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 |
16,895 |
16,904 |
9 |
0.1% |
16,768 |
High |
16,923 |
16,977 |
54 |
0.3% |
16,977 |
Low |
16,858 |
16,904 |
46 |
0.3% |
16,698 |
Close |
16,916 |
16,977 |
61 |
0.4% |
16,977 |
Range |
65 |
73 |
8 |
12.3% |
279 |
ATR |
112 |
109 |
-3 |
-2.5% |
0 |
Volume |
24,890 |
2,070 |
-22,820 |
-91.7% |
168,689 |
|
Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,172 |
17,147 |
17,017 |
|
R3 |
17,099 |
17,074 |
16,997 |
|
R2 |
17,026 |
17,026 |
16,991 |
|
R1 |
17,001 |
17,001 |
16,984 |
17,014 |
PP |
16,953 |
16,953 |
16,953 |
16,959 |
S1 |
16,928 |
16,928 |
16,970 |
16,941 |
S2 |
16,880 |
16,880 |
16,964 |
|
S3 |
16,807 |
16,855 |
16,957 |
|
S4 |
16,734 |
16,782 |
16,937 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,721 |
17,628 |
17,131 |
|
R3 |
17,442 |
17,349 |
17,054 |
|
R2 |
17,163 |
17,163 |
17,028 |
|
R1 |
17,070 |
17,070 |
17,003 |
17,117 |
PP |
16,884 |
16,884 |
16,884 |
16,907 |
S1 |
16,791 |
16,791 |
16,952 |
16,838 |
S2 |
16,605 |
16,605 |
16,926 |
|
S3 |
16,326 |
16,512 |
16,900 |
|
S4 |
16,047 |
16,233 |
16,824 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,977 |
16,698 |
279 |
1.6% |
105 |
0.6% |
100% |
True |
False |
33,737 |
10 |
16,977 |
16,698 |
279 |
1.6% |
103 |
0.6% |
100% |
True |
False |
62,062 |
20 |
16,977 |
16,522 |
455 |
2.7% |
94 |
0.6% |
100% |
True |
False |
78,686 |
40 |
16,977 |
16,242 |
735 |
4.3% |
116 |
0.7% |
100% |
True |
False |
109,949 |
60 |
16,977 |
15,881 |
1,096 |
6.5% |
130 |
0.8% |
100% |
True |
False |
126,832 |
80 |
16,977 |
15,881 |
1,096 |
6.5% |
141 |
0.8% |
100% |
True |
False |
116,446 |
100 |
16,977 |
15,216 |
1,761 |
10.4% |
146 |
0.9% |
100% |
True |
False |
93,175 |
120 |
16,977 |
15,216 |
1,761 |
10.4% |
141 |
0.8% |
100% |
True |
False |
77,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,287 |
2.618 |
17,168 |
1.618 |
17,095 |
1.000 |
17,050 |
0.618 |
17,022 |
HIGH |
16,977 |
0.618 |
16,949 |
0.500 |
16,941 |
0.382 |
16,932 |
LOW |
16,904 |
0.618 |
16,859 |
1.000 |
16,831 |
1.618 |
16,786 |
2.618 |
16,713 |
4.250 |
16,594 |
|
|
Fisher Pivots for day following 20-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
16,965 |
16,937 |
PP |
16,953 |
16,896 |
S1 |
16,941 |
16,856 |
|