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 |
3,912.75 |
3,905.00 |
-7.75 |
-0.2% |
3,831.50 |
High |
3,916.75 |
3,906.75 |
-10.00 |
-0.3% |
3,918.00 |
Low |
3,896.00 |
3,841.25 |
-54.75 |
-1.4% |
3,827.75 |
Close |
3,904.25 |
3,863.25 |
-41.00 |
-1.1% |
3,915.75 |
Range |
20.75 |
65.50 |
44.75 |
215.7% |
90.25 |
ATR |
31.67 |
34.09 |
2.42 |
7.6% |
0.00 |
Volume |
175,431 |
331,375 |
155,944 |
88.9% |
621,994 |
|
Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,067.00 |
4,030.50 |
3,899.25 |
|
R3 |
4,001.50 |
3,965.00 |
3,881.25 |
|
R2 |
3,936.00 |
3,936.00 |
3,875.25 |
|
R1 |
3,899.50 |
3,899.50 |
3,869.25 |
3,885.00 |
PP |
3,870.50 |
3,870.50 |
3,870.50 |
3,863.00 |
S1 |
3,834.00 |
3,834.00 |
3,857.25 |
3,819.50 |
S2 |
3,805.00 |
3,805.00 |
3,851.25 |
|
S3 |
3,739.50 |
3,768.50 |
3,845.25 |
|
S4 |
3,674.00 |
3,703.00 |
3,827.25 |
|
|
Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,158.00 |
4,127.00 |
3,965.50 |
|
R3 |
4,067.75 |
4,036.75 |
3,940.50 |
|
R2 |
3,977.50 |
3,977.50 |
3,932.25 |
|
R1 |
3,946.50 |
3,946.50 |
3,924.00 |
3,962.00 |
PP |
3,887.25 |
3,887.25 |
3,887.25 |
3,895.00 |
S1 |
3,856.25 |
3,856.25 |
3,907.50 |
3,871.75 |
S2 |
3,797.00 |
3,797.00 |
3,899.25 |
|
S3 |
3,706.75 |
3,766.00 |
3,891.00 |
|
S4 |
3,616.50 |
3,675.75 |
3,866.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,918.00 |
3,841.25 |
76.75 |
2.0% |
35.75 |
0.9% |
29% |
False |
True |
194,794 |
10 |
3,918.00 |
3,781.25 |
136.75 |
3.5% |
35.25 |
0.9% |
60% |
False |
False |
208,250 |
20 |
3,918.00 |
3,744.75 |
173.25 |
4.5% |
32.25 |
0.8% |
68% |
False |
False |
190,710 |
40 |
3,918.00 |
3,532.75 |
385.25 |
10.0% |
33.50 |
0.9% |
86% |
False |
False |
96,111 |
60 |
3,918.00 |
3,404.00 |
514.00 |
13.3% |
37.25 |
1.0% |
89% |
False |
False |
64,095 |
80 |
3,918.00 |
3,404.00 |
514.00 |
13.3% |
42.00 |
1.1% |
89% |
False |
False |
48,085 |
100 |
3,918.00 |
3,404.00 |
514.00 |
13.3% |
37.25 |
1.0% |
89% |
False |
False |
38,469 |
120 |
3,918.00 |
3,404.00 |
514.00 |
13.3% |
32.50 |
0.8% |
89% |
False |
False |
32,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,185.00 |
2.618 |
4,078.25 |
1.618 |
4,012.75 |
1.000 |
3,972.25 |
0.618 |
3,947.25 |
HIGH |
3,906.75 |
0.618 |
3,881.75 |
0.500 |
3,874.00 |
0.382 |
3,866.25 |
LOW |
3,841.25 |
0.618 |
3,800.75 |
1.000 |
3,775.75 |
1.618 |
3,735.25 |
2.618 |
3,669.75 |
4.250 |
3,563.00 |
|
|
Fisher Pivots for day following 08-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,874.00 |
3,879.50 |
PP |
3,870.50 |
3,874.25 |
S1 |
3,866.75 |
3,868.75 |
|