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 |
16,916.83 |
16,980.35 |
63.52 |
0.4% |
16,852.49 |
High |
16,998.95 |
16,980.35 |
-18.60 |
-0.1% |
17,074.65 |
Low |
16,913.81 |
16,805.38 |
-108.43 |
-0.6% |
16,801.94 |
Close |
16,985.61 |
16,915.07 |
-70.54 |
-0.4% |
17,068.26 |
Range |
85.14 |
174.97 |
89.83 |
105.5% |
272.71 |
ATR |
99.02 |
104.82 |
5.80 |
5.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,425.18 |
17,345.09 |
17,011.30 |
|
R3 |
17,250.21 |
17,170.12 |
16,963.19 |
|
R2 |
17,075.24 |
17,075.24 |
16,947.15 |
|
R1 |
16,995.15 |
16,995.15 |
16,931.11 |
16,947.71 |
PP |
16,900.27 |
16,900.27 |
16,900.27 |
16,876.55 |
S1 |
16,820.18 |
16,820.18 |
16,899.03 |
16,772.74 |
S2 |
16,725.30 |
16,725.30 |
16,882.99 |
|
S3 |
16,550.33 |
16,645.21 |
16,866.95 |
|
S4 |
16,375.36 |
16,470.24 |
16,818.84 |
|
|
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 |
16,805.38 |
269.27 |
1.6% |
114.89 |
0.7% |
41% |
False |
True |
|
10 |
17,074.65 |
16,746.09 |
328.56 |
1.9% |
106.62 |
0.6% |
51% |
False |
False |
|
20 |
17,074.65 |
16,703.73 |
370.92 |
2.2% |
101.40 |
0.6% |
57% |
False |
False |
|
40 |
17,074.65 |
16,341.30 |
733.35 |
4.3% |
98.82 |
0.6% |
78% |
False |
False |
|
60 |
17,074.65 |
16,063.20 |
1,011.45 |
6.0% |
105.34 |
0.6% |
84% |
False |
False |
|
80 |
17,074.65 |
16,015.32 |
1,059.33 |
6.3% |
119.22 |
0.7% |
85% |
False |
False |
|
100 |
17,074.65 |
16,006.59 |
1,068.06 |
6.3% |
124.97 |
0.7% |
85% |
False |
False |
|
120 |
17,074.65 |
15,340.69 |
1,733.96 |
10.3% |
134.37 |
0.8% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,723.97 |
2.618 |
17,438.42 |
1.618 |
17,263.45 |
1.000 |
17,155.32 |
0.618 |
17,088.48 |
HIGH |
16,980.35 |
0.618 |
16,913.51 |
0.500 |
16,892.87 |
0.382 |
16,872.22 |
LOW |
16,805.38 |
0.618 |
16,697.25 |
1.000 |
16,630.41 |
1.618 |
16,522.28 |
2.618 |
16,347.31 |
4.250 |
16,061.76 |
|
|
Fisher Pivots for day following 10-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
16,907.67 |
16,914.63 |
PP |
16,900.27 |
16,914.18 |
S1 |
16,892.87 |
16,913.74 |
|