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 |
1,943.50 |
1,947.25 |
3.75 |
0.2% |
1,945.25 |
High |
1,948.50 |
1,963.75 |
15.25 |
0.8% |
1,952.25 |
Low |
1,940.25 |
1,946.50 |
6.25 |
0.3% |
1,928.25 |
Close |
1,944.50 |
1,958.00 |
13.50 |
0.7% |
1,944.00 |
Range |
8.25 |
17.25 |
9.00 |
109.1% |
24.00 |
ATR |
12.44 |
12.93 |
0.49 |
3.9% |
0.00 |
Volume |
3,361 |
1,085 |
-2,276 |
-67.7% |
7,006 |
|
Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,007.75 |
2,000.25 |
1,967.50 |
|
R3 |
1,990.50 |
1,983.00 |
1,962.75 |
|
R2 |
1,973.25 |
1,973.25 |
1,961.25 |
|
R1 |
1,965.75 |
1,965.75 |
1,959.50 |
1,969.50 |
PP |
1,956.00 |
1,956.00 |
1,956.00 |
1,958.00 |
S1 |
1,948.50 |
1,948.50 |
1,956.50 |
1,952.25 |
S2 |
1,938.75 |
1,938.75 |
1,954.75 |
|
S3 |
1,921.50 |
1,931.25 |
1,953.25 |
|
S4 |
1,904.25 |
1,914.00 |
1,948.50 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,013.50 |
2,002.75 |
1,957.25 |
|
R3 |
1,989.50 |
1,978.75 |
1,950.50 |
|
R2 |
1,965.50 |
1,965.50 |
1,948.50 |
|
R1 |
1,954.75 |
1,954.75 |
1,946.25 |
1,948.00 |
PP |
1,941.50 |
1,941.50 |
1,941.50 |
1,938.25 |
S1 |
1,930.75 |
1,930.75 |
1,941.75 |
1,924.00 |
S2 |
1,917.50 |
1,917.50 |
1,939.50 |
|
S3 |
1,893.50 |
1,906.75 |
1,937.50 |
|
S4 |
1,869.50 |
1,882.75 |
1,930.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,963.75 |
1,928.25 |
35.50 |
1.8% |
13.75 |
0.7% |
84% |
True |
False |
2,103 |
10 |
1,963.75 |
1,923.75 |
40.00 |
2.0% |
13.00 |
0.7% |
86% |
True |
False |
1,581 |
20 |
1,963.75 |
1,902.00 |
61.75 |
3.2% |
12.50 |
0.6% |
91% |
True |
False |
1,050 |
40 |
1,963.75 |
1,840.00 |
123.75 |
6.3% |
12.50 |
0.6% |
95% |
True |
False |
614 |
60 |
1,963.75 |
1,790.00 |
173.75 |
8.9% |
14.00 |
0.7% |
97% |
True |
False |
466 |
80 |
1,963.75 |
1,790.00 |
173.75 |
8.9% |
14.00 |
0.7% |
97% |
True |
False |
370 |
100 |
1,963.75 |
1,746.00 |
217.75 |
11.1% |
12.75 |
0.7% |
97% |
True |
False |
298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,037.00 |
2.618 |
2,009.00 |
1.618 |
1,991.75 |
1.000 |
1,981.00 |
0.618 |
1,974.50 |
HIGH |
1,963.75 |
0.618 |
1,957.25 |
0.500 |
1,955.00 |
0.382 |
1,953.00 |
LOW |
1,946.50 |
0.618 |
1,935.75 |
1.000 |
1,929.25 |
1.618 |
1,918.50 |
2.618 |
1,901.25 |
4.250 |
1,873.25 |
|
|
Fisher Pivots for day following 01-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,957.00 |
1,955.00 |
PP |
1,956.00 |
1,952.25 |
S1 |
1,955.00 |
1,949.50 |
|