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 |
9,860.0 |
9,908.5 |
48.5 |
0.5% |
10,012.5 |
High |
9,935.0 |
9,944.0 |
9.0 |
0.1% |
10,020.5 |
Low |
9,840.5 |
9,896.0 |
55.5 |
0.6% |
9,756.5 |
Close |
9,901.0 |
9,922.0 |
21.0 |
0.2% |
9,825.0 |
Range |
94.5 |
48.0 |
-46.5 |
-49.2% |
264.0 |
ATR |
93.5 |
90.2 |
-3.2 |
-3.5% |
0.0 |
Volume |
63,011 |
87,909 |
24,898 |
39.5% |
403,354 |
|
Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,064.7 |
10,041.3 |
9,948.4 |
|
R3 |
10,016.7 |
9,993.3 |
9,935.2 |
|
R2 |
9,968.7 |
9,968.7 |
9,930.8 |
|
R1 |
9,945.3 |
9,945.3 |
9,926.4 |
9,957.0 |
PP |
9,920.7 |
9,920.7 |
9,920.7 |
9,926.5 |
S1 |
9,897.3 |
9,897.3 |
9,917.6 |
9,909.0 |
S2 |
9,872.7 |
9,872.7 |
9,913.2 |
|
S3 |
9,824.7 |
9,849.3 |
9,908.8 |
|
S4 |
9,776.7 |
9,801.3 |
9,895.6 |
|
|
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 |
9,944.0 |
9,756.5 |
187.5 |
1.9% |
90.2 |
0.9% |
88% |
True |
False |
73,963 |
10 |
10,056.0 |
9,756.5 |
299.5 |
3.0% |
83.4 |
0.8% |
55% |
False |
False |
79,089 |
20 |
10,056.0 |
9,756.5 |
299.5 |
3.0% |
82.7 |
0.8% |
55% |
False |
False |
52,874 |
40 |
10,056.0 |
9,507.5 |
548.5 |
5.5% |
84.8 |
0.9% |
76% |
False |
False |
26,745 |
60 |
10,056.0 |
9,113.5 |
942.5 |
9.5% |
104.2 |
1.1% |
86% |
False |
False |
17,915 |
80 |
10,056.0 |
8,953.5 |
1,102.5 |
11.1% |
108.4 |
1.1% |
88% |
False |
False |
13,465 |
100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.1% |
107.3 |
1.1% |
88% |
False |
False |
10,779 |
120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.1% |
108.6 |
1.1% |
88% |
False |
False |
8,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,148.0 |
2.618 |
10,069.7 |
1.618 |
10,021.7 |
1.000 |
9,992.0 |
0.618 |
9,973.7 |
HIGH |
9,944.0 |
0.618 |
9,925.7 |
0.500 |
9,920.0 |
0.382 |
9,914.3 |
LOW |
9,896.0 |
0.618 |
9,866.3 |
1.000 |
9,848.0 |
1.618 |
9,818.3 |
2.618 |
9,770.3 |
4.250 |
9,692.0 |
|
|
Fisher Pivots for day following 02-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
9,921.3 |
9,906.3 |
PP |
9,920.7 |
9,890.5 |
S1 |
9,920.0 |
9,874.8 |
|