| 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 |
9,908.5 |
9,930.0 |
21.5 |
0.2% |
10,012.5 |
| High |
9,944.0 |
10,044.0 |
100.0 |
1.0% |
10,020.5 |
| Low |
9,896.0 |
9,912.5 |
16.5 |
0.2% |
9,756.5 |
| Close |
9,922.0 |
10,036.0 |
114.0 |
1.1% |
9,825.0 |
| Range |
48.0 |
131.5 |
83.5 |
174.0% |
264.0 |
| ATR |
90.2 |
93.2 |
2.9 |
3.3% |
0.0 |
| Volume |
87,909 |
26,116 |
-61,793 |
-70.3% |
403,354 |
|
| Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,392.0 |
10,345.5 |
10,108.3 |
|
| R3 |
10,260.5 |
10,214.0 |
10,072.2 |
|
| R2 |
10,129.0 |
10,129.0 |
10,060.1 |
|
| R1 |
10,082.5 |
10,082.5 |
10,048.1 |
10,105.8 |
| PP |
9,997.5 |
9,997.5 |
9,997.5 |
10,009.1 |
| S1 |
9,951.0 |
9,951.0 |
10,023.9 |
9,974.3 |
| S2 |
9,866.0 |
9,866.0 |
10,011.9 |
|
| S3 |
9,734.5 |
9,819.5 |
9,999.8 |
|
| S4 |
9,603.0 |
9,688.0 |
9,963.7 |
|
|
| 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 |
10,044.0 |
9,796.5 |
247.5 |
2.5% |
85.0 |
0.8% |
97% |
True |
False |
66,718 |
| 10 |
10,056.0 |
9,756.5 |
299.5 |
3.0% |
93.5 |
0.9% |
93% |
False |
False |
74,144 |
| 20 |
10,056.0 |
9,756.5 |
299.5 |
3.0% |
83.3 |
0.8% |
93% |
False |
False |
54,062 |
| 40 |
10,056.0 |
9,556.0 |
500.0 |
5.0% |
84.9 |
0.8% |
96% |
False |
False |
27,390 |
| 60 |
10,056.0 |
9,113.5 |
942.5 |
9.4% |
103.6 |
1.0% |
98% |
False |
False |
18,346 |
| 80 |
10,056.0 |
8,953.5 |
1,102.5 |
11.0% |
108.2 |
1.1% |
98% |
False |
False |
13,791 |
| 100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.0% |
108.1 |
1.1% |
98% |
False |
False |
11,040 |
| 120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.0% |
109.1 |
1.1% |
98% |
False |
False |
9,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,602.9 |
|
2.618 |
10,388.3 |
|
1.618 |
10,256.8 |
|
1.000 |
10,175.5 |
|
0.618 |
10,125.3 |
|
HIGH |
10,044.0 |
|
0.618 |
9,993.8 |
|
0.500 |
9,978.3 |
|
0.382 |
9,962.7 |
|
LOW |
9,912.5 |
|
0.618 |
9,831.2 |
|
1.000 |
9,781.0 |
|
1.618 |
9,699.7 |
|
2.618 |
9,568.2 |
|
4.250 |
9,353.6 |
|
|
| Fisher Pivots for day following 03-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
10,016.8 |
10,004.8 |
| PP |
9,997.5 |
9,973.5 |
| S1 |
9,978.3 |
9,942.3 |
|