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 |
1,960.00 |
1,968.75 |
8.75 |
0.4% |
1,943.50 |
High |
1,970.00 |
1,969.00 |
-1.00 |
-0.1% |
1,970.00 |
Low |
1,958.25 |
1,959.75 |
1.50 |
0.1% |
1,940.25 |
Close |
1,969.75 |
1,963.00 |
-6.75 |
-0.3% |
1,969.75 |
Range |
11.75 |
9.25 |
-2.50 |
-21.3% |
29.75 |
ATR |
12.35 |
12.18 |
-0.17 |
-1.4% |
0.00 |
Volume |
1,511 |
1,721 |
210 |
13.9% |
7,312 |
|
Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,991.75 |
1,986.50 |
1,968.00 |
|
R3 |
1,982.50 |
1,977.25 |
1,965.50 |
|
R2 |
1,973.25 |
1,973.25 |
1,964.75 |
|
R1 |
1,968.00 |
1,968.00 |
1,963.75 |
1,966.00 |
PP |
1,964.00 |
1,964.00 |
1,964.00 |
1,963.00 |
S1 |
1,958.75 |
1,958.75 |
1,962.25 |
1,956.75 |
S2 |
1,954.75 |
1,954.75 |
1,961.25 |
|
S3 |
1,945.50 |
1,949.50 |
1,960.50 |
|
S4 |
1,936.25 |
1,940.25 |
1,958.00 |
|
|
Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,049.25 |
2,039.25 |
1,986.00 |
|
R3 |
2,019.50 |
2,009.50 |
1,978.00 |
|
R2 |
1,989.75 |
1,989.75 |
1,975.25 |
|
R1 |
1,979.75 |
1,979.75 |
1,972.50 |
1,984.75 |
PP |
1,960.00 |
1,960.00 |
1,960.00 |
1,962.50 |
S1 |
1,950.00 |
1,950.00 |
1,967.00 |
1,955.00 |
S2 |
1,930.25 |
1,930.25 |
1,964.25 |
|
S3 |
1,900.50 |
1,920.25 |
1,961.50 |
|
S4 |
1,870.75 |
1,890.50 |
1,953.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,970.00 |
1,940.25 |
29.75 |
1.5% |
10.50 |
0.5% |
76% |
False |
False |
1,806 |
10 |
1,970.00 |
1,928.25 |
41.75 |
2.1% |
12.50 |
0.6% |
83% |
False |
False |
1,603 |
20 |
1,970.00 |
1,911.25 |
58.75 |
3.0% |
12.00 |
0.6% |
88% |
False |
False |
1,246 |
40 |
1,970.00 |
1,846.00 |
124.00 |
6.3% |
12.00 |
0.6% |
94% |
False |
False |
721 |
60 |
1,970.00 |
1,790.00 |
180.00 |
9.2% |
13.50 |
0.7% |
96% |
False |
False |
540 |
80 |
1,970.00 |
1,790.00 |
180.00 |
9.2% |
14.00 |
0.7% |
96% |
False |
False |
427 |
100 |
1,970.00 |
1,790.00 |
180.00 |
9.2% |
12.50 |
0.6% |
96% |
False |
False |
343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,008.25 |
2.618 |
1,993.25 |
1.618 |
1,984.00 |
1.000 |
1,978.25 |
0.618 |
1,974.75 |
HIGH |
1,969.00 |
0.618 |
1,965.50 |
0.500 |
1,964.50 |
0.382 |
1,963.25 |
LOW |
1,959.75 |
0.618 |
1,954.00 |
1.000 |
1,950.50 |
1.618 |
1,944.75 |
2.618 |
1,935.50 |
4.250 |
1,920.50 |
|
|
Fisher Pivots for day following 07-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,964.50 |
1,963.50 |
PP |
1,964.00 |
1,963.25 |
S1 |
1,963.50 |
1,963.25 |
|