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 |
1,322.0 |
1,321.4 |
-0.6 |
0.0% |
1,317.9 |
High |
1,322.0 |
1,326.9 |
4.9 |
0.4% |
1,335.7 |
Low |
1,313.3 |
1,315.6 |
2.3 |
0.2% |
1,310.6 |
Close |
1,318.0 |
1,317.7 |
-0.3 |
0.0% |
1,321.6 |
Range |
8.7 |
11.3 |
2.6 |
29.9% |
25.1 |
ATR |
14.1 |
13.9 |
-0.2 |
-1.4% |
0.0 |
Volume |
6,920 |
28,664 |
21,744 |
314.2% |
20,124 |
|
Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.0 |
1,347.1 |
1,323.9 |
|
R3 |
1,342.7 |
1,335.8 |
1,320.8 |
|
R2 |
1,331.4 |
1,331.4 |
1,319.8 |
|
R1 |
1,324.5 |
1,324.5 |
1,318.7 |
1,322.3 |
PP |
1,320.1 |
1,320.1 |
1,320.1 |
1,319.0 |
S1 |
1,313.2 |
1,313.2 |
1,316.7 |
1,311.0 |
S2 |
1,308.8 |
1,308.8 |
1,315.6 |
|
S3 |
1,297.5 |
1,301.9 |
1,314.6 |
|
S4 |
1,286.2 |
1,290.6 |
1,311.5 |
|
|
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% |
11.7 |
0.9% |
28% |
False |
False |
10,533 |
10 |
1,335.7 |
1,308.2 |
27.5 |
2.1% |
12.8 |
1.0% |
35% |
False |
False |
7,494 |
20 |
1,335.7 |
1,252.8 |
82.9 |
6.3% |
13.7 |
1.0% |
78% |
False |
False |
5,036 |
40 |
1,335.7 |
1,241.7 |
94.0 |
7.1% |
13.0 |
1.0% |
81% |
False |
False |
3,858 |
60 |
1,335.7 |
1,241.7 |
94.0 |
7.1% |
13.8 |
1.1% |
81% |
False |
False |
3,205 |
80 |
1,390.8 |
1,241.7 |
149.1 |
11.3% |
14.2 |
1.1% |
51% |
False |
False |
2,820 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.3% |
14.4 |
1.1% |
51% |
False |
False |
2,515 |
120 |
1,390.8 |
1,234.7 |
156.1 |
11.8% |
14.4 |
1.1% |
53% |
False |
False |
2,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,374.9 |
2.618 |
1,356.5 |
1.618 |
1,345.2 |
1.000 |
1,338.2 |
0.618 |
1,333.9 |
HIGH |
1,326.9 |
0.618 |
1,322.6 |
0.500 |
1,321.3 |
0.382 |
1,319.9 |
LOW |
1,315.6 |
0.618 |
1,308.6 |
1.000 |
1,304.3 |
1.618 |
1,297.3 |
2.618 |
1,286.0 |
4.250 |
1,267.6 |
|
|
Fisher Pivots for day following 08-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,321.3 |
1,319.7 |
PP |
1,320.1 |
1,319.0 |
S1 |
1,318.9 |
1,318.4 |
|