Trading Metrics calculated at close of trading on 07-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,328.8 |
1,322.0 |
-6.8 |
-0.5% |
1,317.9 |
High |
1,328.8 |
1,322.0 |
-6.8 |
-0.5% |
1,335.7 |
Low |
1,310.6 |
1,313.3 |
2.7 |
0.2% |
1,310.6 |
Close |
1,321.6 |
1,318.0 |
-3.6 |
-0.3% |
1,321.6 |
Range |
18.2 |
8.7 |
-9.5 |
-52.2% |
25.1 |
ATR |
14.5 |
14.1 |
-0.4 |
-2.9% |
0.0 |
Volume |
8,036 |
6,920 |
-1,116 |
-13.9% |
20,124 |
|
Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,343.9 |
1,339.6 |
1,322.8 |
|
R3 |
1,335.2 |
1,330.9 |
1,320.4 |
|
R2 |
1,326.5 |
1,326.5 |
1,319.6 |
|
R1 |
1,322.2 |
1,322.2 |
1,318.8 |
1,320.0 |
PP |
1,317.8 |
1,317.8 |
1,317.8 |
1,316.7 |
S1 |
1,313.5 |
1,313.5 |
1,317.2 |
1,311.3 |
S2 |
1,309.1 |
1,309.1 |
1,316.4 |
|
S3 |
1,300.4 |
1,304.8 |
1,315.6 |
|
S4 |
1,291.7 |
1,296.1 |
1,313.2 |
|
|
Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.9 |
1,384.9 |
1,335.4 |
|
R3 |
1,372.8 |
1,359.8 |
1,328.5 |
|
R2 |
1,347.7 |
1,347.7 |
1,326.2 |
|
R1 |
1,334.7 |
1,334.7 |
1,323.9 |
1,341.2 |
PP |
1,322.6 |
1,322.6 |
1,322.6 |
1,325.9 |
S1 |
1,309.6 |
1,309.6 |
1,319.3 |
1,316.1 |
S2 |
1,297.5 |
1,297.5 |
1,317.0 |
|
S3 |
1,272.4 |
1,284.5 |
1,314.7 |
|
S4 |
1,247.3 |
1,259.4 |
1,307.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,335.7 |
1,310.6 |
25.1 |
1.9% |
13.1 |
1.0% |
29% |
False |
False |
5,408 |
10 |
1,335.7 |
1,308.2 |
27.5 |
2.1% |
12.5 |
1.0% |
36% |
False |
False |
4,934 |
20 |
1,335.7 |
1,252.8 |
82.9 |
6.3% |
13.4 |
1.0% |
79% |
False |
False |
3,735 |
40 |
1,335.7 |
1,241.7 |
94.0 |
7.1% |
12.9 |
1.0% |
81% |
False |
False |
3,187 |
60 |
1,335.7 |
1,241.7 |
94.0 |
7.1% |
13.9 |
1.1% |
81% |
False |
False |
2,774 |
80 |
1,390.8 |
1,241.7 |
149.1 |
11.3% |
14.2 |
1.1% |
51% |
False |
False |
2,487 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.3% |
14.4 |
1.1% |
51% |
False |
False |
2,237 |
120 |
1,390.8 |
1,234.7 |
156.1 |
11.8% |
14.4 |
1.1% |
53% |
False |
False |
1,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,359.0 |
2.618 |
1,344.8 |
1.618 |
1,336.1 |
1.000 |
1,330.7 |
0.618 |
1,327.4 |
HIGH |
1,322.0 |
0.618 |
1,318.7 |
0.500 |
1,317.7 |
0.382 |
1,316.6 |
LOW |
1,313.3 |
0.618 |
1,307.9 |
1.000 |
1,304.6 |
1.618 |
1,299.2 |
2.618 |
1,290.5 |
4.250 |
1,276.3 |
|
|
Fisher Pivots for day following 07-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,317.9 |
1,322.2 |
PP |
1,317.8 |
1,320.8 |
S1 |
1,317.7 |
1,319.4 |
|