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 |
1,954.50 |
1,966.25 |
11.75 |
0.6% |
1,952.75 |
High |
1,971.75 |
1,970.00 |
-1.75 |
-0.1% |
1,960.00 |
Low |
1,953.50 |
1,964.50 |
11.00 |
0.6% |
1,936.25 |
Close |
1,965.75 |
1,967.75 |
2.00 |
0.1% |
1,952.00 |
Range |
18.25 |
5.50 |
-12.75 |
-69.9% |
23.75 |
ATR |
13.89 |
13.29 |
-0.60 |
-4.3% |
0.00 |
Volume |
1,455,654 |
920,982 |
-534,672 |
-36.7% |
6,749,831 |
|
Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,984.00 |
1,981.25 |
1,970.75 |
|
R3 |
1,978.50 |
1,975.75 |
1,969.25 |
|
R2 |
1,973.00 |
1,973.00 |
1,968.75 |
|
R1 |
1,970.25 |
1,970.25 |
1,968.25 |
1,971.50 |
PP |
1,967.50 |
1,967.50 |
1,967.50 |
1,968.00 |
S1 |
1,964.75 |
1,964.75 |
1,967.25 |
1,966.00 |
S2 |
1,962.00 |
1,962.00 |
1,966.75 |
|
S3 |
1,956.50 |
1,959.25 |
1,966.25 |
|
S4 |
1,951.00 |
1,953.75 |
1,964.75 |
|
|
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% |
12.00 |
0.6% |
89% |
False |
False |
1,239,053 |
10 |
1,971.75 |
1,936.25 |
35.50 |
1.8% |
12.25 |
0.6% |
89% |
False |
False |
1,286,702 |
20 |
1,971.75 |
1,913.50 |
58.25 |
3.0% |
13.25 |
0.7% |
93% |
False |
False |
1,055,532 |
40 |
1,971.75 |
1,847.25 |
124.50 |
6.3% |
13.75 |
0.7% |
97% |
False |
False |
531,351 |
60 |
1,971.75 |
1,796.50 |
175.25 |
8.9% |
15.50 |
0.8% |
98% |
False |
False |
355,304 |
80 |
1,971.75 |
1,796.50 |
175.25 |
8.9% |
16.75 |
0.8% |
98% |
False |
False |
266,856 |
100 |
1,971.75 |
1,774.50 |
197.25 |
10.0% |
16.25 |
0.8% |
98% |
False |
False |
213,544 |
120 |
1,971.75 |
1,719.25 |
252.50 |
12.8% |
17.00 |
0.9% |
98% |
False |
False |
177,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,993.50 |
2.618 |
1,984.50 |
1.618 |
1,979.00 |
1.000 |
1,975.50 |
0.618 |
1,973.50 |
HIGH |
1,970.00 |
0.618 |
1,968.00 |
0.500 |
1,967.25 |
0.382 |
1,966.50 |
LOW |
1,964.50 |
0.618 |
1,961.00 |
1.000 |
1,959.00 |
1.618 |
1,955.50 |
2.618 |
1,950.00 |
4.250 |
1,941.00 |
|
|
Fisher Pivots for day following 02-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,967.50 |
1,965.00 |
PP |
1,967.50 |
1,962.50 |
S1 |
1,967.25 |
1,960.00 |
|