Trading Metrics calculated at close of trading on 14-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,338.4 |
1,342.0 |
3.6 |
0.3% |
1,322.0 |
High |
1,341.4 |
1,342.2 |
0.8 |
0.1% |
1,347.5 |
Low |
1,336.2 |
1,303.5 |
-32.7 |
-2.4% |
1,313.3 |
Close |
1,338.9 |
1,308.1 |
-30.8 |
-2.3% |
1,338.9 |
Range |
5.2 |
38.7 |
33.5 |
644.2% |
34.2 |
ATR |
14.0 |
15.8 |
1.8 |
12.6% |
0.0 |
Volume |
22,521 |
26,417 |
3,896 |
17.3% |
132,269 |
|
Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,434.0 |
1,409.8 |
1,329.4 |
|
R3 |
1,395.3 |
1,371.1 |
1,318.7 |
|
R2 |
1,356.6 |
1,356.6 |
1,315.2 |
|
R1 |
1,332.4 |
1,332.4 |
1,311.6 |
1,325.2 |
PP |
1,317.9 |
1,317.9 |
1,317.9 |
1,314.3 |
S1 |
1,293.7 |
1,293.7 |
1,304.6 |
1,286.5 |
S2 |
1,279.2 |
1,279.2 |
1,301.0 |
|
S3 |
1,240.5 |
1,255.0 |
1,297.5 |
|
S4 |
1,201.8 |
1,216.3 |
1,286.8 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,435.8 |
1,421.6 |
1,357.7 |
|
R3 |
1,401.6 |
1,387.4 |
1,348.3 |
|
R2 |
1,367.4 |
1,367.4 |
1,345.2 |
|
R1 |
1,353.2 |
1,353.2 |
1,342.0 |
1,360.3 |
PP |
1,333.2 |
1,333.2 |
1,333.2 |
1,336.8 |
S1 |
1,319.0 |
1,319.0 |
1,335.8 |
1,326.1 |
S2 |
1,299.0 |
1,299.0 |
1,332.6 |
|
S3 |
1,264.8 |
1,284.8 |
1,329.5 |
|
S4 |
1,230.6 |
1,250.6 |
1,320.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,347.5 |
1,303.5 |
44.0 |
3.4% |
17.4 |
1.3% |
10% |
False |
True |
30,353 |
10 |
1,347.5 |
1,303.5 |
44.0 |
3.4% |
15.3 |
1.2% |
10% |
False |
True |
17,881 |
20 |
1,347.5 |
1,259.6 |
87.9 |
6.7% |
15.6 |
1.2% |
55% |
False |
False |
10,490 |
40 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
13.4 |
1.0% |
63% |
False |
False |
6,699 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
13.9 |
1.1% |
63% |
False |
False |
5,139 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.1 |
1.1% |
63% |
False |
False |
4,297 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.4% |
14.5 |
1.1% |
45% |
False |
False |
3,704 |
120 |
1,390.8 |
1,234.7 |
156.1 |
11.9% |
14.6 |
1.1% |
47% |
False |
False |
3,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,506.7 |
2.618 |
1,443.5 |
1.618 |
1,404.8 |
1.000 |
1,380.9 |
0.618 |
1,366.1 |
HIGH |
1,342.2 |
0.618 |
1,327.4 |
0.500 |
1,322.9 |
0.382 |
1,318.3 |
LOW |
1,303.5 |
0.618 |
1,279.6 |
1.000 |
1,264.8 |
1.618 |
1,240.9 |
2.618 |
1,202.2 |
4.250 |
1,139.0 |
|
|
Fisher Pivots for day following 14-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,322.9 |
1,325.5 |
PP |
1,317.9 |
1,319.7 |
S1 |
1,313.0 |
1,313.9 |
|