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 |
1,947.25 |
1,958.25 |
11.00 |
0.6% |
1,945.25 |
High |
1,963.75 |
1,962.50 |
-1.25 |
-0.1% |
1,952.25 |
Low |
1,946.50 |
1,957.00 |
10.50 |
0.5% |
1,928.25 |
Close |
1,958.00 |
1,960.00 |
2.00 |
0.1% |
1,944.00 |
Range |
17.25 |
5.50 |
-11.75 |
-68.1% |
24.00 |
ATR |
12.93 |
12.40 |
-0.53 |
-4.1% |
0.00 |
Volume |
1,085 |
1,355 |
270 |
24.9% |
7,006 |
|
Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,976.25 |
1,973.75 |
1,963.00 |
|
R3 |
1,970.75 |
1,968.25 |
1,961.50 |
|
R2 |
1,965.25 |
1,965.25 |
1,961.00 |
|
R1 |
1,962.75 |
1,962.75 |
1,960.50 |
1,964.00 |
PP |
1,959.75 |
1,959.75 |
1,959.75 |
1,960.50 |
S1 |
1,957.25 |
1,957.25 |
1,959.50 |
1,958.50 |
S2 |
1,954.25 |
1,954.25 |
1,959.00 |
|
S3 |
1,948.75 |
1,951.75 |
1,958.50 |
|
S4 |
1,943.25 |
1,946.25 |
1,957.00 |
|
|
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% |
11.75 |
0.6% |
89% |
False |
False |
1,736 |
10 |
1,963.75 |
1,928.25 |
35.50 |
1.8% |
11.75 |
0.6% |
89% |
False |
False |
1,528 |
20 |
1,963.75 |
1,906.50 |
57.25 |
2.9% |
12.50 |
0.6% |
93% |
False |
False |
1,115 |
40 |
1,963.75 |
1,840.00 |
123.75 |
6.3% |
12.25 |
0.6% |
97% |
False |
False |
643 |
60 |
1,963.75 |
1,790.00 |
173.75 |
8.9% |
13.75 |
0.7% |
98% |
False |
False |
488 |
80 |
1,963.75 |
1,790.00 |
173.75 |
8.9% |
14.00 |
0.7% |
98% |
False |
False |
387 |
100 |
1,963.75 |
1,771.00 |
192.75 |
9.8% |
12.50 |
0.6% |
98% |
False |
False |
311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,986.00 |
2.618 |
1,977.00 |
1.618 |
1,971.50 |
1.000 |
1,968.00 |
0.618 |
1,966.00 |
HIGH |
1,962.50 |
0.618 |
1,960.50 |
0.500 |
1,959.75 |
0.382 |
1,959.00 |
LOW |
1,957.00 |
0.618 |
1,953.50 |
1.000 |
1,951.50 |
1.618 |
1,948.00 |
2.618 |
1,942.50 |
4.250 |
1,933.50 |
|
|
Fisher Pivots for day following 02-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,960.00 |
1,957.25 |
PP |
1,959.75 |
1,954.75 |
S1 |
1,959.75 |
1,952.00 |
|