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 |
3,863.50 |
3,886.50 |
23.00 |
0.6% |
3,831.50 |
High |
3,890.75 |
3,889.50 |
-1.25 |
0.0% |
3,918.00 |
Low |
3,856.50 |
3,831.50 |
-25.00 |
-0.6% |
3,827.75 |
Close |
3,885.50 |
3,873.75 |
-11.75 |
-0.3% |
3,915.75 |
Range |
34.25 |
58.00 |
23.75 |
69.3% |
90.25 |
ATR |
34.10 |
35.81 |
1.71 |
5.0% |
0.00 |
Volume |
244,551 |
317,254 |
72,703 |
29.7% |
621,994 |
|
Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,039.00 |
4,014.25 |
3,905.75 |
|
R3 |
3,981.00 |
3,956.25 |
3,889.75 |
|
R2 |
3,923.00 |
3,923.00 |
3,884.50 |
|
R1 |
3,898.25 |
3,898.25 |
3,879.00 |
3,881.50 |
PP |
3,865.00 |
3,865.00 |
3,865.00 |
3,856.50 |
S1 |
3,840.25 |
3,840.25 |
3,868.50 |
3,823.50 |
S2 |
3,807.00 |
3,807.00 |
3,863.00 |
|
S3 |
3,749.00 |
3,782.25 |
3,857.75 |
|
S4 |
3,691.00 |
3,724.25 |
3,841.75 |
|
|
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 |
3,831.50 |
86.50 |
2.2% |
41.75 |
1.1% |
49% |
False |
True |
238,005 |
10 |
3,918.00 |
3,789.00 |
129.00 |
3.3% |
35.75 |
0.9% |
66% |
False |
False |
211,289 |
20 |
3,918.00 |
3,744.75 |
173.25 |
4.5% |
34.75 |
0.9% |
74% |
False |
False |
217,132 |
40 |
3,918.00 |
3,532.75 |
385.25 |
9.9% |
33.75 |
0.9% |
89% |
False |
False |
110,151 |
60 |
3,918.00 |
3,404.00 |
514.00 |
13.3% |
37.25 |
1.0% |
91% |
False |
False |
73,458 |
80 |
3,918.00 |
3,404.00 |
514.00 |
13.3% |
42.00 |
1.1% |
91% |
False |
False |
55,107 |
100 |
3,918.00 |
3,404.00 |
514.00 |
13.3% |
38.25 |
1.0% |
91% |
False |
False |
44,087 |
120 |
3,918.00 |
3,404.00 |
514.00 |
13.3% |
33.25 |
0.9% |
91% |
False |
False |
36,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,136.00 |
2.618 |
4,041.25 |
1.618 |
3,983.25 |
1.000 |
3,947.50 |
0.618 |
3,925.25 |
HIGH |
3,889.50 |
0.618 |
3,867.25 |
0.500 |
3,860.50 |
0.382 |
3,853.75 |
LOW |
3,831.50 |
0.618 |
3,795.75 |
1.000 |
3,773.50 |
1.618 |
3,737.75 |
2.618 |
3,679.75 |
4.250 |
3,585.00 |
|
|
Fisher Pivots for day following 10-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,869.25 |
3,872.25 |
PP |
3,865.00 |
3,870.75 |
S1 |
3,860.50 |
3,869.00 |
|