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 |
3,235.0 |
3,233.0 |
-2.0 |
-0.1% |
3,301.0 |
High |
3,245.0 |
3,262.0 |
17.0 |
0.5% |
3,305.0 |
Low |
3,207.0 |
3,231.0 |
24.0 |
0.7% |
3,207.0 |
Close |
3,232.0 |
3,253.0 |
21.0 |
0.6% |
3,225.0 |
Range |
38.0 |
31.0 |
-7.0 |
-18.4% |
98.0 |
ATR |
35.2 |
34.9 |
-0.3 |
-0.8% |
0.0 |
Volume |
630,914 |
577,379 |
-53,535 |
-8.5% |
3,914,845 |
|
Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,341.7 |
3,328.3 |
3,270.1 |
|
R3 |
3,310.7 |
3,297.3 |
3,261.5 |
|
R2 |
3,279.7 |
3,279.7 |
3,258.7 |
|
R1 |
3,266.3 |
3,266.3 |
3,255.8 |
3,273.0 |
PP |
3,248.7 |
3,248.7 |
3,248.7 |
3,252.0 |
S1 |
3,235.3 |
3,235.3 |
3,250.2 |
3,242.0 |
S2 |
3,217.7 |
3,217.7 |
3,247.3 |
|
S3 |
3,186.7 |
3,204.3 |
3,244.5 |
|
S4 |
3,155.7 |
3,173.3 |
3,236.0 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,539.7 |
3,480.3 |
3,278.9 |
|
R3 |
3,441.7 |
3,382.3 |
3,252.0 |
|
R2 |
3,343.7 |
3,343.7 |
3,243.0 |
|
R1 |
3,284.3 |
3,284.3 |
3,234.0 |
3,265.0 |
PP |
3,245.7 |
3,245.7 |
3,245.7 |
3,236.0 |
S1 |
3,186.3 |
3,186.3 |
3,216.0 |
3,167.0 |
S2 |
3,147.7 |
3,147.7 |
3,207.0 |
|
S3 |
3,049.7 |
3,088.3 |
3,198.1 |
|
S4 |
2,951.7 |
2,990.3 |
3,171.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,273.0 |
3,207.0 |
66.0 |
2.0% |
38.0 |
1.2% |
70% |
False |
False |
709,440 |
10 |
3,322.0 |
3,207.0 |
115.0 |
3.5% |
34.2 |
1.1% |
40% |
False |
False |
750,860 |
20 |
3,322.0 |
3,207.0 |
115.0 |
3.5% |
33.7 |
1.0% |
40% |
False |
False |
610,631 |
40 |
3,322.0 |
3,092.0 |
230.0 |
7.1% |
31.2 |
1.0% |
70% |
False |
False |
309,960 |
60 |
3,322.0 |
3,009.0 |
313.0 |
9.6% |
34.8 |
1.1% |
78% |
False |
False |
207,206 |
80 |
3,322.0 |
2,910.0 |
412.0 |
12.7% |
35.4 |
1.1% |
83% |
False |
False |
155,456 |
100 |
3,322.0 |
2,910.0 |
412.0 |
12.7% |
31.7 |
1.0% |
83% |
False |
False |
124,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,393.8 |
2.618 |
3,343.2 |
1.618 |
3,312.2 |
1.000 |
3,293.0 |
0.618 |
3,281.2 |
HIGH |
3,262.0 |
0.618 |
3,250.2 |
0.500 |
3,246.5 |
0.382 |
3,242.8 |
LOW |
3,231.0 |
0.618 |
3,211.8 |
1.000 |
3,200.0 |
1.618 |
3,180.8 |
2.618 |
3,149.8 |
4.250 |
3,099.3 |
|
|
Fisher Pivots for day following 01-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,250.8 |
3,246.8 |
PP |
3,248.7 |
3,240.7 |
S1 |
3,246.5 |
3,234.5 |
|