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 |
15,170 |
15,195 |
25 |
0.2% |
15,470 |
High |
15,225 |
15,465 |
240 |
1.6% |
15,500 |
Low |
15,070 |
15,170 |
100 |
0.7% |
15,055 |
Close |
15,190 |
15,435 |
245 |
1.6% |
15,170 |
Range |
155 |
295 |
140 |
90.3% |
445 |
ATR |
195 |
202 |
7 |
3.6% |
0 |
Volume |
8,704 |
10,222 |
1,518 |
17.4% |
57,949 |
|
Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,242 |
16,133 |
15,597 |
|
R3 |
15,947 |
15,838 |
15,516 |
|
R2 |
15,652 |
15,652 |
15,489 |
|
R1 |
15,543 |
15,543 |
15,462 |
15,598 |
PP |
15,357 |
15,357 |
15,357 |
15,384 |
S1 |
15,248 |
15,248 |
15,408 |
15,303 |
S2 |
15,062 |
15,062 |
15,381 |
|
S3 |
14,767 |
14,953 |
15,354 |
|
S4 |
14,472 |
14,658 |
15,273 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,577 |
16,318 |
15,415 |
|
R3 |
16,132 |
15,873 |
15,293 |
|
R2 |
15,687 |
15,687 |
15,252 |
|
R1 |
15,428 |
15,428 |
15,211 |
15,335 |
PP |
15,242 |
15,242 |
15,242 |
15,195 |
S1 |
14,983 |
14,983 |
15,129 |
14,890 |
S2 |
14,797 |
14,797 |
15,089 |
|
S3 |
14,352 |
14,538 |
15,048 |
|
S4 |
13,907 |
14,093 |
14,925 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,465 |
15,055 |
410 |
2.7% |
207 |
1.3% |
93% |
True |
False |
10,846 |
10 |
15,505 |
15,025 |
480 |
3.1% |
211 |
1.4% |
85% |
False |
False |
10,978 |
20 |
15,505 |
14,835 |
670 |
4.3% |
205 |
1.3% |
90% |
False |
False |
12,061 |
40 |
15,505 |
13,985 |
1,520 |
9.8% |
190 |
1.2% |
95% |
False |
False |
6,126 |
60 |
15,505 |
13,970 |
1,535 |
9.9% |
141 |
0.9% |
95% |
False |
False |
4,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,719 |
2.618 |
16,237 |
1.618 |
15,942 |
1.000 |
15,760 |
0.618 |
15,647 |
HIGH |
15,465 |
0.618 |
15,352 |
0.500 |
15,318 |
0.382 |
15,283 |
LOW |
15,170 |
0.618 |
14,988 |
1.000 |
14,875 |
1.618 |
14,693 |
2.618 |
14,398 |
4.250 |
13,916 |
|
|
Fisher Pivots for day following 01-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
15,396 |
15,377 |
PP |
15,357 |
15,318 |
S1 |
15,318 |
15,260 |
|