| 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 |
16,753 |
16,757 |
4 |
0.0% |
16,855 |
| High |
16,787 |
16,919 |
132 |
0.8% |
16,911 |
| Low |
16,717 |
16,749 |
32 |
0.2% |
16,659 |
| Close |
16,740 |
16,876 |
136 |
0.8% |
16,757 |
| Range |
70 |
170 |
100 |
142.9% |
252 |
| ATR |
106 |
111 |
5 |
4.9% |
0 |
| Volume |
101,190 |
127,883 |
26,693 |
26.4% |
628,745 |
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,358 |
17,287 |
16,970 |
|
| R3 |
17,188 |
17,117 |
16,923 |
|
| R2 |
17,018 |
17,018 |
16,907 |
|
| R1 |
16,947 |
16,947 |
16,892 |
16,983 |
| PP |
16,848 |
16,848 |
16,848 |
16,866 |
| S1 |
16,777 |
16,777 |
16,861 |
16,813 |
| S2 |
16,678 |
16,678 |
16,845 |
|
| S3 |
16,508 |
16,607 |
16,829 |
|
| S4 |
16,338 |
16,437 |
16,783 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,532 |
17,396 |
16,896 |
|
| R3 |
17,280 |
17,144 |
16,826 |
|
| R2 |
17,028 |
17,028 |
16,803 |
|
| R1 |
16,892 |
16,892 |
16,780 |
16,834 |
| PP |
16,776 |
16,776 |
16,776 |
16,747 |
| S1 |
16,640 |
16,640 |
16,734 |
16,582 |
| S2 |
16,524 |
16,524 |
16,711 |
|
| S3 |
16,272 |
16,388 |
16,688 |
|
| S4 |
16,020 |
16,136 |
16,619 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,919 |
16,659 |
260 |
1.5% |
116 |
0.7% |
83% |
True |
False |
123,889 |
| 10 |
16,919 |
16,650 |
269 |
1.6% |
118 |
0.7% |
84% |
True |
False |
120,770 |
| 20 |
16,919 |
16,590 |
329 |
1.9% |
111 |
0.7% |
87% |
True |
False |
81,346 |
| 40 |
16,919 |
16,255 |
664 |
3.9% |
108 |
0.6% |
94% |
True |
False |
40,754 |
| 60 |
16,919 |
15,888 |
1,031 |
6.1% |
106 |
0.6% |
96% |
True |
False |
27,173 |
| 80 |
16,919 |
15,888 |
1,031 |
6.1% |
105 |
0.6% |
96% |
True |
False |
20,382 |
| 100 |
16,919 |
15,450 |
1,469 |
8.7% |
94 |
0.6% |
97% |
True |
False |
16,307 |
| 120 |
16,919 |
15,154 |
1,765 |
10.5% |
86 |
0.5% |
98% |
True |
False |
13,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,642 |
|
2.618 |
17,364 |
|
1.618 |
17,194 |
|
1.000 |
17,089 |
|
0.618 |
17,024 |
|
HIGH |
16,919 |
|
0.618 |
16,854 |
|
0.500 |
16,834 |
|
0.382 |
16,814 |
|
LOW |
16,749 |
|
0.618 |
16,644 |
|
1.000 |
16,579 |
|
1.618 |
16,474 |
|
2.618 |
16,304 |
|
4.250 |
16,027 |
|
|
| Fisher Pivots for day following 01-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,862 |
16,852 |
| PP |
16,848 |
16,827 |
| S1 |
16,834 |
16,803 |
|