Trading Metrics calculated at close of trading on 20-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
196.43 |
196.03 |
-0.40 |
-0.2% |
193.89 |
High |
196.60 |
196.10 |
-0.50 |
-0.3% |
196.60 |
Low |
195.80 |
195.70 |
-0.10 |
-0.1% |
193.66 |
Close |
196.48 |
195.94 |
-0.54 |
-0.3% |
195.94 |
Range |
0.80 |
0.40 |
-0.40 |
-50.0% |
2.94 |
ATR |
1.26 |
1.23 |
-0.03 |
-2.7% |
0.00 |
Volume |
85,928,898 |
100,587,102 |
14,658,204 |
17.1% |
464,040,907 |
|
Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
197.11 |
196.93 |
196.16 |
|
R3 |
196.71 |
196.53 |
196.05 |
|
R2 |
196.31 |
196.31 |
196.01 |
|
R1 |
196.13 |
196.13 |
195.98 |
196.02 |
PP |
195.91 |
195.91 |
195.91 |
195.86 |
S1 |
195.73 |
195.73 |
195.90 |
195.62 |
S2 |
195.51 |
195.51 |
195.87 |
|
S3 |
195.11 |
195.33 |
195.83 |
|
S4 |
194.71 |
194.93 |
195.72 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
204.22 |
203.02 |
197.56 |
|
R3 |
201.28 |
200.08 |
196.75 |
|
R2 |
198.34 |
198.34 |
196.48 |
|
R1 |
197.14 |
197.14 |
196.21 |
197.74 |
PP |
195.40 |
195.40 |
195.40 |
195.70 |
S1 |
194.20 |
194.20 |
195.67 |
194.80 |
S2 |
192.46 |
192.46 |
195.40 |
|
S3 |
189.52 |
191.26 |
195.13 |
|
S4 |
186.58 |
188.32 |
194.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
196.60 |
193.66 |
2.94 |
1.5% |
1.07 |
0.5% |
78% |
False |
False |
92,808,181 |
10 |
196.60 |
193.11 |
3.49 |
1.8% |
1.03 |
0.5% |
81% |
False |
False |
84,342,890 |
20 |
196.60 |
189.59 |
7.01 |
3.6% |
0.99 |
0.5% |
91% |
False |
False |
76,952,025 |
40 |
196.60 |
184.96 |
11.64 |
5.9% |
1.24 |
0.6% |
94% |
False |
False |
85,018,050 |
60 |
196.60 |
181.31 |
15.29 |
7.8% |
1.43 |
0.7% |
96% |
False |
False |
94,488,068 |
80 |
196.60 |
181.31 |
15.29 |
7.8% |
1.51 |
0.8% |
96% |
False |
False |
101,583,328 |
100 |
196.60 |
173.71 |
22.89 |
11.7% |
1.58 |
0.8% |
97% |
False |
False |
108,063,393 |
120 |
196.60 |
173.71 |
22.89 |
11.7% |
1.55 |
0.8% |
97% |
False |
False |
107,915,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
197.80 |
2.618 |
197.15 |
1.618 |
196.75 |
1.000 |
196.50 |
0.618 |
196.35 |
HIGH |
196.10 |
0.618 |
195.95 |
0.500 |
195.90 |
0.382 |
195.85 |
LOW |
195.70 |
0.618 |
195.45 |
1.000 |
195.30 |
1.618 |
195.05 |
2.618 |
194.65 |
4.250 |
194.00 |
|
|
Fisher Pivots for day following 20-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
195.93 |
195.79 |
PP |
195.91 |
195.65 |
S1 |
195.90 |
195.50 |
|