Trading Metrics calculated at close of trading on 04-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
04-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
6,775.0 |
6,823.0 |
48.0 |
0.7% |
6,730.0 |
High |
6,822.0 |
6,829.0 |
7.0 |
0.1% |
6,829.0 |
Low |
6,768.0 |
6,809.0 |
41.0 |
0.6% |
6,682.0 |
Close |
6,817.5 |
6,820.0 |
2.5 |
0.0% |
6,820.0 |
Range |
54.0 |
20.0 |
-34.0 |
-63.0% |
147.0 |
ATR |
49.6 |
47.5 |
-2.1 |
-4.3% |
0.0 |
Volume |
27,037 |
64,349 |
37,312 |
138.0% |
291,751 |
|
Daily Pivots for day following 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,879.5 |
6,869.5 |
6,831.0 |
|
R3 |
6,859.5 |
6,849.5 |
6,825.5 |
|
R2 |
6,839.5 |
6,839.5 |
6,823.5 |
|
R1 |
6,829.5 |
6,829.5 |
6,822.0 |
6,824.5 |
PP |
6,819.5 |
6,819.5 |
6,819.5 |
6,817.0 |
S1 |
6,809.5 |
6,809.5 |
6,818.0 |
6,804.5 |
S2 |
6,799.5 |
6,799.5 |
6,816.5 |
|
S3 |
6,779.5 |
6,789.5 |
6,814.5 |
|
S4 |
6,759.5 |
6,769.5 |
6,809.0 |
|
|
Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,218.0 |
7,166.0 |
6,901.0 |
|
R3 |
7,071.0 |
7,019.0 |
6,860.5 |
|
R2 |
6,924.0 |
6,924.0 |
6,847.0 |
|
R1 |
6,872.0 |
6,872.0 |
6,833.5 |
6,898.0 |
PP |
6,777.0 |
6,777.0 |
6,777.0 |
6,790.0 |
S1 |
6,725.0 |
6,725.0 |
6,806.5 |
6,751.0 |
S2 |
6,630.0 |
6,630.0 |
6,793.0 |
|
S3 |
6,483.0 |
6,578.0 |
6,779.5 |
|
S4 |
6,336.0 |
6,431.0 |
6,739.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,829.0 |
6,682.0 |
147.0 |
2.2% |
44.5 |
0.7% |
94% |
True |
False |
58,350 |
10 |
6,829.0 |
6,653.0 |
176.0 |
2.6% |
49.0 |
0.7% |
95% |
True |
False |
67,608 |
20 |
6,829.0 |
6,653.0 |
176.0 |
2.6% |
45.0 |
0.7% |
95% |
True |
False |
88,170 |
40 |
6,829.0 |
6,653.0 |
176.0 |
2.6% |
39.0 |
0.6% |
95% |
True |
False |
44,257 |
60 |
6,829.0 |
6,460.0 |
369.0 |
5.4% |
28.5 |
0.4% |
98% |
True |
False |
29,508 |
80 |
6,829.0 |
6,397.0 |
432.0 |
6.3% |
23.5 |
0.3% |
98% |
True |
False |
22,133 |
100 |
6,829.0 |
6,397.0 |
432.0 |
6.3% |
19.5 |
0.3% |
98% |
True |
False |
17,712 |
120 |
6,829.0 |
6,274.0 |
555.0 |
8.1% |
17.0 |
0.2% |
98% |
True |
False |
14,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,914.0 |
2.618 |
6,881.5 |
1.618 |
6,861.5 |
1.000 |
6,849.0 |
0.618 |
6,841.5 |
HIGH |
6,829.0 |
0.618 |
6,821.5 |
0.500 |
6,819.0 |
0.382 |
6,816.5 |
LOW |
6,809.0 |
0.618 |
6,796.5 |
1.000 |
6,789.0 |
1.618 |
6,776.5 |
2.618 |
6,756.5 |
4.250 |
6,724.0 |
|
|
Fisher Pivots for day following 04-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
6,819.5 |
6,809.0 |
PP |
6,819.5 |
6,797.5 |
S1 |
6,819.0 |
6,786.5 |
|