Trading Metrics calculated at close of trading on 02-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2014 |
02-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
196.19 |
197.05 |
0.86 |
0.4% |
195.97 |
High |
197.63 |
197.48 |
-0.15 |
-0.1% |
196.50 |
Low |
196.13 |
196.96 |
0.83 |
0.4% |
194.13 |
Close |
197.03 |
197.23 |
0.20 |
0.1% |
195.82 |
Range |
1.50 |
0.52 |
-0.98 |
-65.3% |
2.37 |
ATR |
1.26 |
1.21 |
-0.05 |
-4.2% |
0.00 |
Volume |
90,470,094 |
52,474,797 |
-37,995,297 |
-42.0% |
405,395,594 |
|
Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
198.78 |
198.53 |
197.52 |
|
R3 |
198.26 |
198.01 |
197.37 |
|
R2 |
197.74 |
197.74 |
197.33 |
|
R1 |
197.49 |
197.49 |
197.28 |
197.62 |
PP |
197.22 |
197.22 |
197.22 |
197.29 |
S1 |
196.97 |
196.97 |
197.18 |
197.10 |
S2 |
196.70 |
196.70 |
197.13 |
|
S3 |
196.18 |
196.45 |
197.09 |
|
S4 |
195.66 |
195.93 |
196.94 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
202.59 |
201.58 |
197.12 |
|
R3 |
200.22 |
199.21 |
196.47 |
|
R2 |
197.85 |
197.85 |
196.25 |
|
R1 |
196.84 |
196.84 |
196.04 |
196.16 |
PP |
195.48 |
195.48 |
195.48 |
195.15 |
S1 |
194.47 |
194.47 |
195.60 |
193.79 |
S2 |
193.11 |
193.11 |
195.39 |
|
S3 |
190.74 |
192.10 |
195.17 |
|
S4 |
188.37 |
189.73 |
194.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
197.63 |
194.13 |
3.50 |
1.8% |
1.03 |
0.5% |
89% |
False |
False |
73,842,898 |
10 |
197.63 |
194.13 |
3.50 |
1.8% |
1.04 |
0.5% |
89% |
False |
False |
80,536,068 |
20 |
197.63 |
192.70 |
4.93 |
2.5% |
1.11 |
0.6% |
92% |
False |
False |
81,653,614 |
40 |
197.63 |
186.01 |
11.62 |
5.9% |
1.17 |
0.6% |
97% |
False |
False |
81,149,567 |
60 |
197.63 |
181.31 |
16.32 |
8.3% |
1.35 |
0.7% |
98% |
False |
False |
89,812,901 |
80 |
197.63 |
181.31 |
16.32 |
8.3% |
1.50 |
0.8% |
98% |
False |
False |
97,534,354 |
100 |
197.63 |
179.21 |
18.42 |
9.3% |
1.49 |
0.8% |
98% |
False |
False |
100,072,266 |
120 |
197.63 |
173.71 |
23.92 |
12.1% |
1.56 |
0.8% |
98% |
False |
False |
107,026,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
199.69 |
2.618 |
198.84 |
1.618 |
198.32 |
1.000 |
198.00 |
0.618 |
197.80 |
HIGH |
197.48 |
0.618 |
197.28 |
0.500 |
197.22 |
0.382 |
197.16 |
LOW |
196.96 |
0.618 |
196.64 |
1.000 |
196.44 |
1.618 |
196.12 |
2.618 |
195.60 |
4.250 |
194.75 |
|
|
Fisher Pivots for day following 02-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
197.23 |
197.01 |
PP |
197.22 |
196.80 |
S1 |
197.22 |
196.58 |
|