| 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 |
6,750.0 |
6,775.0 |
25.0 |
0.4% |
6,781.0 |
| High |
6,783.0 |
6,822.0 |
39.0 |
0.6% |
6,790.0 |
| Low |
6,744.0 |
6,768.0 |
24.0 |
0.4% |
6,653.0 |
| Close |
6,771.0 |
6,817.5 |
46.5 |
0.7% |
6,715.5 |
| Range |
39.0 |
54.0 |
15.0 |
38.5% |
137.0 |
| ATR |
49.3 |
49.6 |
0.3 |
0.7% |
0.0 |
| Volume |
68,421 |
27,037 |
-41,384 |
-60.5% |
384,335 |
|
| Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,964.5 |
6,945.0 |
6,847.0 |
|
| R3 |
6,910.5 |
6,891.0 |
6,832.5 |
|
| R2 |
6,856.5 |
6,856.5 |
6,827.5 |
|
| R1 |
6,837.0 |
6,837.0 |
6,822.5 |
6,847.0 |
| PP |
6,802.5 |
6,802.5 |
6,802.5 |
6,807.5 |
| S1 |
6,783.0 |
6,783.0 |
6,812.5 |
6,793.0 |
| S2 |
6,748.5 |
6,748.5 |
6,807.5 |
|
| S3 |
6,694.5 |
6,729.0 |
6,802.5 |
|
| S4 |
6,640.5 |
6,675.0 |
6,788.0 |
|
|
| 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 |
6,822.0 |
6,682.0 |
140.0 |
2.1% |
48.5 |
0.7% |
97% |
True |
False |
62,142 |
| 10 |
6,822.0 |
6,653.0 |
169.0 |
2.5% |
51.5 |
0.8% |
97% |
True |
False |
68,596 |
| 20 |
6,824.5 |
6,653.0 |
171.5 |
2.5% |
46.5 |
0.7% |
96% |
False |
False |
85,004 |
| 40 |
6,824.5 |
6,653.0 |
171.5 |
2.5% |
39.0 |
0.6% |
96% |
False |
False |
42,650 |
| 60 |
6,824.5 |
6,460.0 |
364.5 |
5.3% |
28.0 |
0.4% |
98% |
False |
False |
28,435 |
| 80 |
6,824.5 |
6,397.0 |
427.5 |
6.3% |
23.0 |
0.3% |
98% |
False |
False |
21,329 |
| 100 |
6,824.5 |
6,397.0 |
427.5 |
6.3% |
19.0 |
0.3% |
98% |
False |
False |
17,069 |
| 120 |
6,824.5 |
6,274.0 |
550.5 |
8.1% |
17.0 |
0.2% |
99% |
False |
False |
14,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,051.5 |
|
2.618 |
6,963.5 |
|
1.618 |
6,909.5 |
|
1.000 |
6,876.0 |
|
0.618 |
6,855.5 |
|
HIGH |
6,822.0 |
|
0.618 |
6,801.5 |
|
0.500 |
6,795.0 |
|
0.382 |
6,788.5 |
|
LOW |
6,768.0 |
|
0.618 |
6,734.5 |
|
1.000 |
6,714.0 |
|
1.618 |
6,680.5 |
|
2.618 |
6,626.5 |
|
4.250 |
6,538.5 |
|
|
| Fisher Pivots for day following 03-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,810.0 |
6,799.0 |
| PP |
6,802.5 |
6,781.0 |
| S1 |
6,795.0 |
6,763.0 |
|