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 |
16,828.53 |
16,949.71 |
121.18 |
0.7% |
16,946.50 |
High |
16,998.70 |
16,986.63 |
-12.07 |
-0.1% |
16,969.70 |
Low |
16,828.53 |
16,949.71 |
121.18 |
0.7% |
16,746.09 |
Close |
16,956.07 |
16,976.24 |
20.17 |
0.1% |
16,851.84 |
Range |
170.17 |
36.92 |
-133.25 |
-78.3% |
223.61 |
ATR |
101.77 |
97.14 |
-4.63 |
-4.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,081.62 |
17,065.85 |
16,996.55 |
|
R3 |
17,044.70 |
17,028.93 |
16,986.39 |
|
R2 |
17,007.78 |
17,007.78 |
16,983.01 |
|
R1 |
16,992.01 |
16,992.01 |
16,979.62 |
16,999.90 |
PP |
16,970.86 |
16,970.86 |
16,970.86 |
16,974.80 |
S1 |
16,955.09 |
16,955.09 |
16,972.86 |
16,962.98 |
S2 |
16,933.94 |
16,933.94 |
16,969.47 |
|
S3 |
16,897.02 |
16,918.17 |
16,966.09 |
|
S4 |
16,860.10 |
16,881.25 |
16,955.93 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,526.71 |
17,412.88 |
16,974.83 |
|
R3 |
17,303.10 |
17,189.27 |
16,913.33 |
|
R2 |
17,079.49 |
17,079.49 |
16,892.84 |
|
R1 |
16,965.66 |
16,965.66 |
16,872.34 |
16,910.77 |
PP |
16,855.88 |
16,855.88 |
16,855.88 |
16,828.43 |
S1 |
16,742.05 |
16,742.05 |
16,831.34 |
16,687.16 |
S2 |
16,632.27 |
16,632.27 |
16,810.84 |
|
S3 |
16,408.66 |
16,518.44 |
16,790.35 |
|
S4 |
16,185.05 |
16,294.83 |
16,728.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,998.70 |
16,746.09 |
252.61 |
1.5% |
98.35 |
0.6% |
91% |
False |
False |
|
10 |
16,998.70 |
16,746.09 |
252.61 |
1.5% |
92.05 |
0.5% |
91% |
False |
False |
|
20 |
16,998.70 |
16,703.73 |
294.97 |
1.7% |
95.08 |
0.6% |
92% |
False |
False |
|
40 |
16,998.70 |
16,341.30 |
657.40 |
3.9% |
97.86 |
0.6% |
97% |
False |
False |
|
60 |
16,998.70 |
16,015.32 |
983.38 |
5.8% |
110.96 |
0.7% |
98% |
False |
False |
|
80 |
16,998.70 |
16,015.32 |
983.38 |
5.8% |
123.08 |
0.7% |
98% |
False |
False |
|
100 |
16,998.70 |
15,733.69 |
1,265.01 |
7.5% |
126.89 |
0.7% |
98% |
False |
False |
|
120 |
16,998.70 |
15,340.69 |
1,658.01 |
9.8% |
135.13 |
0.8% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,143.54 |
2.618 |
17,083.29 |
1.618 |
17,046.37 |
1.000 |
17,023.55 |
0.618 |
17,009.45 |
HIGH |
16,986.63 |
0.618 |
16,972.53 |
0.500 |
16,968.17 |
0.382 |
16,963.81 |
LOW |
16,949.71 |
0.618 |
16,926.89 |
1.000 |
16,912.79 |
1.618 |
16,889.97 |
2.618 |
16,853.05 |
4.250 |
16,792.80 |
|
|
Fisher Pivots for day following 02-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
16,973.55 |
16,950.93 |
PP |
16,970.86 |
16,925.63 |
S1 |
16,968.17 |
16,900.32 |
|