Trading Metrics calculated at close of trading on 19-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
5,392.0 |
5,408.0 |
16.0 |
0.3% |
5,490.0 |
High |
5,406.0 |
5,434.0 |
28.0 |
0.5% |
5,500.0 |
Low |
5,378.0 |
5,405.0 |
27.0 |
0.5% |
5,371.0 |
Close |
5,382.0 |
5,434.0 |
52.0 |
1.0% |
5,405.0 |
Range |
28.0 |
29.0 |
1.0 |
3.6% |
129.0 |
ATR |
43.3 |
43.9 |
0.6 |
1.4% |
0.0 |
Volume |
62,475 |
1,840 |
-60,635 |
-97.1% |
109,650 |
|
Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,511.3 |
5,501.7 |
5,450.0 |
|
R3 |
5,482.3 |
5,472.7 |
5,442.0 |
|
R2 |
5,453.3 |
5,453.3 |
5,439.3 |
|
R1 |
5,443.7 |
5,443.7 |
5,436.7 |
5,448.5 |
PP |
5,424.3 |
5,424.3 |
5,424.3 |
5,426.8 |
S1 |
5,414.7 |
5,414.7 |
5,431.3 |
5,419.5 |
S2 |
5,395.3 |
5,395.3 |
5,428.7 |
|
S3 |
5,366.3 |
5,385.7 |
5,426.0 |
|
S4 |
5,337.3 |
5,356.7 |
5,418.1 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,812.3 |
5,737.7 |
5,476.0 |
|
R3 |
5,683.3 |
5,608.7 |
5,440.5 |
|
R2 |
5,554.3 |
5,554.3 |
5,428.7 |
|
R1 |
5,479.7 |
5,479.7 |
5,416.8 |
5,452.5 |
PP |
5,425.3 |
5,425.3 |
5,425.3 |
5,411.8 |
S1 |
5,350.7 |
5,350.7 |
5,393.2 |
5,323.5 |
S2 |
5,296.3 |
5,296.3 |
5,381.4 |
|
S3 |
5,167.3 |
5,221.7 |
5,369.5 |
|
S4 |
5,038.3 |
5,092.7 |
5,334.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,434.0 |
5,371.0 |
63.0 |
1.2% |
34.6 |
0.6% |
100% |
True |
False |
71,055 |
10 |
5,500.0 |
5,371.0 |
129.0 |
2.4% |
33.2 |
0.6% |
49% |
False |
False |
46,225 |
20 |
5,553.0 |
5,371.0 |
182.0 |
3.3% |
36.6 |
0.7% |
35% |
False |
False |
32,997 |
40 |
5,553.0 |
5,371.0 |
182.0 |
3.3% |
42.2 |
0.8% |
35% |
False |
False |
27,771 |
60 |
5,553.0 |
5,297.0 |
256.0 |
4.7% |
41.4 |
0.8% |
54% |
False |
False |
25,687 |
80 |
5,553.0 |
5,286.0 |
267.0 |
4.9% |
38.8 |
0.7% |
55% |
False |
False |
23,719 |
100 |
5,553.0 |
4,998.0 |
555.0 |
10.2% |
33.7 |
0.6% |
79% |
False |
False |
18,996 |
120 |
5,553.0 |
4,998.0 |
555.0 |
10.2% |
29.4 |
0.5% |
79% |
False |
False |
15,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,557.3 |
2.618 |
5,509.9 |
1.618 |
5,480.9 |
1.000 |
5,463.0 |
0.618 |
5,451.9 |
HIGH |
5,434.0 |
0.618 |
5,422.9 |
0.500 |
5,419.5 |
0.382 |
5,416.1 |
LOW |
5,405.0 |
0.618 |
5,387.1 |
1.000 |
5,376.0 |
1.618 |
5,358.1 |
2.618 |
5,329.1 |
4.250 |
5,281.8 |
|
|
Fisher Pivots for day following 19-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
5,429.2 |
5,424.7 |
PP |
5,424.3 |
5,415.3 |
S1 |
5,419.5 |
5,406.0 |
|