| 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 |
16,880 |
16,895 |
15 |
0.1% |
16,855 |
| High |
16,911 |
16,994 |
83 |
0.5% |
16,911 |
| Low |
16,873 |
16,886 |
13 |
0.1% |
16,659 |
| Close |
16,899 |
16,976 |
77 |
0.5% |
16,757 |
| Range |
38 |
108 |
70 |
184.2% |
252 |
| ATR |
106 |
106 |
0 |
0.1% |
0 |
| Volume |
74,313 |
71,926 |
-2,387 |
-3.2% |
628,745 |
|
| Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,276 |
17,234 |
17,036 |
|
| R3 |
17,168 |
17,126 |
17,006 |
|
| R2 |
17,060 |
17,060 |
16,996 |
|
| R1 |
17,018 |
17,018 |
16,986 |
17,039 |
| PP |
16,952 |
16,952 |
16,952 |
16,963 |
| S1 |
16,910 |
16,910 |
16,966 |
16,931 |
| S2 |
16,844 |
16,844 |
16,956 |
|
| S3 |
16,736 |
16,802 |
16,946 |
|
| S4 |
16,628 |
16,694 |
16,917 |
|
|
| 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 |
16,994 |
16,687 |
307 |
1.8% |
96 |
0.6% |
94% |
True |
False |
97,055 |
| 10 |
16,994 |
16,659 |
335 |
2.0% |
108 |
0.6% |
95% |
True |
False |
109,298 |
| 20 |
16,994 |
16,624 |
370 |
2.2% |
108 |
0.6% |
95% |
True |
False |
88,520 |
| 40 |
16,994 |
16,255 |
739 |
4.4% |
105 |
0.6% |
98% |
True |
False |
44,409 |
| 60 |
16,994 |
15,888 |
1,106 |
6.5% |
105 |
0.6% |
98% |
True |
False |
29,610 |
| 80 |
16,994 |
15,888 |
1,106 |
6.5% |
105 |
0.6% |
98% |
True |
False |
22,210 |
| 100 |
16,994 |
15,606 |
1,388 |
8.2% |
94 |
0.6% |
99% |
True |
False |
17,769 |
| 120 |
16,994 |
15,154 |
1,840 |
10.8% |
86 |
0.5% |
99% |
True |
False |
14,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,453 |
|
2.618 |
17,277 |
|
1.618 |
17,169 |
|
1.000 |
17,102 |
|
0.618 |
17,061 |
|
HIGH |
16,994 |
|
0.618 |
16,953 |
|
0.500 |
16,940 |
|
0.382 |
16,927 |
|
LOW |
16,886 |
|
0.618 |
16,819 |
|
1.000 |
16,778 |
|
1.618 |
16,711 |
|
2.618 |
16,603 |
|
4.250 |
16,427 |
|
|
| Fisher Pivots for day following 03-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,964 |
16,941 |
| PP |
16,952 |
16,906 |
| S1 |
16,940 |
16,872 |
|