| 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 |
1,181.2 |
1,189.8 |
8.6 |
0.7% |
1,183.2 |
| High |
1,190.3 |
1,210.7 |
20.4 |
1.7% |
1,189.5 |
| Low |
1,177.0 |
1,188.9 |
11.9 |
1.0% |
1,156.4 |
| Close |
1,190.3 |
1,201.1 |
10.8 |
0.9% |
1,182.0 |
| Range |
13.3 |
21.8 |
8.5 |
63.9% |
33.1 |
| ATR |
14.5 |
15.0 |
0.5 |
3.6% |
0.0 |
| Volume |
100,019 |
154,416 |
54,397 |
54.4% |
559,897 |
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,265.8 |
1,255.3 |
1,213.0 |
|
| R3 |
1,243.8 |
1,233.3 |
1,207.0 |
|
| R2 |
1,222.0 |
1,222.0 |
1,205.0 |
|
| R1 |
1,211.5 |
1,211.5 |
1,203.0 |
1,216.8 |
| PP |
1,200.3 |
1,200.3 |
1,200.3 |
1,202.8 |
| S1 |
1,189.8 |
1,189.8 |
1,199.0 |
1,195.0 |
| S2 |
1,178.5 |
1,178.5 |
1,197.0 |
|
| S3 |
1,156.8 |
1,168.0 |
1,195.0 |
|
| S4 |
1,134.8 |
1,146.3 |
1,189.0 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,275.3 |
1,261.8 |
1,200.3 |
|
| R3 |
1,242.3 |
1,228.8 |
1,191.0 |
|
| R2 |
1,209.0 |
1,209.0 |
1,188.0 |
|
| R1 |
1,195.5 |
1,195.5 |
1,185.0 |
1,185.8 |
| PP |
1,176.0 |
1,176.0 |
1,176.0 |
1,171.0 |
| S1 |
1,162.5 |
1,162.5 |
1,179.0 |
1,152.8 |
| S2 |
1,142.8 |
1,142.8 |
1,176.0 |
|
| S3 |
1,109.8 |
1,129.3 |
1,173.0 |
|
| S4 |
1,076.8 |
1,096.3 |
1,163.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,210.7 |
1,156.4 |
54.3 |
4.5% |
17.3 |
1.4% |
82% |
True |
False |
120,041 |
| 10 |
1,210.7 |
1,156.4 |
54.3 |
4.5% |
15.8 |
1.3% |
82% |
True |
False |
116,023 |
| 20 |
1,210.7 |
1,112.4 |
98.3 |
8.2% |
15.5 |
1.3% |
90% |
True |
False |
88,200 |
| 40 |
1,210.7 |
1,080.0 |
130.7 |
10.9% |
11.8 |
1.0% |
93% |
True |
False |
44,183 |
| 60 |
1,210.7 |
1,080.0 |
130.7 |
10.9% |
8.3 |
0.7% |
93% |
True |
False |
29,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,303.3 |
|
2.618 |
1,267.8 |
|
1.618 |
1,246.0 |
|
1.000 |
1,232.5 |
|
0.618 |
1,224.3 |
|
HIGH |
1,210.8 |
|
0.618 |
1,202.3 |
|
0.500 |
1,199.8 |
|
0.382 |
1,197.3 |
|
LOW |
1,189.0 |
|
0.618 |
1,175.5 |
|
1.000 |
1,167.0 |
|
1.618 |
1,153.8 |
|
2.618 |
1,131.8 |
|
4.250 |
1,096.3 |
|
|
| Fisher Pivots for day following 01-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,200.8 |
1,197.5 |
| PP |
1,200.3 |
1,194.0 |
| S1 |
1,199.8 |
1,190.3 |
|