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 |
1,324.0 |
1,333.6 |
9.6 |
0.7% |
1,316.6 |
High |
1,333.8 |
1,347.3 |
13.5 |
1.0% |
1,333.6 |
Low |
1,324.0 |
1,333.6 |
9.6 |
0.7% |
1,313.0 |
Close |
1,326.3 |
1,341.1 |
14.8 |
1.1% |
1,322.2 |
Range |
9.8 |
13.7 |
3.9 |
39.8% |
20.6 |
ATR |
11.3 |
12.0 |
0.7 |
6.1% |
0.0 |
Volume |
1,584 |
1,679 |
95 |
6.0% |
1,514 |
|
Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,381.8 |
1,375.1 |
1,348.6 |
|
R3 |
1,368.1 |
1,361.4 |
1,344.9 |
|
R2 |
1,354.4 |
1,354.4 |
1,343.6 |
|
R1 |
1,347.7 |
1,347.7 |
1,342.4 |
1,351.1 |
PP |
1,340.7 |
1,340.7 |
1,340.7 |
1,342.3 |
S1 |
1,334.0 |
1,334.0 |
1,339.8 |
1,337.4 |
S2 |
1,327.0 |
1,327.0 |
1,338.6 |
|
S3 |
1,313.3 |
1,320.3 |
1,337.3 |
|
S4 |
1,299.6 |
1,306.6 |
1,333.6 |
|
|
Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,384.7 |
1,374.1 |
1,333.5 |
|
R3 |
1,364.1 |
1,353.5 |
1,327.9 |
|
R2 |
1,343.5 |
1,343.5 |
1,326.0 |
|
R1 |
1,332.9 |
1,332.9 |
1,324.1 |
1,338.2 |
PP |
1,322.9 |
1,322.9 |
1,322.9 |
1,325.6 |
S1 |
1,312.3 |
1,312.3 |
1,320.3 |
1,317.6 |
S2 |
1,302.3 |
1,302.3 |
1,318.4 |
|
S3 |
1,281.7 |
1,291.7 |
1,316.5 |
|
S4 |
1,261.1 |
1,271.1 |
1,310.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,347.3 |
1,314.1 |
33.2 |
2.5% |
10.4 |
0.8% |
81% |
True |
False |
1,252 |
10 |
1,347.3 |
1,308.9 |
38.4 |
2.9% |
10.1 |
0.8% |
84% |
True |
False |
784 |
20 |
1,347.3 |
1,263.6 |
83.7 |
6.2% |
11.1 |
0.8% |
93% |
True |
False |
528 |
40 |
1,347.3 |
1,243.9 |
103.4 |
7.7% |
7.8 |
0.6% |
94% |
True |
False |
410 |
60 |
1,347.3 |
1,243.9 |
103.4 |
7.7% |
7.1 |
0.5% |
94% |
True |
False |
291 |
80 |
1,361.2 |
1,243.9 |
117.3 |
8.7% |
6.7 |
0.5% |
83% |
False |
False |
254 |
100 |
1,389.1 |
1,243.9 |
145.2 |
10.8% |
6.5 |
0.5% |
67% |
False |
False |
222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,405.5 |
2.618 |
1,383.2 |
1.618 |
1,369.5 |
1.000 |
1,361.0 |
0.618 |
1,355.8 |
HIGH |
1,347.3 |
0.618 |
1,342.1 |
0.500 |
1,340.5 |
0.382 |
1,338.8 |
LOW |
1,333.6 |
0.618 |
1,325.1 |
1.000 |
1,319.9 |
1.618 |
1,311.4 |
2.618 |
1,297.7 |
4.250 |
1,275.4 |
|
|
Fisher Pivots for day following 10-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,340.9 |
1,338.1 |
PP |
1,340.7 |
1,335.0 |
S1 |
1,340.5 |
1,332.0 |
|