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 |
16,909.90 |
16,920.62 |
10.72 |
0.1% |
16,765.56 |
High |
16,923.43 |
16,978.02 |
54.59 |
0.3% |
16,978.02 |
Low |
16,858.88 |
16,920.62 |
61.74 |
0.4% |
16,722.86 |
Close |
16,921.46 |
16,947.08 |
25.62 |
0.2% |
16,947.08 |
Range |
64.55 |
57.40 |
-7.15 |
-11.1% |
255.16 |
ATR |
98.59 |
95.64 |
-2.94 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,120.77 |
17,091.33 |
16,978.65 |
|
R3 |
17,063.37 |
17,033.93 |
16,962.87 |
|
R2 |
17,005.97 |
17,005.97 |
16,957.60 |
|
R1 |
16,976.53 |
16,976.53 |
16,952.34 |
16,991.25 |
PP |
16,948.57 |
16,948.57 |
16,948.57 |
16,955.94 |
S1 |
16,919.13 |
16,919.13 |
16,941.82 |
16,933.85 |
S2 |
16,891.17 |
16,891.17 |
16,936.56 |
|
S3 |
16,833.77 |
16,861.73 |
16,931.30 |
|
S4 |
16,776.37 |
16,804.33 |
16,915.51 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,648.13 |
17,552.77 |
17,087.42 |
|
R3 |
17,392.97 |
17,297.61 |
17,017.25 |
|
R2 |
17,137.81 |
17,137.81 |
16,993.86 |
|
R1 |
17,042.45 |
17,042.45 |
16,970.47 |
17,090.13 |
PP |
16,882.65 |
16,882.65 |
16,882.65 |
16,906.50 |
S1 |
16,787.29 |
16,787.29 |
16,923.69 |
16,834.97 |
S2 |
16,627.49 |
16,627.49 |
16,900.30 |
|
S3 |
16,372.33 |
16,532.13 |
16,876.91 |
|
S4 |
16,117.17 |
16,276.97 |
16,806.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,978.02 |
16,722.86 |
255.16 |
1.5% |
89.60 |
0.5% |
88% |
True |
False |
|
10 |
16,978.02 |
16,703.73 |
274.29 |
1.6% |
88.26 |
0.5% |
89% |
True |
False |
|
20 |
16,978.02 |
16,544.49 |
433.53 |
2.6% |
82.44 |
0.5% |
93% |
True |
False |
|
40 |
16,978.02 |
16,312.66 |
665.36 |
3.9% |
104.37 |
0.6% |
95% |
True |
False |
|
60 |
16,978.02 |
16,015.32 |
962.70 |
5.7% |
115.91 |
0.7% |
97% |
True |
False |
|
80 |
16,978.02 |
16,015.32 |
962.70 |
5.7% |
127.69 |
0.8% |
97% |
True |
False |
|
100 |
16,978.02 |
15,340.69 |
1,637.33 |
9.7% |
134.90 |
0.8% |
98% |
True |
False |
|
120 |
16,978.02 |
15,340.69 |
1,637.33 |
9.7% |
135.64 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,221.97 |
2.618 |
17,128.29 |
1.618 |
17,070.89 |
1.000 |
17,035.42 |
0.618 |
17,013.49 |
HIGH |
16,978.02 |
0.618 |
16,956.09 |
0.500 |
16,949.32 |
0.382 |
16,942.55 |
LOW |
16,920.62 |
0.618 |
16,885.15 |
1.000 |
16,863.22 |
1.618 |
16,827.75 |
2.618 |
16,770.35 |
4.250 |
16,676.67 |
|
|
Fisher Pivots for day following 20-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
16,949.32 |
16,920.27 |
PP |
16,948.57 |
16,893.46 |
S1 |
16,947.83 |
16,866.66 |
|