| 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 |
6,704.5 |
6,750.0 |
45.5 |
0.7% |
6,781.0 |
| High |
6,763.5 |
6,783.0 |
19.5 |
0.3% |
6,790.0 |
| Low |
6,703.5 |
6,744.0 |
40.5 |
0.6% |
6,653.0 |
| Close |
6,754.0 |
6,771.0 |
17.0 |
0.3% |
6,715.5 |
| Range |
60.0 |
39.0 |
-21.0 |
-35.0% |
137.0 |
| ATR |
50.1 |
49.3 |
-0.8 |
-1.6% |
0.0 |
| Volume |
63,195 |
68,421 |
5,226 |
8.3% |
384,335 |
|
| Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,883.0 |
6,866.0 |
6,792.5 |
|
| R3 |
6,844.0 |
6,827.0 |
6,781.5 |
|
| R2 |
6,805.0 |
6,805.0 |
6,778.0 |
|
| R1 |
6,788.0 |
6,788.0 |
6,774.5 |
6,796.5 |
| PP |
6,766.0 |
6,766.0 |
6,766.0 |
6,770.0 |
| S1 |
6,749.0 |
6,749.0 |
6,767.5 |
6,757.5 |
| S2 |
6,727.0 |
6,727.0 |
6,764.0 |
|
| S3 |
6,688.0 |
6,710.0 |
6,760.5 |
|
| S4 |
6,649.0 |
6,671.0 |
6,749.5 |
|
|
| 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 |
6,783.0 |
6,653.0 |
130.0 |
1.9% |
49.0 |
0.7% |
91% |
True |
False |
68,419 |
| 10 |
6,794.5 |
6,653.0 |
141.5 |
2.1% |
49.5 |
0.7% |
83% |
False |
False |
74,376 |
| 20 |
6,824.5 |
6,653.0 |
171.5 |
2.5% |
46.5 |
0.7% |
69% |
False |
False |
83,695 |
| 40 |
6,824.5 |
6,653.0 |
171.5 |
2.5% |
38.0 |
0.6% |
69% |
False |
False |
41,974 |
| 60 |
6,824.5 |
6,460.0 |
364.5 |
5.4% |
27.5 |
0.4% |
85% |
False |
False |
27,985 |
| 80 |
6,824.5 |
6,397.0 |
427.5 |
6.3% |
22.5 |
0.3% |
87% |
False |
False |
20,991 |
| 100 |
6,824.5 |
6,397.0 |
427.5 |
6.3% |
18.5 |
0.3% |
87% |
False |
False |
16,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,949.0 |
|
2.618 |
6,885.0 |
|
1.618 |
6,846.0 |
|
1.000 |
6,822.0 |
|
0.618 |
6,807.0 |
|
HIGH |
6,783.0 |
|
0.618 |
6,768.0 |
|
0.500 |
6,763.5 |
|
0.382 |
6,759.0 |
|
LOW |
6,744.0 |
|
0.618 |
6,720.0 |
|
1.000 |
6,705.0 |
|
1.618 |
6,681.0 |
|
2.618 |
6,642.0 |
|
4.250 |
6,578.0 |
|
|
| Fisher Pivots for day following 02-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,768.5 |
6,758.0 |
| PP |
6,766.0 |
6,745.5 |
| S1 |
6,763.5 |
6,732.5 |
|