| 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 |
6,730.0 |
6,704.5 |
-25.5 |
-0.4% |
6,781.0 |
| High |
6,731.0 |
6,763.5 |
32.5 |
0.5% |
6,790.0 |
| Low |
6,682.0 |
6,703.5 |
21.5 |
0.3% |
6,653.0 |
| Close |
6,711.0 |
6,754.0 |
43.0 |
0.6% |
6,715.5 |
| Range |
49.0 |
60.0 |
11.0 |
22.4% |
137.0 |
| ATR |
49.3 |
50.1 |
0.8 |
1.5% |
0.0 |
| Volume |
68,749 |
63,195 |
-5,554 |
-8.1% |
384,335 |
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,920.5 |
6,897.0 |
6,787.0 |
|
| R3 |
6,860.5 |
6,837.0 |
6,770.5 |
|
| R2 |
6,800.5 |
6,800.5 |
6,765.0 |
|
| R1 |
6,777.0 |
6,777.0 |
6,759.5 |
6,789.0 |
| PP |
6,740.5 |
6,740.5 |
6,740.5 |
6,746.0 |
| S1 |
6,717.0 |
6,717.0 |
6,748.5 |
6,729.0 |
| S2 |
6,680.5 |
6,680.5 |
6,743.0 |
|
| S3 |
6,620.5 |
6,657.0 |
6,737.5 |
|
| S4 |
6,560.5 |
6,597.0 |
6,721.0 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,130.5 |
7,060.0 |
6,791.0 |
|
| R3 |
6,993.5 |
6,923.0 |
6,753.0 |
|
| R2 |
6,856.5 |
6,856.5 |
6,740.5 |
|
| R1 |
6,786.0 |
6,786.0 |
6,728.0 |
6,753.0 |
| PP |
6,719.5 |
6,719.5 |
6,719.5 |
6,703.0 |
| S1 |
6,649.0 |
6,649.0 |
6,703.0 |
6,616.0 |
| S2 |
6,582.5 |
6,582.5 |
6,690.5 |
|
| S3 |
6,445.5 |
6,512.0 |
6,678.0 |
|
| S4 |
6,308.5 |
6,375.0 |
6,640.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,763.5 |
6,653.0 |
110.5 |
1.6% |
51.5 |
0.8% |
91% |
True |
False |
71,017 |
| 10 |
6,794.5 |
6,653.0 |
141.5 |
2.1% |
49.0 |
0.7% |
71% |
False |
False |
79,042 |
| 20 |
6,824.5 |
6,653.0 |
171.5 |
2.5% |
46.0 |
0.7% |
59% |
False |
False |
80,301 |
| 40 |
6,824.5 |
6,653.0 |
171.5 |
2.5% |
37.0 |
0.5% |
59% |
False |
False |
40,264 |
| 60 |
6,824.5 |
6,460.0 |
364.5 |
5.4% |
27.0 |
0.4% |
81% |
False |
False |
26,844 |
| 80 |
6,824.5 |
6,397.0 |
427.5 |
6.3% |
22.0 |
0.3% |
84% |
False |
False |
20,137 |
| 100 |
6,824.5 |
6,357.5 |
467.0 |
6.9% |
18.0 |
0.3% |
85% |
False |
False |
16,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,018.5 |
|
2.618 |
6,920.5 |
|
1.618 |
6,860.5 |
|
1.000 |
6,823.5 |
|
0.618 |
6,800.5 |
|
HIGH |
6,763.5 |
|
0.618 |
6,740.5 |
|
0.500 |
6,733.5 |
|
0.382 |
6,726.5 |
|
LOW |
6,703.5 |
|
0.618 |
6,666.5 |
|
1.000 |
6,643.5 |
|
1.618 |
6,606.5 |
|
2.618 |
6,546.5 |
|
4.250 |
6,448.5 |
|
|
| Fisher Pivots for day following 01-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,747.0 |
6,743.5 |
| PP |
6,740.5 |
6,733.0 |
| S1 |
6,733.5 |
6,723.0 |
|