| 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 |
9,848.0 |
9,860.0 |
12.0 |
0.1% |
10,012.5 |
| High |
9,898.0 |
9,935.0 |
37.0 |
0.4% |
10,020.5 |
| Low |
9,805.5 |
9,840.5 |
35.0 |
0.4% |
9,756.5 |
| Close |
9,859.5 |
9,901.0 |
41.5 |
0.4% |
9,825.0 |
| Range |
92.5 |
94.5 |
2.0 |
2.2% |
264.0 |
| ATR |
93.4 |
93.5 |
0.1 |
0.1% |
0.0 |
| Volume |
71,283 |
63,011 |
-8,272 |
-11.6% |
403,354 |
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,175.7 |
10,132.8 |
9,953.0 |
|
| R3 |
10,081.2 |
10,038.3 |
9,927.0 |
|
| R2 |
9,986.7 |
9,986.7 |
9,918.3 |
|
| R1 |
9,943.8 |
9,943.8 |
9,909.7 |
9,965.3 |
| PP |
9,892.2 |
9,892.2 |
9,892.2 |
9,902.9 |
| S1 |
9,849.3 |
9,849.3 |
9,892.3 |
9,870.8 |
| S2 |
9,797.7 |
9,797.7 |
9,883.7 |
|
| S3 |
9,703.2 |
9,754.8 |
9,875.0 |
|
| S4 |
9,608.7 |
9,660.3 |
9,849.0 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,659.3 |
10,506.2 |
9,970.2 |
|
| R3 |
10,395.3 |
10,242.2 |
9,897.6 |
|
| R2 |
10,131.3 |
10,131.3 |
9,873.4 |
|
| R1 |
9,978.2 |
9,978.2 |
9,849.2 |
9,922.8 |
| PP |
9,867.3 |
9,867.3 |
9,867.3 |
9,839.6 |
| S1 |
9,714.2 |
9,714.2 |
9,800.8 |
9,658.8 |
| S2 |
9,603.3 |
9,603.3 |
9,776.6 |
|
| S3 |
9,339.3 |
9,450.2 |
9,752.4 |
|
| S4 |
9,075.3 |
9,186.2 |
9,679.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,935.0 |
9,756.5 |
178.5 |
1.8% |
96.8 |
1.0% |
81% |
True |
False |
75,570 |
| 10 |
10,056.0 |
9,756.5 |
299.5 |
3.0% |
87.2 |
0.9% |
48% |
False |
False |
75,244 |
| 20 |
10,056.0 |
9,756.5 |
299.5 |
3.0% |
83.8 |
0.8% |
48% |
False |
False |
48,596 |
| 40 |
10,056.0 |
9,426.5 |
629.5 |
6.4% |
87.1 |
0.9% |
75% |
False |
False |
24,565 |
| 60 |
10,056.0 |
9,113.5 |
942.5 |
9.5% |
104.9 |
1.1% |
84% |
False |
False |
16,452 |
| 80 |
10,056.0 |
8,953.5 |
1,102.5 |
11.1% |
110.1 |
1.1% |
86% |
False |
False |
12,368 |
| 100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.1% |
107.8 |
1.1% |
86% |
False |
False |
9,901 |
| 120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.1% |
108.7 |
1.1% |
86% |
False |
False |
8,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,336.6 |
|
2.618 |
10,182.4 |
|
1.618 |
10,087.9 |
|
1.000 |
10,029.5 |
|
0.618 |
9,993.4 |
|
HIGH |
9,935.0 |
|
0.618 |
9,898.9 |
|
0.500 |
9,887.8 |
|
0.382 |
9,876.6 |
|
LOW |
9,840.5 |
|
0.618 |
9,782.1 |
|
1.000 |
9,746.0 |
|
1.618 |
9,687.6 |
|
2.618 |
9,593.1 |
|
4.250 |
9,438.9 |
|
|
| Fisher Pivots for day following 01-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,896.6 |
9,889.3 |
| PP |
9,892.2 |
9,877.5 |
| S1 |
9,887.8 |
9,865.8 |
|