Trading Metrics calculated at close of trading on 03-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,958.25 |
1,960.00 |
1.75 |
0.1% |
1,945.25 |
High |
1,962.50 |
1,970.00 |
7.50 |
0.4% |
1,952.25 |
Low |
1,957.00 |
1,958.25 |
1.25 |
0.1% |
1,928.25 |
Close |
1,960.00 |
1,969.75 |
9.75 |
0.5% |
1,944.00 |
Range |
5.50 |
11.75 |
6.25 |
113.6% |
24.00 |
ATR |
12.40 |
12.35 |
-0.05 |
-0.4% |
0.00 |
Volume |
1,355 |
1,511 |
156 |
11.5% |
7,006 |
|
Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,001.25 |
1,997.25 |
1,976.25 |
|
R3 |
1,989.50 |
1,985.50 |
1,973.00 |
|
R2 |
1,977.75 |
1,977.75 |
1,972.00 |
|
R1 |
1,973.75 |
1,973.75 |
1,970.75 |
1,975.75 |
PP |
1,966.00 |
1,966.00 |
1,966.00 |
1,967.00 |
S1 |
1,962.00 |
1,962.00 |
1,968.75 |
1,964.00 |
S2 |
1,954.25 |
1,954.25 |
1,967.50 |
|
S3 |
1,942.50 |
1,950.25 |
1,966.50 |
|
S4 |
1,930.75 |
1,938.50 |
1,963.25 |
|
|
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 |
1,970.00 |
1,935.00 |
35.00 |
1.8% |
10.75 |
0.5% |
99% |
True |
False |
1,707 |
10 |
1,970.00 |
1,928.25 |
41.75 |
2.1% |
12.25 |
0.6% |
99% |
True |
False |
1,567 |
20 |
1,970.00 |
1,911.25 |
58.75 |
3.0% |
12.00 |
0.6% |
100% |
True |
False |
1,187 |
40 |
1,970.00 |
1,846.00 |
124.00 |
6.3% |
12.25 |
0.6% |
100% |
True |
False |
680 |
60 |
1,970.00 |
1,790.00 |
180.00 |
9.1% |
13.50 |
0.7% |
100% |
True |
False |
512 |
80 |
1,970.00 |
1,790.00 |
180.00 |
9.1% |
14.00 |
0.7% |
100% |
True |
False |
406 |
100 |
1,970.00 |
1,778.00 |
192.00 |
9.7% |
12.75 |
0.6% |
100% |
True |
False |
326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,020.00 |
2.618 |
2,000.75 |
1.618 |
1,989.00 |
1.000 |
1,981.75 |
0.618 |
1,977.25 |
HIGH |
1,970.00 |
0.618 |
1,965.50 |
0.500 |
1,964.00 |
0.382 |
1,962.75 |
LOW |
1,958.25 |
0.618 |
1,951.00 |
1.000 |
1,946.50 |
1.618 |
1,939.25 |
2.618 |
1,927.50 |
4.250 |
1,908.25 |
|
|
Fisher Pivots for day following 03-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,968.00 |
1,966.00 |
PP |
1,966.00 |
1,962.00 |
S1 |
1,964.00 |
1,958.25 |
|