| 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 |
3,847.00 |
3,885.50 |
38.50 |
1.0% |
3,792.25 |
| High |
3,894.50 |
3,896.50 |
2.00 |
0.1% |
3,837.75 |
| Low |
3,844.75 |
3,883.00 |
38.25 |
1.0% |
3,781.25 |
| Close |
3,884.75 |
3,889.75 |
5.00 |
0.1% |
3,831.50 |
| Range |
49.75 |
13.50 |
-36.25 |
-72.9% |
56.50 |
| ATR |
34.20 |
32.73 |
-1.48 |
-4.3% |
0.00 |
| Volume |
195,635 |
150,116 |
-45,519 |
-23.3% |
1,115,146 |
|
| Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,930.25 |
3,923.50 |
3,897.25 |
|
| R3 |
3,916.75 |
3,910.00 |
3,893.50 |
|
| R2 |
3,903.25 |
3,903.25 |
3,892.25 |
|
| R1 |
3,896.50 |
3,896.50 |
3,891.00 |
3,900.00 |
| PP |
3,889.75 |
3,889.75 |
3,889.75 |
3,891.50 |
| S1 |
3,883.00 |
3,883.00 |
3,888.50 |
3,886.50 |
| S2 |
3,876.25 |
3,876.25 |
3,887.25 |
|
| S3 |
3,862.75 |
3,869.50 |
3,886.00 |
|
| S4 |
3,849.25 |
3,856.00 |
3,882.25 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,986.25 |
3,965.50 |
3,862.50 |
|
| R3 |
3,929.75 |
3,909.00 |
3,847.00 |
|
| R2 |
3,873.25 |
3,873.25 |
3,841.75 |
|
| R1 |
3,852.50 |
3,852.50 |
3,836.75 |
3,863.00 |
| PP |
3,816.75 |
3,816.75 |
3,816.75 |
3,822.00 |
| S1 |
3,796.00 |
3,796.00 |
3,826.25 |
3,806.50 |
| S2 |
3,760.25 |
3,760.25 |
3,821.25 |
|
| S3 |
3,703.75 |
3,739.50 |
3,816.00 |
|
| S4 |
3,647.25 |
3,683.00 |
3,800.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,896.50 |
3,789.00 |
107.50 |
2.8% |
30.00 |
0.8% |
94% |
True |
False |
184,573 |
| 10 |
3,896.50 |
3,774.25 |
122.25 |
3.1% |
30.25 |
0.8% |
94% |
True |
False |
199,320 |
| 20 |
3,896.50 |
3,726.75 |
169.75 |
4.4% |
31.00 |
0.8% |
96% |
True |
False |
159,817 |
| 40 |
3,896.50 |
3,500.00 |
396.50 |
10.2% |
34.00 |
0.9% |
98% |
True |
False |
80,413 |
| 60 |
3,896.50 |
3,404.00 |
492.50 |
12.7% |
39.00 |
1.0% |
99% |
True |
False |
53,627 |
| 80 |
3,896.50 |
3,404.00 |
492.50 |
12.7% |
42.25 |
1.1% |
99% |
True |
False |
40,232 |
| 100 |
3,896.50 |
3,404.00 |
492.50 |
12.7% |
36.25 |
0.9% |
99% |
True |
False |
32,187 |
| 120 |
3,896.50 |
3,404.00 |
492.50 |
12.7% |
31.50 |
0.8% |
99% |
True |
False |
26,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,954.00 |
|
2.618 |
3,931.75 |
|
1.618 |
3,918.25 |
|
1.000 |
3,910.00 |
|
0.618 |
3,904.75 |
|
HIGH |
3,896.50 |
|
0.618 |
3,891.25 |
|
0.500 |
3,889.75 |
|
0.382 |
3,888.25 |
|
LOW |
3,883.00 |
|
0.618 |
3,874.75 |
|
1.000 |
3,869.50 |
|
1.618 |
3,861.25 |
|
2.618 |
3,847.75 |
|
4.250 |
3,825.50 |
|
|
| Fisher Pivots for day following 02-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,889.75 |
3,880.50 |
| PP |
3,889.75 |
3,871.25 |
| S1 |
3,889.75 |
3,862.00 |
|