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 |
15,195 |
15,445 |
250 |
1.6% |
15,470 |
High |
15,465 |
15,475 |
10 |
0.1% |
15,500 |
Low |
15,170 |
15,375 |
205 |
1.4% |
15,055 |
Close |
15,435 |
15,430 |
-5 |
0.0% |
15,170 |
Range |
295 |
100 |
-195 |
-66.1% |
445 |
ATR |
202 |
195 |
-7 |
-3.6% |
0 |
Volume |
10,222 |
7,751 |
-2,471 |
-24.2% |
57,949 |
|
Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,727 |
15,678 |
15,485 |
|
R3 |
15,627 |
15,578 |
15,458 |
|
R2 |
15,527 |
15,527 |
15,448 |
|
R1 |
15,478 |
15,478 |
15,439 |
15,453 |
PP |
15,427 |
15,427 |
15,427 |
15,414 |
S1 |
15,378 |
15,378 |
15,421 |
15,353 |
S2 |
15,327 |
15,327 |
15,412 |
|
S3 |
15,227 |
15,278 |
15,403 |
|
S4 |
15,127 |
15,178 |
15,375 |
|
|
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 |
15,475 |
15,055 |
420 |
2.7% |
194 |
1.3% |
89% |
True |
False |
10,317 |
10 |
15,505 |
15,055 |
450 |
2.9% |
200 |
1.3% |
83% |
False |
False |
10,750 |
20 |
15,505 |
14,835 |
670 |
4.3% |
200 |
1.3% |
89% |
False |
False |
12,423 |
40 |
15,505 |
13,985 |
1,520 |
9.9% |
190 |
1.2% |
95% |
False |
False |
6,319 |
60 |
15,505 |
13,970 |
1,535 |
9.9% |
142 |
0.9% |
95% |
False |
False |
4,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,900 |
2.618 |
15,737 |
1.618 |
15,637 |
1.000 |
15,575 |
0.618 |
15,537 |
HIGH |
15,475 |
0.618 |
15,437 |
0.500 |
15,425 |
0.382 |
15,413 |
LOW |
15,375 |
0.618 |
15,313 |
1.000 |
15,275 |
1.618 |
15,213 |
2.618 |
15,113 |
4.250 |
14,950 |
|
|
Fisher Pivots for day following 02-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
15,428 |
15,378 |
PP |
15,427 |
15,325 |
S1 |
15,425 |
15,273 |
|