| Trading Metrics calculated at close of trading on 01-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
16,852.49 |
16,828.53 |
-23.96 |
-0.1% |
16,946.50 |
| High |
16,871.27 |
16,998.70 |
127.43 |
0.8% |
16,969.70 |
| Low |
16,801.94 |
16,828.53 |
26.59 |
0.2% |
16,746.09 |
| Close |
16,826.60 |
16,956.07 |
129.47 |
0.8% |
16,851.84 |
| Range |
69.33 |
170.17 |
100.84 |
145.4% |
223.61 |
| ATR |
96.36 |
101.77 |
5.41 |
5.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,438.28 |
17,367.34 |
17,049.66 |
|
| R3 |
17,268.11 |
17,197.17 |
17,002.87 |
|
| R2 |
17,097.94 |
17,097.94 |
16,987.27 |
|
| R1 |
17,027.00 |
17,027.00 |
16,971.67 |
17,062.47 |
| PP |
16,927.77 |
16,927.77 |
16,927.77 |
16,945.50 |
| S1 |
16,856.83 |
16,856.83 |
16,940.47 |
16,892.30 |
| S2 |
16,757.60 |
16,757.60 |
16,924.87 |
|
| S3 |
16,587.43 |
16,686.66 |
16,909.27 |
|
| S4 |
16,417.26 |
16,516.49 |
16,862.48 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,526.71 |
17,412.88 |
16,974.83 |
|
| R3 |
17,303.10 |
17,189.27 |
16,913.33 |
|
| R2 |
17,079.49 |
17,079.49 |
16,892.84 |
|
| R1 |
16,965.66 |
16,965.66 |
16,872.34 |
16,910.77 |
| PP |
16,855.88 |
16,855.88 |
16,855.88 |
16,828.43 |
| S1 |
16,742.05 |
16,742.05 |
16,831.34 |
16,687.16 |
| S2 |
16,632.27 |
16,632.27 |
16,810.84 |
|
| S3 |
16,408.66 |
16,518.44 |
16,790.35 |
|
| S4 |
16,185.05 |
16,294.83 |
16,728.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,998.70 |
16,746.09 |
252.61 |
1.5% |
107.79 |
0.6% |
83% |
True |
False |
|
| 10 |
16,998.70 |
16,746.09 |
252.61 |
1.5% |
103.97 |
0.6% |
83% |
True |
False |
|
| 20 |
16,998.70 |
16,673.65 |
325.05 |
1.9% |
96.70 |
0.6% |
87% |
True |
False |
|
| 40 |
16,998.70 |
16,341.30 |
657.40 |
3.9% |
100.19 |
0.6% |
94% |
True |
False |
|
| 60 |
16,998.70 |
16,015.32 |
983.38 |
5.8% |
113.30 |
0.7% |
96% |
True |
False |
|
| 80 |
16,998.70 |
16,015.32 |
983.38 |
5.8% |
124.10 |
0.7% |
96% |
True |
False |
|
| 100 |
16,998.70 |
15,625.53 |
1,373.17 |
8.1% |
128.25 |
0.8% |
97% |
True |
False |
|
| 120 |
16,998.70 |
15,340.69 |
1,658.01 |
9.8% |
136.04 |
0.8% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,721.92 |
|
2.618 |
17,444.21 |
|
1.618 |
17,274.04 |
|
1.000 |
17,168.87 |
|
0.618 |
17,103.87 |
|
HIGH |
16,998.70 |
|
0.618 |
16,933.70 |
|
0.500 |
16,913.62 |
|
0.382 |
16,893.53 |
|
LOW |
16,828.53 |
|
0.618 |
16,723.36 |
|
1.000 |
16,658.36 |
|
1.618 |
16,553.19 |
|
2.618 |
16,383.02 |
|
4.250 |
16,105.31 |
|
|
| Fisher Pivots for day following 01-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,941.92 |
16,932.80 |
| PP |
16,927.77 |
16,909.54 |
| S1 |
16,913.62 |
16,886.27 |
|