| 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 |
16,757 |
16,880 |
123 |
0.7% |
16,855 |
| High |
16,919 |
16,911 |
-8 |
0.0% |
16,911 |
| Low |
16,749 |
16,873 |
124 |
0.7% |
16,659 |
| Close |
16,876 |
16,899 |
23 |
0.1% |
16,757 |
| Range |
170 |
38 |
-132 |
-77.6% |
252 |
| ATR |
111 |
106 |
-5 |
-4.7% |
0 |
| Volume |
127,883 |
74,313 |
-53,570 |
-41.9% |
628,745 |
|
| Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,008 |
16,992 |
16,920 |
|
| R3 |
16,970 |
16,954 |
16,910 |
|
| R2 |
16,932 |
16,932 |
16,906 |
|
| R1 |
16,916 |
16,916 |
16,903 |
16,924 |
| PP |
16,894 |
16,894 |
16,894 |
16,899 |
| S1 |
16,878 |
16,878 |
16,896 |
16,886 |
| S2 |
16,856 |
16,856 |
16,892 |
|
| S3 |
16,818 |
16,840 |
16,889 |
|
| S4 |
16,780 |
16,802 |
16,878 |
|
|
| 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% |
103 |
0.6% |
92% |
False |
False |
112,788 |
| 10 |
16,919 |
16,659 |
260 |
1.5% |
104 |
0.6% |
92% |
False |
False |
113,476 |
| 20 |
16,919 |
16,624 |
295 |
1.7% |
110 |
0.6% |
93% |
False |
False |
84,999 |
| 40 |
16,919 |
16,255 |
664 |
3.9% |
106 |
0.6% |
97% |
False |
False |
42,611 |
| 60 |
16,919 |
15,888 |
1,031 |
6.1% |
104 |
0.6% |
98% |
False |
False |
28,412 |
| 80 |
16,919 |
15,888 |
1,031 |
6.1% |
105 |
0.6% |
98% |
False |
False |
21,311 |
| 100 |
16,919 |
15,601 |
1,318 |
7.8% |
93 |
0.5% |
98% |
False |
False |
17,050 |
| 120 |
16,919 |
15,154 |
1,765 |
10.4% |
86 |
0.5% |
99% |
False |
False |
14,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,073 |
|
2.618 |
17,011 |
|
1.618 |
16,973 |
|
1.000 |
16,949 |
|
0.618 |
16,935 |
|
HIGH |
16,911 |
|
0.618 |
16,897 |
|
0.500 |
16,892 |
|
0.382 |
16,888 |
|
LOW |
16,873 |
|
0.618 |
16,850 |
|
1.000 |
16,835 |
|
1.618 |
16,812 |
|
2.618 |
16,774 |
|
4.250 |
16,712 |
|
|
| Fisher Pivots for day following 02-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,897 |
16,872 |
| PP |
16,894 |
16,845 |
| S1 |
16,892 |
16,818 |
|