| 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 |
3,253.0 |
3,252.0 |
-1.0 |
0.0% |
3,301.0 |
| High |
3,262.0 |
3,291.0 |
29.0 |
0.9% |
3,305.0 |
| Low |
3,238.0 |
3,242.0 |
4.0 |
0.1% |
3,207.0 |
| Close |
3,251.0 |
3,288.0 |
37.0 |
1.1% |
3,225.0 |
| Range |
24.0 |
49.0 |
25.0 |
104.2% |
98.0 |
| ATR |
34.1 |
35.2 |
1.1 |
3.1% |
0.0 |
| Volume |
821,104 |
261,390 |
-559,714 |
-68.2% |
3,914,845 |
|
| Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,420.7 |
3,403.3 |
3,315.0 |
|
| R3 |
3,371.7 |
3,354.3 |
3,301.5 |
|
| R2 |
3,322.7 |
3,322.7 |
3,297.0 |
|
| R1 |
3,305.3 |
3,305.3 |
3,292.5 |
3,314.0 |
| PP |
3,273.7 |
3,273.7 |
3,273.7 |
3,278.0 |
| S1 |
3,256.3 |
3,256.3 |
3,283.5 |
3,265.0 |
| S2 |
3,224.7 |
3,224.7 |
3,279.0 |
|
| S3 |
3,175.7 |
3,207.3 |
3,274.5 |
|
| S4 |
3,126.7 |
3,158.3 |
3,261.1 |
|
|
| 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 |
3,291.0 |
3,207.0 |
84.0 |
2.6% |
34.6 |
1.1% |
96% |
True |
False |
605,465 |
| 10 |
3,318.0 |
3,207.0 |
111.0 |
3.4% |
35.9 |
1.1% |
73% |
False |
False |
698,291 |
| 20 |
3,322.0 |
3,207.0 |
115.0 |
3.5% |
33.0 |
1.0% |
70% |
False |
False |
656,106 |
| 40 |
3,322.0 |
3,118.0 |
204.0 |
6.2% |
30.8 |
0.9% |
83% |
False |
False |
336,866 |
| 60 |
3,322.0 |
3,009.0 |
313.0 |
9.5% |
34.7 |
1.1% |
89% |
False |
False |
225,238 |
| 80 |
3,322.0 |
2,910.0 |
412.0 |
12.5% |
35.2 |
1.1% |
92% |
False |
False |
168,987 |
| 100 |
3,322.0 |
2,910.0 |
412.0 |
12.5% |
32.2 |
1.0% |
92% |
False |
False |
135,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,499.3 |
|
2.618 |
3,419.3 |
|
1.618 |
3,370.3 |
|
1.000 |
3,340.0 |
|
0.618 |
3,321.3 |
|
HIGH |
3,291.0 |
|
0.618 |
3,272.3 |
|
0.500 |
3,266.5 |
|
0.382 |
3,260.7 |
|
LOW |
3,242.0 |
|
0.618 |
3,211.7 |
|
1.000 |
3,193.0 |
|
1.618 |
3,162.7 |
|
2.618 |
3,113.7 |
|
4.250 |
3,033.8 |
|
|
| Fisher Pivots for day following 03-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,280.8 |
3,279.0 |
| PP |
3,273.7 |
3,270.0 |
| S1 |
3,266.5 |
3,261.0 |
|