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 |
1,327.1 |
1,328.4 |
1.3 |
0.1% |
1,314.9 |
High |
1,333.2 |
1,329.0 |
-4.2 |
-0.3% |
1,326.6 |
Low |
1,322.1 |
1,309.4 |
-12.7 |
-1.0% |
1,305.4 |
Close |
1,330.9 |
1,320.6 |
-10.3 |
-0.8% |
1,320.0 |
Range |
11.1 |
19.6 |
8.5 |
76.6% |
21.2 |
ATR |
14.9 |
15.4 |
0.5 |
3.2% |
0.0 |
Volume |
114,091 |
149,377 |
35,286 |
30.9% |
609,344 |
|
Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,378.5 |
1,369.1 |
1,331.4 |
|
R3 |
1,358.9 |
1,349.5 |
1,326.0 |
|
R2 |
1,339.3 |
1,339.3 |
1,324.2 |
|
R1 |
1,329.9 |
1,329.9 |
1,322.4 |
1,324.8 |
PP |
1,319.7 |
1,319.7 |
1,319.7 |
1,317.1 |
S1 |
1,310.3 |
1,310.3 |
1,318.8 |
1,305.2 |
S2 |
1,300.1 |
1,300.1 |
1,317.0 |
|
S3 |
1,280.5 |
1,290.7 |
1,315.2 |
|
S4 |
1,260.9 |
1,271.1 |
1,309.8 |
|
|
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 |
1,309.4 |
25.5 |
1.9% |
14.2 |
1.1% |
44% |
False |
True |
123,368 |
10 |
1,334.9 |
1,305.4 |
29.5 |
2.2% |
14.1 |
1.1% |
52% |
False |
False |
128,930 |
20 |
1,334.9 |
1,245.7 |
89.2 |
6.8% |
14.6 |
1.1% |
84% |
False |
False |
118,907 |
40 |
1,334.9 |
1,240.2 |
94.7 |
7.2% |
14.0 |
1.1% |
85% |
False |
False |
88,497 |
60 |
1,334.9 |
1,240.2 |
94.7 |
7.2% |
14.9 |
1.1% |
85% |
False |
False |
61,087 |
80 |
1,392.0 |
1,240.2 |
151.8 |
11.5% |
15.2 |
1.2% |
53% |
False |
False |
46,572 |
100 |
1,392.0 |
1,240.2 |
151.8 |
11.5% |
15.1 |
1.1% |
53% |
False |
False |
37,588 |
120 |
1,392.0 |
1,234.6 |
157.4 |
11.9% |
14.7 |
1.1% |
55% |
False |
False |
31,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,412.3 |
2.618 |
1,380.3 |
1.618 |
1,360.7 |
1.000 |
1,348.6 |
0.618 |
1,341.1 |
HIGH |
1,329.0 |
0.618 |
1,321.5 |
0.500 |
1,319.2 |
0.382 |
1,316.9 |
LOW |
1,309.4 |
0.618 |
1,297.3 |
1.000 |
1,289.8 |
1.618 |
1,277.7 |
2.618 |
1,258.1 |
4.250 |
1,226.1 |
|
|
Fisher Pivots for day following 03-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,320.1 |
1,322.2 |
PP |
1,319.7 |
1,321.6 |
S1 |
1,319.2 |
1,321.1 |
|