Trading Metrics calculated at close of trading on 09-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,321.4 |
1,320.6 |
-0.8 |
-0.1% |
1,317.9 |
High |
1,326.9 |
1,334.6 |
7.7 |
0.6% |
1,335.7 |
Low |
1,315.6 |
1,320.4 |
4.8 |
0.4% |
1,310.6 |
Close |
1,317.7 |
1,325.8 |
8.1 |
0.6% |
1,321.6 |
Range |
11.3 |
14.2 |
2.9 |
25.7% |
25.1 |
ATR |
13.9 |
14.1 |
0.2 |
1.5% |
0.0 |
Volume |
28,664 |
39,920 |
11,256 |
39.3% |
20,124 |
|
Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.5 |
1,361.9 |
1,333.6 |
|
R3 |
1,355.3 |
1,347.7 |
1,329.7 |
|
R2 |
1,341.1 |
1,341.1 |
1,328.4 |
|
R1 |
1,333.5 |
1,333.5 |
1,327.1 |
1,337.3 |
PP |
1,326.9 |
1,326.9 |
1,326.9 |
1,328.9 |
S1 |
1,319.3 |
1,319.3 |
1,324.5 |
1,323.1 |
S2 |
1,312.7 |
1,312.7 |
1,323.2 |
|
S3 |
1,298.5 |
1,305.1 |
1,321.9 |
|
S4 |
1,284.3 |
1,290.9 |
1,318.0 |
|
|
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 |
1,334.6 |
1,310.6 |
24.0 |
1.8% |
12.5 |
0.9% |
63% |
True |
False |
17,714 |
10 |
1,335.7 |
1,308.2 |
27.5 |
2.1% |
13.1 |
1.0% |
64% |
False |
False |
10,823 |
20 |
1,335.7 |
1,259.6 |
76.1 |
5.7% |
13.8 |
1.0% |
87% |
False |
False |
6,980 |
40 |
1,335.7 |
1,241.7 |
94.0 |
7.1% |
12.8 |
1.0% |
89% |
False |
False |
4,783 |
60 |
1,335.7 |
1,241.7 |
94.0 |
7.1% |
13.9 |
1.1% |
89% |
False |
False |
3,844 |
80 |
1,390.8 |
1,241.7 |
149.1 |
11.2% |
14.2 |
1.1% |
56% |
False |
False |
3,298 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.2% |
14.4 |
1.1% |
56% |
False |
False |
2,904 |
120 |
1,390.8 |
1,234.7 |
156.1 |
11.8% |
14.4 |
1.1% |
58% |
False |
False |
2,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,395.0 |
2.618 |
1,371.8 |
1.618 |
1,357.6 |
1.000 |
1,348.8 |
0.618 |
1,343.4 |
HIGH |
1,334.6 |
0.618 |
1,329.2 |
0.500 |
1,327.5 |
0.382 |
1,325.8 |
LOW |
1,320.4 |
0.618 |
1,311.6 |
1.000 |
1,306.2 |
1.618 |
1,297.4 |
2.618 |
1,283.2 |
4.250 |
1,260.1 |
|
|
Fisher Pivots for day following 09-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,327.5 |
1,325.2 |
PP |
1,326.9 |
1,324.6 |
S1 |
1,326.4 |
1,324.0 |
|