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 |
1,327.5 |
1,327.1 |
-0.4 |
0.0% |
1,314.9 |
High |
1,334.9 |
1,333.2 |
-1.7 |
-0.1% |
1,326.6 |
Low |
1,324.0 |
1,322.1 |
-1.9 |
-0.1% |
1,305.4 |
Close |
1,326.6 |
1,330.9 |
4.3 |
0.3% |
1,320.0 |
Range |
10.9 |
11.1 |
0.2 |
1.8% |
21.2 |
ATR |
15.2 |
14.9 |
-0.3 |
-1.9% |
0.0 |
Volume |
121,098 |
114,091 |
-7,007 |
-5.8% |
609,344 |
|
Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,362.0 |
1,357.6 |
1,337.0 |
|
R3 |
1,350.9 |
1,346.5 |
1,334.0 |
|
R2 |
1,339.8 |
1,339.8 |
1,332.9 |
|
R1 |
1,335.4 |
1,335.4 |
1,331.9 |
1,337.6 |
PP |
1,328.7 |
1,328.7 |
1,328.7 |
1,329.9 |
S1 |
1,324.3 |
1,324.3 |
1,329.9 |
1,326.5 |
S2 |
1,317.6 |
1,317.6 |
1,328.9 |
|
S3 |
1,306.5 |
1,313.2 |
1,327.8 |
|
S4 |
1,295.4 |
1,302.1 |
1,324.8 |
|
|
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 |
1,306.8 |
28.1 |
2.1% |
13.0 |
1.0% |
86% |
False |
False |
120,450 |
10 |
1,334.9 |
1,276.2 |
58.7 |
4.4% |
16.7 |
1.3% |
93% |
False |
False |
137,792 |
20 |
1,334.9 |
1,241.2 |
93.7 |
7.0% |
14.4 |
1.1% |
96% |
False |
False |
117,717 |
40 |
1,334.9 |
1,240.2 |
94.7 |
7.1% |
14.2 |
1.1% |
96% |
False |
False |
85,404 |
60 |
1,334.9 |
1,240.2 |
94.7 |
7.1% |
14.9 |
1.1% |
96% |
False |
False |
58,643 |
80 |
1,392.0 |
1,240.2 |
151.8 |
11.4% |
15.1 |
1.1% |
60% |
False |
False |
44,735 |
100 |
1,392.0 |
1,240.2 |
151.8 |
11.4% |
15.0 |
1.1% |
60% |
False |
False |
36,105 |
120 |
1,392.0 |
1,234.6 |
157.4 |
11.8% |
14.6 |
1.1% |
61% |
False |
False |
30,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,380.4 |
2.618 |
1,362.3 |
1.618 |
1,351.2 |
1.000 |
1,344.3 |
0.618 |
1,340.1 |
HIGH |
1,333.2 |
0.618 |
1,329.0 |
0.500 |
1,327.7 |
0.382 |
1,326.3 |
LOW |
1,322.1 |
0.618 |
1,315.2 |
1.000 |
1,311.0 |
1.618 |
1,304.1 |
2.618 |
1,293.0 |
4.250 |
1,274.9 |
|
|
Fisher Pivots for day following 02-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,329.8 |
1,328.3 |
PP |
1,328.7 |
1,325.6 |
S1 |
1,327.7 |
1,323.0 |
|