Trading Metrics calculated at close of trading on 10-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,953.25 |
1,959.75 |
6.50 |
0.3% |
1,943.50 |
High |
1,960.25 |
1,959.75 |
-0.50 |
0.0% |
1,970.00 |
Low |
1,950.75 |
1,938.00 |
-12.75 |
-0.7% |
1,940.25 |
Close |
1,959.25 |
1,950.00 |
-9.25 |
-0.5% |
1,969.75 |
Range |
9.50 |
21.75 |
12.25 |
128.9% |
29.75 |
ATR |
12.38 |
13.05 |
0.67 |
5.4% |
0.00 |
Volume |
2,271 |
1,235 |
-1,036 |
-45.6% |
7,312 |
|
Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,014.50 |
2,004.00 |
1,962.00 |
|
R3 |
1,992.75 |
1,982.25 |
1,956.00 |
|
R2 |
1,971.00 |
1,971.00 |
1,954.00 |
|
R1 |
1,960.50 |
1,960.50 |
1,952.00 |
1,955.00 |
PP |
1,949.25 |
1,949.25 |
1,949.25 |
1,946.50 |
S1 |
1,938.75 |
1,938.75 |
1,948.00 |
1,933.00 |
S2 |
1,927.50 |
1,927.50 |
1,946.00 |
|
S3 |
1,905.75 |
1,917.00 |
1,944.00 |
|
S4 |
1,884.00 |
1,895.25 |
1,938.00 |
|
|
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 |
1,938.00 |
32.00 |
1.6% |
14.00 |
0.7% |
38% |
False |
True |
1,874 |
10 |
1,970.00 |
1,928.25 |
41.75 |
2.1% |
12.75 |
0.7% |
52% |
False |
False |
1,805 |
20 |
1,970.00 |
1,911.25 |
58.75 |
3.0% |
13.00 |
0.7% |
66% |
False |
False |
1,462 |
40 |
1,970.00 |
1,846.00 |
124.00 |
6.4% |
12.25 |
0.6% |
84% |
False |
False |
865 |
60 |
1,970.00 |
1,797.50 |
172.50 |
8.8% |
13.00 |
0.7% |
88% |
False |
False |
625 |
80 |
1,970.00 |
1,790.00 |
180.00 |
9.2% |
13.75 |
0.7% |
89% |
False |
False |
499 |
100 |
1,970.00 |
1,790.00 |
180.00 |
9.2% |
12.75 |
0.7% |
89% |
False |
False |
404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,052.25 |
2.618 |
2,016.75 |
1.618 |
1,995.00 |
1.000 |
1,981.50 |
0.618 |
1,973.25 |
HIGH |
1,959.75 |
0.618 |
1,951.50 |
0.500 |
1,949.00 |
0.382 |
1,946.25 |
LOW |
1,938.00 |
0.618 |
1,924.50 |
1.000 |
1,916.25 |
1.618 |
1,902.75 |
2.618 |
1,881.00 |
4.250 |
1,845.50 |
|
|
Fisher Pivots for day following 10-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,949.50 |
1,950.00 |
PP |
1,949.25 |
1,950.00 |
S1 |
1,949.00 |
1,950.00 |
|