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 |
5,425.0 |
5,364.0 |
-61.0 |
-1.1% |
5,392.0 |
High |
5,428.0 |
5,375.0 |
-53.0 |
-1.0% |
5,448.0 |
Low |
5,346.0 |
5,328.0 |
-18.0 |
-0.3% |
5,332.0 |
Close |
5,354.0 |
5,340.0 |
-14.0 |
-0.3% |
5,416.0 |
Range |
82.0 |
47.0 |
-35.0 |
-42.7% |
116.0 |
ATR |
45.6 |
45.7 |
0.1 |
0.2% |
0.0 |
Volume |
35,625 |
27,415 |
-8,210 |
-23.0% |
123,931 |
|
Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,488.7 |
5,461.3 |
5,365.9 |
|
R3 |
5,441.7 |
5,414.3 |
5,352.9 |
|
R2 |
5,394.7 |
5,394.7 |
5,348.6 |
|
R1 |
5,367.3 |
5,367.3 |
5,344.3 |
5,357.5 |
PP |
5,347.7 |
5,347.7 |
5,347.7 |
5,342.8 |
S1 |
5,320.3 |
5,320.3 |
5,335.7 |
5,310.5 |
S2 |
5,300.7 |
5,300.7 |
5,331.4 |
|
S3 |
5,253.7 |
5,273.3 |
5,327.1 |
|
S4 |
5,206.7 |
5,226.3 |
5,314.2 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,746.7 |
5,697.3 |
5,479.8 |
|
R3 |
5,630.7 |
5,581.3 |
5,447.9 |
|
R2 |
5,514.7 |
5,514.7 |
5,437.3 |
|
R1 |
5,465.3 |
5,465.3 |
5,426.6 |
5,490.0 |
PP |
5,398.7 |
5,398.7 |
5,398.7 |
5,411.0 |
S1 |
5,349.3 |
5,349.3 |
5,405.4 |
5,374.0 |
S2 |
5,282.7 |
5,282.7 |
5,394.7 |
|
S3 |
5,166.7 |
5,233.3 |
5,384.1 |
|
S4 |
5,050.7 |
5,117.3 |
5,352.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,448.0 |
5,328.0 |
120.0 |
2.2% |
57.8 |
1.1% |
10% |
False |
True |
29,963 |
10 |
5,448.0 |
5,328.0 |
120.0 |
2.2% |
50.3 |
0.9% |
10% |
False |
True |
30,431 |
20 |
5,484.0 |
5,328.0 |
156.0 |
2.9% |
40.0 |
0.7% |
8% |
False |
True |
26,685 |
40 |
5,508.0 |
5,328.0 |
180.0 |
3.4% |
27.8 |
0.5% |
7% |
False |
True |
13,374 |
60 |
5,508.0 |
5,328.0 |
180.0 |
3.4% |
20.9 |
0.4% |
7% |
False |
True |
8,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,574.8 |
2.618 |
5,498.0 |
1.618 |
5,451.0 |
1.000 |
5,422.0 |
0.618 |
5,404.0 |
HIGH |
5,375.0 |
0.618 |
5,357.0 |
0.500 |
5,351.5 |
0.382 |
5,346.0 |
LOW |
5,328.0 |
0.618 |
5,299.0 |
1.000 |
5,281.0 |
1.618 |
5,252.0 |
2.618 |
5,205.0 |
4.250 |
5,128.3 |
|
|
Fisher Pivots for day following 01-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
5,351.5 |
5,388.0 |
PP |
5,347.7 |
5,372.0 |
S1 |
5,343.8 |
5,356.0 |
|