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 |
1,316.8 |
1,327.5 |
10.7 |
0.8% |
1,314.9 |
High |
1,330.4 |
1,334.9 |
4.5 |
0.3% |
1,326.6 |
Low |
1,311.0 |
1,324.0 |
13.0 |
1.0% |
1,305.4 |
Close |
1,322.0 |
1,326.6 |
4.6 |
0.3% |
1,320.0 |
Range |
19.4 |
10.9 |
-8.5 |
-43.8% |
21.2 |
ATR |
15.4 |
15.2 |
-0.2 |
-1.1% |
0.0 |
Volume |
127,612 |
121,098 |
-6,514 |
-5.1% |
609,344 |
|
Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.2 |
1,354.8 |
1,332.6 |
|
R3 |
1,350.3 |
1,343.9 |
1,329.6 |
|
R2 |
1,339.4 |
1,339.4 |
1,328.6 |
|
R1 |
1,333.0 |
1,333.0 |
1,327.6 |
1,330.8 |
PP |
1,328.5 |
1,328.5 |
1,328.5 |
1,327.4 |
S1 |
1,322.1 |
1,322.1 |
1,325.6 |
1,319.9 |
S2 |
1,317.6 |
1,317.6 |
1,324.6 |
|
S3 |
1,306.7 |
1,311.2 |
1,323.6 |
|
S4 |
1,295.8 |
1,300.3 |
1,320.6 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.9 |
1,371.7 |
1,331.7 |
|
R3 |
1,359.7 |
1,350.5 |
1,325.8 |
|
R2 |
1,338.5 |
1,338.5 |
1,323.9 |
|
R1 |
1,329.3 |
1,329.3 |
1,321.9 |
1,333.9 |
PP |
1,317.3 |
1,317.3 |
1,317.3 |
1,319.7 |
S1 |
1,308.1 |
1,308.1 |
1,318.1 |
1,312.7 |
S2 |
1,296.1 |
1,296.1 |
1,316.1 |
|
S3 |
1,274.9 |
1,286.9 |
1,314.2 |
|
S4 |
1,253.7 |
1,265.7 |
1,308.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,334.9 |
1,305.4 |
29.5 |
2.2% |
14.8 |
1.1% |
72% |
True |
False |
124,957 |
10 |
1,334.9 |
1,266.5 |
68.4 |
5.2% |
16.9 |
1.3% |
88% |
True |
False |
135,174 |
20 |
1,334.9 |
1,241.2 |
93.7 |
7.1% |
14.2 |
1.1% |
91% |
True |
False |
115,862 |
40 |
1,334.9 |
1,240.2 |
94.7 |
7.1% |
14.2 |
1.1% |
91% |
True |
False |
82,895 |
60 |
1,334.9 |
1,240.2 |
94.7 |
7.1% |
14.8 |
1.1% |
91% |
True |
False |
56,782 |
80 |
1,392.0 |
1,240.2 |
151.8 |
11.4% |
15.2 |
1.1% |
57% |
False |
False |
43,337 |
100 |
1,392.0 |
1,240.2 |
151.8 |
11.4% |
15.0 |
1.1% |
57% |
False |
False |
34,968 |
120 |
1,392.0 |
1,227.1 |
164.9 |
12.4% |
14.5 |
1.1% |
60% |
False |
False |
29,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,381.2 |
2.618 |
1,363.4 |
1.618 |
1,352.5 |
1.000 |
1,345.8 |
0.618 |
1,341.6 |
HIGH |
1,334.9 |
0.618 |
1,330.7 |
0.500 |
1,329.5 |
0.382 |
1,328.2 |
LOW |
1,324.0 |
0.618 |
1,317.3 |
1.000 |
1,313.1 |
1.618 |
1,306.4 |
2.618 |
1,295.5 |
4.250 |
1,277.7 |
|
|
Fisher Pivots for day following 01-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,329.5 |
1,325.4 |
PP |
1,328.5 |
1,324.2 |
S1 |
1,327.6 |
1,323.0 |
|