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 |
5,364.0 |
5,365.0 |
1.0 |
0.0% |
5,392.0 |
High |
5,375.0 |
5,420.0 |
45.0 |
0.8% |
5,448.0 |
Low |
5,328.0 |
5,363.0 |
35.0 |
0.7% |
5,332.0 |
Close |
5,340.0 |
5,412.0 |
72.0 |
1.3% |
5,416.0 |
Range |
47.0 |
57.0 |
10.0 |
21.3% |
116.0 |
ATR |
45.7 |
48.2 |
2.4 |
5.4% |
0.0 |
Volume |
27,415 |
29,237 |
1,822 |
6.6% |
123,931 |
|
Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,569.3 |
5,547.7 |
5,443.4 |
|
R3 |
5,512.3 |
5,490.7 |
5,427.7 |
|
R2 |
5,455.3 |
5,455.3 |
5,422.5 |
|
R1 |
5,433.7 |
5,433.7 |
5,417.2 |
5,444.5 |
PP |
5,398.3 |
5,398.3 |
5,398.3 |
5,403.8 |
S1 |
5,376.7 |
5,376.7 |
5,406.8 |
5,387.5 |
S2 |
5,341.3 |
5,341.3 |
5,401.6 |
|
S3 |
5,284.3 |
5,319.7 |
5,396.3 |
|
S4 |
5,227.3 |
5,262.7 |
5,380.7 |
|
|
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% |
62.0 |
1.1% |
70% |
False |
False |
30,020 |
10 |
5,448.0 |
5,328.0 |
120.0 |
2.2% |
53.1 |
1.0% |
70% |
False |
False |
27,235 |
20 |
5,448.0 |
5,328.0 |
120.0 |
2.2% |
40.5 |
0.7% |
70% |
False |
False |
28,139 |
40 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
28.9 |
0.5% |
47% |
False |
False |
14,102 |
60 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
21.9 |
0.4% |
47% |
False |
False |
9,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,662.3 |
2.618 |
5,569.2 |
1.618 |
5,512.2 |
1.000 |
5,477.0 |
0.618 |
5,455.2 |
HIGH |
5,420.0 |
0.618 |
5,398.2 |
0.500 |
5,391.5 |
0.382 |
5,384.8 |
LOW |
5,363.0 |
0.618 |
5,327.8 |
1.000 |
5,306.0 |
1.618 |
5,270.8 |
2.618 |
5,213.8 |
4.250 |
5,120.8 |
|
|
Fisher Pivots for day following 02-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
5,405.2 |
5,400.7 |
PP |
5,398.3 |
5,389.3 |
S1 |
5,391.5 |
5,378.0 |
|