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 |
1,325.8 |
1,326.8 |
1.0 |
0.1% |
1,316.1 |
High |
1,335.7 |
1,333.7 |
-2.0 |
-0.1% |
1,327.2 |
Low |
1,325.7 |
1,323.6 |
-2.1 |
-0.2% |
1,308.2 |
Close |
1,327.4 |
1,331.8 |
4.4 |
0.3% |
1,320.9 |
Range |
10.0 |
10.1 |
0.1 |
1.0% |
19.0 |
ATR |
14.3 |
14.0 |
-0.3 |
-2.1% |
0.0 |
Volume |
4,015 |
5,032 |
1,017 |
25.3% |
22,300 |
|
Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,360.0 |
1,356.0 |
1,337.4 |
|
R3 |
1,349.9 |
1,345.9 |
1,334.6 |
|
R2 |
1,339.8 |
1,339.8 |
1,333.7 |
|
R1 |
1,335.8 |
1,335.8 |
1,332.7 |
1,337.8 |
PP |
1,329.7 |
1,329.7 |
1,329.7 |
1,330.7 |
S1 |
1,325.7 |
1,325.7 |
1,330.9 |
1,327.7 |
S2 |
1,319.6 |
1,319.6 |
1,329.9 |
|
S3 |
1,309.5 |
1,315.6 |
1,329.0 |
|
S4 |
1,299.4 |
1,305.5 |
1,326.2 |
|
|
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% |
12.1 |
0.9% |
86% |
False |
False |
4,557 |
10 |
1,335.7 |
1,277.0 |
58.7 |
4.4% |
15.9 |
1.2% |
93% |
False |
False |
3,867 |
20 |
1,335.7 |
1,242.0 |
93.7 |
7.0% |
13.4 |
1.0% |
96% |
False |
False |
3,104 |
40 |
1,335.7 |
1,241.7 |
94.0 |
7.1% |
13.1 |
1.0% |
96% |
False |
False |
3,106 |
60 |
1,335.7 |
1,241.7 |
94.0 |
7.1% |
13.9 |
1.0% |
96% |
False |
False |
2,566 |
80 |
1,390.8 |
1,241.7 |
149.1 |
11.2% |
14.2 |
1.1% |
60% |
False |
False |
2,331 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.2% |
14.4 |
1.1% |
60% |
False |
False |
2,110 |
120 |
1,390.8 |
1,230.0 |
160.8 |
12.1% |
14.4 |
1.1% |
63% |
False |
False |
1,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,376.6 |
2.618 |
1,360.1 |
1.618 |
1,350.0 |
1.000 |
1,343.8 |
0.618 |
1,339.9 |
HIGH |
1,333.7 |
0.618 |
1,329.8 |
0.500 |
1,328.7 |
0.382 |
1,327.5 |
LOW |
1,323.6 |
0.618 |
1,317.4 |
1.000 |
1,313.5 |
1.618 |
1,307.3 |
2.618 |
1,297.2 |
4.250 |
1,280.7 |
|
|
Fisher Pivots for day following 02-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,330.8 |
1,329.2 |
PP |
1,329.7 |
1,326.6 |
S1 |
1,328.7 |
1,324.0 |
|