |
1,796.50 |
181.75 |
9.3% |
16.25 |
0.8% |
91% |
False |
False |
373,113 |
100 |
1,978.25 |
1,796.50 |
181.75 |
9.3% |
16.25 |
0.8% |
91% |
False |
False |
298,548 |
120 |
1,978.25 |
1,719.25 |
259.00 |
13.2% |
17.00 |
0.9% |
94% |
False |
False |
248,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,008.00 |
2.618 |
1,991.00 |
1.618 |
1,980.50 |
1.000 |
1,974.00 |
0.618 |
1,970.00 |
HIGH |
1,963.50 |
0.618 |
1,959.50 |
0.500 |
1,958.25 |
0.382 |
1,957.00 |
LOW |
1,953.00 |
0.618 |
1,946.50 |
1.000 |
1,942.50 |
1.618 |
1,936.00 |
2.618 |
1,925.50 |
4.250 |
1,908.50 |
|
|
Fisher Pivots for day following 11-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,961.00 |
1,960.50 |
PP |
1,959.75 |
1,958.75 |
S1 |
1,958.25 |
1,956.75 |
|