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 |
15,445 |
15,425 |
-20 |
-0.1% |
15,470 |
High |
15,475 |
15,475 |
0 |
0.0% |
15,500 |
Low |
15,375 |
15,345 |
-30 |
-0.2% |
15,055 |
Close |
15,430 |
15,470 |
40 |
0.3% |
15,170 |
Range |
100 |
130 |
30 |
30.0% |
445 |
ATR |
195 |
190 |
-5 |
-2.4% |
0 |
Volume |
7,751 |
11,701 |
3,950 |
51.0% |
57,949 |
|
Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,820 |
15,775 |
15,542 |
|
R3 |
15,690 |
15,645 |
15,506 |
|
R2 |
15,560 |
15,560 |
15,494 |
|
R1 |
15,515 |
15,515 |
15,482 |
15,538 |
PP |
15,430 |
15,430 |
15,430 |
15,441 |
S1 |
15,385 |
15,385 |
15,458 |
15,408 |
S2 |
15,300 |
15,300 |
15,446 |
|
S3 |
15,170 |
15,255 |
15,434 |
|
S4 |
15,040 |
15,125 |
15,399 |
|
|
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% |
193 |
1.2% |
99% |
True |
False |
10,515 |
10 |
15,505 |
15,055 |
450 |
2.9% |
186 |
1.2% |
92% |
False |
False |
10,807 |
20 |
15,505 |
14,835 |
670 |
4.3% |
199 |
1.3% |
95% |
False |
False |
12,708 |
40 |
15,505 |
13,985 |
1,520 |
9.8% |
189 |
1.2% |
98% |
False |
False |
6,612 |
60 |
15,505 |
13,970 |
1,535 |
9.9% |
144 |
0.9% |
98% |
False |
False |
4,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,028 |
2.618 |
15,815 |
1.618 |
15,685 |
1.000 |
15,605 |
0.618 |
15,555 |
HIGH |
15,475 |
0.618 |
15,425 |
0.500 |
15,410 |
0.382 |
15,395 |
LOW |
15,345 |
0.618 |
15,265 |
1.000 |
15,215 |
1.618 |
15,135 |
2.618 |
15,005 |
4.250 |
14,793 |
|
|
Fisher Pivots for day following 03-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
15,450 |
15,421 |
PP |
15,430 |
15,372 |
S1 |
15,410 |
15,323 |
|