Trading Metrics calculated at close of trading on 11-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,959.75 |
1,949.00 |
-10.75 |
-0.5% |
1,968.75 |
High |
1,959.75 |
1,955.50 |
-4.25 |
-0.2% |
1,969.00 |
Low |
1,938.00 |
1,945.25 |
7.25 |
0.4% |
1,938.00 |
Close |
1,950.00 |
1,954.50 |
4.50 |
0.2% |
1,954.50 |
Range |
21.75 |
10.25 |
-11.50 |
-52.9% |
31.00 |
ATR |
13.05 |
12.85 |
-0.20 |
-1.5% |
0.00 |
Volume |
1,235 |
4,226 |
2,991 |
242.2% |
12,086 |
|
Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,982.50 |
1,978.75 |
1,960.25 |
|
R3 |
1,972.25 |
1,968.50 |
1,957.25 |
|
R2 |
1,962.00 |
1,962.00 |
1,956.50 |
|
R1 |
1,958.25 |
1,958.25 |
1,955.50 |
1,960.00 |
PP |
1,951.75 |
1,951.75 |
1,951.75 |
1,952.75 |
S1 |
1,948.00 |
1,948.00 |
1,953.50 |
1,950.00 |
S2 |
1,941.50 |
1,941.50 |
1,952.50 |
|
S3 |
1,931.25 |
1,937.75 |
1,951.75 |
|
S4 |
1,921.00 |
1,927.50 |
1,948.75 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,046.75 |
2,031.75 |
1,971.50 |
|
R3 |
2,015.75 |
2,000.75 |
1,963.00 |
|
R2 |
1,984.75 |
1,984.75 |
1,960.25 |
|
R1 |
1,969.75 |
1,969.75 |
1,957.25 |
1,961.75 |
PP |
1,953.75 |
1,953.75 |
1,953.75 |
1,950.00 |
S1 |
1,938.75 |
1,938.75 |
1,951.75 |
1,930.75 |
S2 |
1,922.75 |
1,922.75 |
1,948.75 |
|
S3 |
1,891.75 |
1,907.75 |
1,946.00 |
|
S4 |
1,860.75 |
1,876.75 |
1,937.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,969.00 |
1,938.00 |
31.00 |
1.6% |
13.50 |
0.7% |
53% |
False |
False |
2,417 |
10 |
1,970.00 |
1,935.00 |
35.00 |
1.8% |
12.25 |
0.6% |
56% |
False |
False |
2,062 |
20 |
1,970.00 |
1,912.25 |
57.75 |
3.0% |
12.50 |
0.6% |
73% |
False |
False |
1,631 |
40 |
1,970.00 |
1,846.00 |
124.00 |
6.3% |
12.25 |
0.6% |
88% |
False |
False |
968 |
60 |
1,970.00 |
1,826.50 |
143.50 |
7.3% |
12.50 |
0.6% |
89% |
False |
False |
694 |
80 |
1,970.00 |
1,790.00 |
180.00 |
9.2% |
14.00 |
0.7% |
91% |
False |
False |
552 |
100 |
1,970.00 |
1,790.00 |
180.00 |
9.2% |
12.75 |
0.7% |
91% |
False |
False |
446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,999.00 |
2.618 |
1,982.25 |
1.618 |
1,972.00 |
1.000 |
1,965.75 |
0.618 |
1,961.75 |
HIGH |
1,955.50 |
0.618 |
1,951.50 |
0.500 |
1,950.50 |
0.382 |
1,949.25 |
LOW |
1,945.25 |
0.618 |
1,939.00 |
1.000 |
1,935.00 |
1.618 |
1,928.75 |
2.618 |
1,918.50 |
4.250 |
1,901.75 |
|
|
Fisher Pivots for day following 11-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,953.00 |
1,952.75 |
PP |
1,951.75 |
1,951.00 |
S1 |
1,950.50 |
1,949.00 |
|