| 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 |
1,317.9 |
1,325.8 |
7.9 |
0.6% |
1,316.1 |
| High |
1,331.0 |
1,335.7 |
4.7 |
0.4% |
1,327.2 |
| Low |
1,312.3 |
1,325.7 |
13.4 |
1.0% |
1,308.2 |
| Close |
1,322.8 |
1,327.4 |
4.6 |
0.3% |
1,320.9 |
| Range |
18.7 |
10.0 |
-8.7 |
-46.5% |
19.0 |
| ATR |
14.4 |
14.3 |
-0.1 |
-0.8% |
0.0 |
| Volume |
3,041 |
4,015 |
974 |
32.0% |
22,300 |
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,359.6 |
1,353.5 |
1,332.9 |
|
| R3 |
1,349.6 |
1,343.5 |
1,330.2 |
|
| R2 |
1,339.6 |
1,339.6 |
1,329.2 |
|
| R1 |
1,333.5 |
1,333.5 |
1,328.3 |
1,336.6 |
| PP |
1,329.6 |
1,329.6 |
1,329.6 |
1,331.1 |
| S1 |
1,323.5 |
1,323.5 |
1,326.5 |
1,326.6 |
| S2 |
1,319.6 |
1,319.6 |
1,325.6 |
|
| S3 |
1,309.6 |
1,313.5 |
1,324.7 |
|
| S4 |
1,299.6 |
1,303.5 |
1,321.9 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,375.8 |
1,367.3 |
1,331.4 |
|
| R3 |
1,356.8 |
1,348.3 |
1,326.1 |
|
| R2 |
1,337.8 |
1,337.8 |
1,324.4 |
|
| R1 |
1,329.3 |
1,329.3 |
1,322.6 |
1,333.6 |
| PP |
1,318.8 |
1,318.8 |
1,318.8 |
1,320.9 |
| S1 |
1,310.3 |
1,310.3 |
1,319.2 |
1,314.6 |
| S2 |
1,299.8 |
1,299.8 |
1,317.4 |
|
| S3 |
1,280.8 |
1,291.3 |
1,315.7 |
|
| S4 |
1,261.8 |
1,272.3 |
1,310.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,335.7 |
1,308.2 |
27.5 |
2.1% |
13.7 |
1.0% |
70% |
True |
False |
3,932 |
| 10 |
1,335.7 |
1,268.0 |
67.7 |
5.1% |
16.1 |
1.2% |
88% |
True |
False |
3,577 |
| 20 |
1,335.7 |
1,242.0 |
93.7 |
7.1% |
13.3 |
1.0% |
91% |
True |
False |
2,898 |
| 40 |
1,335.7 |
1,241.7 |
94.0 |
7.1% |
13.0 |
1.0% |
91% |
True |
False |
3,019 |
| 60 |
1,335.7 |
1,241.7 |
94.0 |
7.1% |
13.8 |
1.0% |
91% |
True |
False |
2,542 |
| 80 |
1,390.8 |
1,241.7 |
149.1 |
11.2% |
14.3 |
1.1% |
57% |
False |
False |
2,274 |
| 100 |
1,390.8 |
1,241.7 |
149.1 |
11.2% |
14.4 |
1.1% |
57% |
False |
False |
2,062 |
| 120 |
1,390.8 |
1,227.5 |
163.3 |
12.3% |
14.4 |
1.1% |
61% |
False |
False |
1,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,378.2 |
|
2.618 |
1,361.9 |
|
1.618 |
1,351.9 |
|
1.000 |
1,345.7 |
|
0.618 |
1,341.9 |
|
HIGH |
1,335.7 |
|
0.618 |
1,331.9 |
|
0.500 |
1,330.7 |
|
0.382 |
1,329.5 |
|
LOW |
1,325.7 |
|
0.618 |
1,319.5 |
|
1.000 |
1,315.7 |
|
1.618 |
1,309.5 |
|
2.618 |
1,299.5 |
|
4.250 |
1,283.2 |
|
|
| Fisher Pivots for day following 01-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,330.7 |
1,326.3 |
| PP |
1,329.6 |
1,325.1 |
| S1 |
1,328.5 |
1,324.0 |
|