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 |
1,951.75 |
1,954.50 |
2.75 |
0.1% |
1,952.75 |
High |
1,956.75 |
1,971.75 |
15.00 |
0.8% |
1,960.00 |
Low |
1,948.00 |
1,953.50 |
5.50 |
0.3% |
1,936.25 |
Close |
1,952.50 |
1,965.75 |
13.25 |
0.7% |
1,952.00 |
Range |
8.75 |
18.25 |
9.50 |
108.6% |
23.75 |
ATR |
13.47 |
13.89 |
0.41 |
3.1% |
0.00 |
Volume |
1,155,861 |
1,455,654 |
299,793 |
25.9% |
6,749,831 |
|
Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,018.50 |
2,010.25 |
1,975.75 |
|
R3 |
2,000.25 |
1,992.00 |
1,970.75 |
|
R2 |
1,982.00 |
1,982.00 |
1,969.00 |
|
R1 |
1,973.75 |
1,973.75 |
1,967.50 |
1,978.00 |
PP |
1,963.75 |
1,963.75 |
1,963.75 |
1,965.75 |
S1 |
1,955.50 |
1,955.50 |
1,964.00 |
1,959.50 |
S2 |
1,945.50 |
1,945.50 |
1,962.50 |
|
S3 |
1,927.25 |
1,937.25 |
1,960.75 |
|
S4 |
1,909.00 |
1,919.00 |
1,955.75 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,020.75 |
2,010.00 |
1,965.00 |
|
R3 |
1,997.00 |
1,986.25 |
1,958.50 |
|
R2 |
1,973.25 |
1,973.25 |
1,956.25 |
|
R1 |
1,962.50 |
1,962.50 |
1,954.25 |
1,956.00 |
PP |
1,949.50 |
1,949.50 |
1,949.50 |
1,946.00 |
S1 |
1,938.75 |
1,938.75 |
1,949.75 |
1,932.25 |
S2 |
1,925.75 |
1,925.75 |
1,947.75 |
|
S3 |
1,902.00 |
1,915.00 |
1,945.50 |
|
S4 |
1,878.25 |
1,891.25 |
1,939.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,971.75 |
1,936.25 |
35.50 |
1.8% |
14.00 |
0.7% |
83% |
True |
False |
1,361,275 |
10 |
1,971.75 |
1,929.25 |
42.50 |
2.2% |
13.75 |
0.7% |
86% |
True |
False |
1,370,512 |
20 |
1,971.75 |
1,908.75 |
63.00 |
3.2% |
13.50 |
0.7% |
90% |
True |
False |
1,010,434 |
40 |
1,971.75 |
1,847.25 |
124.50 |
6.3% |
14.00 |
0.7% |
95% |
True |
False |
508,368 |
60 |
1,971.75 |
1,796.50 |
175.25 |
8.9% |
16.00 |
0.8% |
97% |
True |
False |
340,010 |
80 |
1,971.75 |
1,796.50 |
175.25 |
8.9% |
16.75 |
0.9% |
97% |
True |
False |
255,346 |
100 |
1,971.75 |
1,746.25 |
225.50 |
11.5% |
16.75 |
0.8% |
97% |
True |
False |
204,336 |
120 |
1,971.75 |
1,719.25 |
252.50 |
12.8% |
16.75 |
0.9% |
98% |
True |
False |
170,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,049.25 |
2.618 |
2,019.50 |
1.618 |
2,001.25 |
1.000 |
1,990.00 |
0.618 |
1,983.00 |
HIGH |
1,971.75 |
0.618 |
1,964.75 |
0.500 |
1,962.50 |
0.382 |
1,960.50 |
LOW |
1,953.50 |
0.618 |
1,942.25 |
1.000 |
1,935.25 |
1.618 |
1,924.00 |
2.618 |
1,905.75 |
4.250 |
1,876.00 |
|
|
Fisher Pivots for day following 01-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,964.75 |
1,963.00 |
PP |
1,963.75 |
1,960.00 |
S1 |
1,962.50 |
1,957.25 |
|