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 |
1,968.75 |
1,962.25 |
-6.50 |
-0.3% |
1,943.50 |
High |
1,969.00 |
1,962.25 |
-6.75 |
-0.3% |
1,970.00 |
Low |
1,959.75 |
1,945.00 |
-14.75 |
-0.8% |
1,940.25 |
Close |
1,963.00 |
1,952.50 |
-10.50 |
-0.5% |
1,969.75 |
Range |
9.25 |
17.25 |
8.00 |
86.5% |
29.75 |
ATR |
12.18 |
12.60 |
0.42 |
3.4% |
0.00 |
Volume |
1,721 |
2,633 |
912 |
53.0% |
7,312 |
|
Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,005.00 |
1,996.00 |
1,962.00 |
|
R3 |
1,987.75 |
1,978.75 |
1,957.25 |
|
R2 |
1,970.50 |
1,970.50 |
1,955.75 |
|
R1 |
1,961.50 |
1,961.50 |
1,954.00 |
1,957.50 |
PP |
1,953.25 |
1,953.25 |
1,953.25 |
1,951.25 |
S1 |
1,944.25 |
1,944.25 |
1,951.00 |
1,940.00 |
S2 |
1,936.00 |
1,936.00 |
1,949.25 |
|
S3 |
1,918.75 |
1,927.00 |
1,947.75 |
|
S4 |
1,901.50 |
1,909.75 |
1,943.00 |
|
|
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 |
1,945.00 |
25.00 |
1.3% |
12.25 |
0.6% |
30% |
False |
True |
1,661 |
10 |
1,970.00 |
1,928.25 |
41.75 |
2.1% |
13.25 |
0.7% |
58% |
False |
False |
1,827 |
20 |
1,970.00 |
1,911.25 |
58.75 |
3.0% |
12.50 |
0.6% |
70% |
False |
False |
1,356 |
40 |
1,970.00 |
1,846.00 |
124.00 |
6.4% |
12.25 |
0.6% |
86% |
False |
False |
785 |
60 |
1,970.00 |
1,790.00 |
180.00 |
9.2% |
13.00 |
0.7% |
90% |
False |
False |
584 |
80 |
1,970.00 |
1,790.00 |
180.00 |
9.2% |
14.00 |
0.7% |
90% |
False |
False |
456 |
100 |
1,970.00 |
1,790.00 |
180.00 |
9.2% |
12.75 |
0.6% |
90% |
False |
False |
369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,035.50 |
2.618 |
2,007.50 |
1.618 |
1,990.25 |
1.000 |
1,979.50 |
0.618 |
1,973.00 |
HIGH |
1,962.25 |
0.618 |
1,955.75 |
0.500 |
1,953.50 |
0.382 |
1,951.50 |
LOW |
1,945.00 |
0.618 |
1,934.25 |
1.000 |
1,927.75 |
1.618 |
1,917.00 |
2.618 |
1,899.75 |
4.250 |
1,871.75 |
|
|
Fisher Pivots for day following 08-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,953.50 |
1,957.50 |
PP |
1,953.25 |
1,955.75 |
S1 |
1,953.00 |
1,954.25 |
|