| 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 |
3,885.50 |
3,890.50 |
5.00 |
0.1% |
3,792.25 |
| High |
3,896.50 |
3,918.00 |
21.50 |
0.6% |
3,837.75 |
| Low |
3,883.00 |
3,888.25 |
5.25 |
0.1% |
3,781.25 |
| Close |
3,889.75 |
3,915.75 |
26.00 |
0.7% |
3,831.50 |
| Range |
13.50 |
29.75 |
16.25 |
120.4% |
56.50 |
| ATR |
32.73 |
32.51 |
-0.21 |
-0.6% |
0.00 |
| Volume |
150,116 |
121,416 |
-28,700 |
-19.1% |
1,115,146 |
|
| Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,996.50 |
3,986.00 |
3,932.00 |
|
| R3 |
3,966.75 |
3,956.25 |
3,924.00 |
|
| R2 |
3,937.00 |
3,937.00 |
3,921.25 |
|
| R1 |
3,926.50 |
3,926.50 |
3,918.50 |
3,931.75 |
| PP |
3,907.25 |
3,907.25 |
3,907.25 |
3,910.00 |
| S1 |
3,896.75 |
3,896.75 |
3,913.00 |
3,902.00 |
| S2 |
3,877.50 |
3,877.50 |
3,910.25 |
|
| S3 |
3,847.75 |
3,867.00 |
3,907.50 |
|
| S4 |
3,818.00 |
3,837.25 |
3,899.50 |
|
|
| 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 |
3,918.00 |
3,808.00 |
110.00 |
2.8% |
29.25 |
0.7% |
98% |
True |
False |
160,978 |
| 10 |
3,918.00 |
3,781.25 |
136.75 |
3.5% |
30.25 |
0.8% |
98% |
True |
False |
189,606 |
| 20 |
3,918.00 |
3,744.75 |
173.25 |
4.4% |
30.25 |
0.8% |
99% |
True |
False |
165,662 |
| 40 |
3,918.00 |
3,509.00 |
409.00 |
10.4% |
33.25 |
0.9% |
99% |
True |
False |
83,447 |
| 60 |
3,918.00 |
3,404.00 |
514.00 |
13.1% |
38.75 |
1.0% |
100% |
True |
False |
55,650 |
| 80 |
3,918.00 |
3,404.00 |
514.00 |
13.1% |
42.25 |
1.1% |
100% |
True |
False |
41,750 |
| 100 |
3,918.00 |
3,404.00 |
514.00 |
13.1% |
36.50 |
0.9% |
100% |
True |
False |
33,401 |
| 120 |
3,918.00 |
3,404.00 |
514.00 |
13.1% |
31.75 |
0.8% |
100% |
True |
False |
27,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,044.50 |
|
2.618 |
3,996.00 |
|
1.618 |
3,966.25 |
|
1.000 |
3,947.75 |
|
0.618 |
3,936.50 |
|
HIGH |
3,918.00 |
|
0.618 |
3,906.75 |
|
0.500 |
3,903.00 |
|
0.382 |
3,899.50 |
|
LOW |
3,888.25 |
|
0.618 |
3,869.75 |
|
1.000 |
3,858.50 |
|
1.618 |
3,840.00 |
|
2.618 |
3,810.25 |
|
4.250 |
3,761.75 |
|
|
| Fisher Pivots for day following 03-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,911.50 |
3,904.25 |
| PP |
3,907.25 |
3,892.75 |
| S1 |
3,903.00 |
3,881.50 |
|