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 |
1,956.00 |
1,957.50 |
1.50 |
0.1% |
1,934.25 |
High |
1,960.25 |
1,970.00 |
9.75 |
0.5% |
1,970.00 |
Low |
1,952.25 |
1,956.75 |
4.50 |
0.2% |
1,926.50 |
Close |
1,958.50 |
1,964.52 |
6.02 |
0.3% |
1,964.52 |
Range |
8.00 |
13.25 |
5.25 |
65.6% |
43.50 |
ATR |
13.92 |
13.87 |
-0.05 |
-0.3% |
0.00 |
Volume |
369,578 |
61,298 |
-308,280 |
-83.4% |
2,701,189 |
|
Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,003.50 |
1,997.25 |
1,971.75 |
|
R3 |
1,990.25 |
1,984.00 |
1,968.25 |
|
R2 |
1,977.00 |
1,977.00 |
1,967.00 |
|
R1 |
1,970.75 |
1,970.75 |
1,965.75 |
1,974.00 |
PP |
1,963.75 |
1,963.75 |
1,963.75 |
1,965.25 |
S1 |
1,957.50 |
1,957.50 |
1,963.25 |
1,960.75 |
S2 |
1,950.50 |
1,950.50 |
1,962.00 |
|
S3 |
1,937.25 |
1,944.25 |
1,961.00 |
|
S4 |
1,924.00 |
1,931.00 |
1,957.25 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,084.25 |
2,067.75 |
1,988.50 |
|
R3 |
2,040.75 |
2,024.25 |
1,976.50 |
|
R2 |
1,997.25 |
1,997.25 |
1,972.50 |
|
R1 |
1,980.75 |
1,980.75 |
1,968.50 |
1,989.00 |
PP |
1,953.75 |
1,953.75 |
1,953.75 |
1,957.75 |
S1 |
1,937.25 |
1,937.25 |
1,960.50 |
1,945.50 |
S2 |
1,910.25 |
1,910.25 |
1,956.50 |
|
S3 |
1,866.75 |
1,893.75 |
1,952.50 |
|
S4 |
1,823.25 |
1,850.25 |
1,940.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,970.00 |
1,926.50 |
43.50 |
2.2% |
13.50 |
0.7% |
87% |
True |
False |
540,237 |
10 |
1,970.00 |
1,924.75 |
45.25 |
2.3% |
13.25 |
0.7% |
88% |
True |
False |
872,570 |
20 |
1,970.00 |
1,889.50 |
80.50 |
4.1% |
12.25 |
0.6% |
93% |
True |
False |
971,186 |
40 |
1,970.00 |
1,844.00 |
126.00 |
6.4% |
14.75 |
0.7% |
96% |
True |
False |
1,209,024 |
60 |
1,970.00 |
1,803.25 |
166.75 |
8.5% |
16.50 |
0.8% |
97% |
True |
False |
1,359,400 |
80 |
1,970.00 |
1,803.25 |
166.75 |
8.5% |
17.50 |
0.9% |
97% |
True |
False |
1,253,578 |
100 |
1,970.00 |
1,725.25 |
244.75 |
12.5% |
18.50 |
0.9% |
98% |
True |
False |
1,004,420 |
120 |
1,970.00 |
1,725.25 |
244.75 |
12.5% |
18.50 |
0.9% |
98% |
True |
False |
837,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,026.25 |
2.618 |
2,004.75 |
1.618 |
1,991.50 |
1.000 |
1,983.25 |
0.618 |
1,978.25 |
HIGH |
1,970.00 |
0.618 |
1,965.00 |
0.500 |
1,963.50 |
0.382 |
1,961.75 |
LOW |
1,956.75 |
0.618 |
1,948.50 |
1.000 |
1,943.50 |
1.618 |
1,935.25 |
2.618 |
1,922.00 |
4.250 |
1,900.50 |
|
|
Fisher Pivots for day following 20-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,964.25 |
1,961.00 |
PP |
1,963.75 |
1,957.50 |
S1 |
1,963.50 |
1,954.00 |
|