Trading Metrics calculated at close of trading on 03-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
16,949.71 |
16,979.00 |
29.29 |
0.2% |
16,946.50 |
High |
16,986.63 |
17,074.65 |
88.02 |
0.5% |
16,969.70 |
Low |
16,949.71 |
16,979.00 |
29.29 |
0.2% |
16,746.09 |
Close |
16,976.24 |
17,068.26 |
92.02 |
0.5% |
16,851.84 |
Range |
36.92 |
95.65 |
58.73 |
159.1% |
223.61 |
ATR |
97.14 |
97.23 |
0.09 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,327.59 |
17,293.57 |
17,120.87 |
|
R3 |
17,231.94 |
17,197.92 |
17,094.56 |
|
R2 |
17,136.29 |
17,136.29 |
17,085.80 |
|
R1 |
17,102.27 |
17,102.27 |
17,077.03 |
17,119.28 |
PP |
17,040.64 |
17,040.64 |
17,040.64 |
17,049.14 |
S1 |
17,006.62 |
17,006.62 |
17,059.49 |
17,023.63 |
S2 |
16,944.99 |
16,944.99 |
17,050.72 |
|
S3 |
16,849.34 |
16,910.97 |
17,041.96 |
|
S4 |
16,753.69 |
16,815.32 |
17,015.65 |
|
|
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 |
17,074.65 |
16,773.84 |
300.81 |
1.8% |
92.19 |
0.5% |
98% |
True |
False |
|
10 |
17,074.65 |
16,746.09 |
328.56 |
1.9% |
95.16 |
0.6% |
98% |
True |
False |
|
20 |
17,074.65 |
16,703.73 |
370.92 |
2.2% |
93.07 |
0.5% |
98% |
True |
False |
|
40 |
17,074.65 |
16,341.30 |
733.35 |
4.3% |
96.12 |
0.6% |
99% |
True |
False |
|
60 |
17,074.65 |
16,015.32 |
1,059.33 |
6.2% |
110.61 |
0.6% |
99% |
True |
False |
|
80 |
17,074.65 |
16,015.32 |
1,059.33 |
6.2% |
122.58 |
0.7% |
99% |
True |
False |
|
100 |
17,074.65 |
15,803.40 |
1,271.25 |
7.4% |
127.16 |
0.7% |
99% |
True |
False |
|
120 |
17,074.65 |
15,340.69 |
1,733.96 |
10.2% |
135.02 |
0.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,481.16 |
2.618 |
17,325.06 |
1.618 |
17,229.41 |
1.000 |
17,170.30 |
0.618 |
17,133.76 |
HIGH |
17,074.65 |
0.618 |
17,038.11 |
0.500 |
17,026.83 |
0.382 |
17,015.54 |
LOW |
16,979.00 |
0.618 |
16,919.89 |
1.000 |
16,883.35 |
1.618 |
16,824.24 |
2.618 |
16,728.59 |
4.250 |
16,572.49 |
|
|
Fisher Pivots for day following 03-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
17,054.45 |
17,029.37 |
PP |
17,040.64 |
16,990.48 |
S1 |
17,026.83 |
16,951.59 |
|