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 |
17,063.83 |
17,022.09 |
-41.74 |
-0.2% |
16,852.49 |
High |
17,063.83 |
17,022.09 |
-41.74 |
-0.2% |
17,074.65 |
Low |
16,992.45 |
16,874.79 |
-117.66 |
-0.7% |
16,801.94 |
Close |
17,024.21 |
16,906.62 |
-117.59 |
-0.7% |
17,068.26 |
Range |
71.38 |
147.30 |
75.92 |
106.4% |
272.71 |
ATR |
95.70 |
99.54 |
3.84 |
4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,376.40 |
17,288.81 |
16,987.64 |
|
R3 |
17,229.10 |
17,141.51 |
16,947.13 |
|
R2 |
17,081.80 |
17,081.80 |
16,933.63 |
|
R1 |
16,994.21 |
16,994.21 |
16,920.12 |
16,964.36 |
PP |
16,934.50 |
16,934.50 |
16,934.50 |
16,919.57 |
S1 |
16,846.91 |
16,846.91 |
16,893.12 |
16,817.06 |
S2 |
16,787.20 |
16,787.20 |
16,879.62 |
|
S3 |
16,639.90 |
16,699.61 |
16,866.11 |
|
S4 |
16,492.60 |
16,552.31 |
16,825.61 |
|
|
Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,799.75 |
17,706.71 |
17,218.25 |
|
R3 |
17,527.04 |
17,434.00 |
17,143.26 |
|
R2 |
17,254.33 |
17,254.33 |
17,118.26 |
|
R1 |
17,161.29 |
17,161.29 |
17,093.26 |
17,207.81 |
PP |
16,981.62 |
16,981.62 |
16,981.62 |
17,004.88 |
S1 |
16,888.58 |
16,888.58 |
17,043.26 |
16,935.10 |
S2 |
16,708.91 |
16,708.91 |
17,018.26 |
|
S3 |
16,436.20 |
16,615.87 |
16,993.26 |
|
S4 |
16,163.49 |
16,343.16 |
16,918.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,074.65 |
16,828.53 |
246.12 |
1.5% |
104.28 |
0.6% |
32% |
False |
False |
|
10 |
17,074.65 |
16,746.09 |
328.56 |
1.9% |
105.47 |
0.6% |
49% |
False |
False |
|
20 |
17,074.65 |
16,703.73 |
370.92 |
2.2% |
96.91 |
0.6% |
55% |
False |
False |
|
40 |
17,074.65 |
16,341.30 |
733.35 |
4.3% |
96.31 |
0.6% |
77% |
False |
False |
|
60 |
17,074.65 |
16,015.32 |
1,059.33 |
6.3% |
106.17 |
0.6% |
84% |
False |
False |
|
80 |
17,074.65 |
16,015.32 |
1,059.33 |
6.3% |
120.00 |
0.7% |
84% |
False |
False |
|
100 |
17,074.65 |
15,863.25 |
1,211.40 |
7.2% |
126.03 |
0.7% |
86% |
False |
False |
|
120 |
17,074.65 |
15,340.69 |
1,733.96 |
10.3% |
134.13 |
0.8% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,648.12 |
2.618 |
17,407.72 |
1.618 |
17,260.42 |
1.000 |
17,169.39 |
0.618 |
17,113.12 |
HIGH |
17,022.09 |
0.618 |
16,965.82 |
0.500 |
16,948.44 |
0.382 |
16,931.06 |
LOW |
16,874.79 |
0.618 |
16,783.76 |
1.000 |
16,727.49 |
1.618 |
16,636.46 |
2.618 |
16,489.16 |
4.250 |
16,248.77 |
|
|
Fisher Pivots for day following 08-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
16,948.44 |
16,974.72 |
PP |
16,934.50 |
16,952.02 |
S1 |
16,920.56 |
16,929.32 |
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