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 |
3,233.0 |
3,253.0 |
20.0 |
0.6% |
3,301.0 |
High |
3,262.0 |
3,262.0 |
0.0 |
0.0% |
3,305.0 |
Low |
3,231.0 |
3,238.0 |
7.0 |
0.2% |
3,207.0 |
Close |
3,253.0 |
3,251.0 |
-2.0 |
-0.1% |
3,225.0 |
Range |
31.0 |
24.0 |
-7.0 |
-22.6% |
98.0 |
ATR |
34.9 |
34.1 |
-0.8 |
-2.2% |
0.0 |
Volume |
577,379 |
821,104 |
243,725 |
42.2% |
3,914,845 |
|
Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,322.3 |
3,310.7 |
3,264.2 |
|
R3 |
3,298.3 |
3,286.7 |
3,257.6 |
|
R2 |
3,274.3 |
3,274.3 |
3,255.4 |
|
R1 |
3,262.7 |
3,262.7 |
3,253.2 |
3,256.5 |
PP |
3,250.3 |
3,250.3 |
3,250.3 |
3,247.3 |
S1 |
3,238.7 |
3,238.7 |
3,248.8 |
3,232.5 |
S2 |
3,226.3 |
3,226.3 |
3,246.6 |
|
S3 |
3,202.3 |
3,214.7 |
3,244.4 |
|
S4 |
3,178.3 |
3,190.7 |
3,237.8 |
|
|
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 |
3,264.0 |
3,207.0 |
57.0 |
1.8% |
36.2 |
1.1% |
77% |
False |
False |
685,139 |
10 |
3,322.0 |
3,207.0 |
115.0 |
3.5% |
33.2 |
1.0% |
38% |
False |
False |
750,512 |
20 |
3,322.0 |
3,207.0 |
115.0 |
3.5% |
33.7 |
1.0% |
38% |
False |
False |
647,361 |
40 |
3,322.0 |
3,118.0 |
204.0 |
6.3% |
30.9 |
0.9% |
65% |
False |
False |
330,480 |
60 |
3,322.0 |
3,009.0 |
313.0 |
9.6% |
34.6 |
1.1% |
77% |
False |
False |
220,887 |
80 |
3,322.0 |
2,910.0 |
412.0 |
12.7% |
35.1 |
1.1% |
83% |
False |
False |
165,720 |
100 |
3,322.0 |
2,910.0 |
412.0 |
12.7% |
31.7 |
1.0% |
83% |
False |
False |
132,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,364.0 |
2.618 |
3,324.8 |
1.618 |
3,300.8 |
1.000 |
3,286.0 |
0.618 |
3,276.8 |
HIGH |
3,262.0 |
0.618 |
3,252.8 |
0.500 |
3,250.0 |
0.382 |
3,247.2 |
LOW |
3,238.0 |
0.618 |
3,223.2 |
1.000 |
3,214.0 |
1.618 |
3,199.2 |
2.618 |
3,175.2 |
4.250 |
3,136.0 |
|
|
Fisher Pivots for day following 02-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,250.7 |
3,245.5 |
PP |
3,250.3 |
3,240.0 |
S1 |
3,250.0 |
3,234.5 |
|