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 |
1,966.25 |
1,968.00 |
1.75 |
0.1% |
1,952.75 |
High |
1,970.00 |
1,978.25 |
8.25 |
0.4% |
1,960.00 |
Low |
1,964.50 |
1,966.00 |
1.50 |
0.1% |
1,936.25 |
Close |
1,967.75 |
1,977.50 |
9.75 |
0.5% |
1,952.00 |
Range |
5.50 |
12.25 |
6.75 |
122.7% |
23.75 |
ATR |
13.29 |
13.21 |
-0.07 |
-0.6% |
0.00 |
Volume |
920,982 |
846,127 |
-74,855 |
-8.1% |
6,749,831 |
|
Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,010.75 |
2,006.25 |
1,984.25 |
|
R3 |
1,998.50 |
1,994.00 |
1,980.75 |
|
R2 |
1,986.25 |
1,986.25 |
1,979.75 |
|
R1 |
1,981.75 |
1,981.75 |
1,978.50 |
1,984.00 |
PP |
1,974.00 |
1,974.00 |
1,974.00 |
1,975.00 |
S1 |
1,969.50 |
1,969.50 |
1,976.50 |
1,971.75 |
S2 |
1,961.75 |
1,961.75 |
1,975.25 |
|
S3 |
1,949.50 |
1,957.25 |
1,974.25 |
|
S4 |
1,937.25 |
1,945.00 |
1,970.75 |
|
|
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 |
1,978.25 |
1,942.75 |
35.50 |
1.8% |
11.25 |
0.6% |
98% |
True |
False |
1,110,950 |
10 |
1,978.25 |
1,936.25 |
42.00 |
2.1% |
12.75 |
0.6% |
98% |
True |
False |
1,229,054 |
20 |
1,978.25 |
1,917.50 |
60.75 |
3.1% |
13.00 |
0.7% |
99% |
True |
False |
1,096,311 |
40 |
1,978.25 |
1,851.75 |
126.50 |
6.4% |
13.50 |
0.7% |
99% |
True |
False |
552,437 |
60 |
1,978.25 |
1,796.50 |
181.75 |
9.2% |
15.50 |
0.8% |
100% |
True |
False |
369,342 |
80 |
1,978.25 |
1,796.50 |
181.75 |
9.2% |
16.50 |
0.8% |
100% |
True |
False |
277,429 |
100 |
1,978.25 |
1,783.50 |
194.75 |
9.8% |
16.50 |
0.8% |
100% |
True |
False |
222,003 |
120 |
1,978.25 |
1,719.25 |
259.00 |
13.1% |
17.00 |
0.9% |
100% |
True |
False |
185,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,030.25 |
2.618 |
2,010.25 |
1.618 |
1,998.00 |
1.000 |
1,990.50 |
0.618 |
1,985.75 |
HIGH |
1,978.25 |
0.618 |
1,973.50 |
0.500 |
1,972.00 |
0.382 |
1,970.75 |
LOW |
1,966.00 |
0.618 |
1,958.50 |
1.000 |
1,953.75 |
1.618 |
1,946.25 |
2.618 |
1,934.00 |
4.250 |
1,914.00 |
|
|
Fisher Pivots for day following 03-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,975.75 |
1,973.50 |
PP |
1,974.00 |
1,969.75 |
S1 |
1,972.00 |
1,966.00 |
|