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 |
5,365.0 |
5,427.0 |
62.0 |
1.2% |
5,392.0 |
High |
5,420.0 |
5,465.0 |
45.0 |
0.8% |
5,448.0 |
Low |
5,363.0 |
5,424.0 |
61.0 |
1.1% |
5,332.0 |
Close |
5,412.0 |
5,453.0 |
41.0 |
0.8% |
5,416.0 |
Range |
57.0 |
41.0 |
-16.0 |
-28.1% |
116.0 |
ATR |
48.2 |
48.5 |
0.3 |
0.7% |
0.0 |
Volume |
29,237 |
24,712 |
-4,525 |
-15.5% |
123,931 |
|
Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,570.3 |
5,552.7 |
5,475.6 |
|
R3 |
5,529.3 |
5,511.7 |
5,464.3 |
|
R2 |
5,488.3 |
5,488.3 |
5,460.5 |
|
R1 |
5,470.7 |
5,470.7 |
5,456.8 |
5,479.5 |
PP |
5,447.3 |
5,447.3 |
5,447.3 |
5,451.8 |
S1 |
5,429.7 |
5,429.7 |
5,449.2 |
5,438.5 |
S2 |
5,406.3 |
5,406.3 |
5,445.5 |
|
S3 |
5,365.3 |
5,388.7 |
5,441.7 |
|
S4 |
5,324.3 |
5,347.7 |
5,430.5 |
|
|
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 |
5,465.0 |
5,328.0 |
137.0 |
2.5% |
54.6 |
1.0% |
91% |
True |
False |
28,392 |
10 |
5,465.0 |
5,328.0 |
137.0 |
2.5% |
50.3 |
0.9% |
91% |
True |
False |
26,582 |
20 |
5,465.0 |
5,328.0 |
137.0 |
2.5% |
40.9 |
0.8% |
91% |
True |
False |
29,356 |
40 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
29.2 |
0.5% |
69% |
False |
False |
14,717 |
60 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
22.6 |
0.4% |
69% |
False |
False |
9,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,639.3 |
2.618 |
5,572.3 |
1.618 |
5,531.3 |
1.000 |
5,506.0 |
0.618 |
5,490.3 |
HIGH |
5,465.0 |
0.618 |
5,449.3 |
0.500 |
5,444.5 |
0.382 |
5,439.7 |
LOW |
5,424.0 |
0.618 |
5,398.7 |
1.000 |
5,383.0 |
1.618 |
5,357.7 |
2.618 |
5,316.7 |
4.250 |
5,249.8 |
|
|
Fisher Pivots for day following 03-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
5,450.2 |
5,434.2 |
PP |
5,447.3 |
5,415.3 |
S1 |
5,444.5 |
5,396.5 |
|