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 |
3,831.50 |
3,847.00 |
15.50 |
0.4% |
3,792.25 |
High |
3,851.25 |
3,894.50 |
43.25 |
1.1% |
3,837.75 |
Low |
3,827.75 |
3,844.75 |
17.00 |
0.4% |
3,781.25 |
Close |
3,840.50 |
3,884.75 |
44.25 |
1.2% |
3,831.50 |
Range |
23.50 |
49.75 |
26.25 |
111.7% |
56.50 |
ATR |
32.68 |
34.20 |
1.52 |
4.7% |
0.00 |
Volume |
154,827 |
195,635 |
40,808 |
26.4% |
1,115,146 |
|
Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,024.00 |
4,004.00 |
3,912.00 |
|
R3 |
3,974.25 |
3,954.25 |
3,898.50 |
|
R2 |
3,924.50 |
3,924.50 |
3,893.75 |
|
R1 |
3,904.50 |
3,904.50 |
3,889.25 |
3,914.50 |
PP |
3,874.75 |
3,874.75 |
3,874.75 |
3,879.50 |
S1 |
3,854.75 |
3,854.75 |
3,880.25 |
3,864.75 |
S2 |
3,825.00 |
3,825.00 |
3,875.75 |
|
S3 |
3,775.25 |
3,805.00 |
3,871.00 |
|
S4 |
3,725.50 |
3,755.25 |
3,857.50 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,986.25 |
3,965.50 |
3,862.50 |
|
R3 |
3,929.75 |
3,909.00 |
3,847.00 |
|
R2 |
3,873.25 |
3,873.25 |
3,841.75 |
|
R1 |
3,852.50 |
3,852.50 |
3,836.75 |
3,863.00 |
PP |
3,816.75 |
3,816.75 |
3,816.75 |
3,822.00 |
S1 |
3,796.00 |
3,796.00 |
3,826.25 |
3,806.50 |
S2 |
3,760.25 |
3,760.25 |
3,821.25 |
|
S3 |
3,703.75 |
3,739.50 |
3,816.00 |
|
S4 |
3,647.25 |
3,683.00 |
3,800.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,894.50 |
3,783.00 |
111.50 |
2.9% |
35.25 |
0.9% |
91% |
True |
False |
204,514 |
10 |
3,894.50 |
3,755.00 |
139.50 |
3.6% |
33.50 |
0.9% |
93% |
True |
False |
212,099 |
20 |
3,894.50 |
3,706.50 |
188.00 |
4.8% |
32.25 |
0.8% |
95% |
True |
False |
152,390 |
40 |
3,894.50 |
3,500.00 |
394.50 |
10.2% |
34.75 |
0.9% |
98% |
True |
False |
76,661 |
60 |
3,894.50 |
3,404.00 |
490.50 |
12.6% |
39.50 |
1.0% |
98% |
True |
False |
51,127 |
80 |
3,894.50 |
3,404.00 |
490.50 |
12.6% |
42.25 |
1.1% |
98% |
True |
False |
38,356 |
100 |
3,894.50 |
3,404.00 |
490.50 |
12.6% |
36.75 |
0.9% |
98% |
True |
False |
30,686 |
120 |
3,894.50 |
3,404.00 |
490.50 |
12.6% |
31.50 |
0.8% |
98% |
True |
False |
25,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,106.00 |
2.618 |
4,024.75 |
1.618 |
3,975.00 |
1.000 |
3,944.25 |
0.618 |
3,925.25 |
HIGH |
3,894.50 |
0.618 |
3,875.50 |
0.500 |
3,869.50 |
0.382 |
3,863.75 |
LOW |
3,844.75 |
0.618 |
3,814.00 |
1.000 |
3,795.00 |
1.618 |
3,764.25 |
2.618 |
3,714.50 |
4.250 |
3,633.25 |
|
|
Fisher Pivots for day following 01-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3,879.75 |
3,873.50 |
PP |
3,874.75 |
3,862.50 |
S1 |
3,869.50 |
3,851.25 |
|