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 |
3,801.75 |
3,797.50 |
-4.25 |
-0.1% |
3,774.75 |
High |
3,811.25 |
3,810.67 |
-0.58 |
0.0% |
3,811.25 |
Low |
3,782.50 |
3,793.75 |
11.25 |
0.3% |
3,757.00 |
Close |
3,797.25 |
3,810.67 |
13.42 |
0.4% |
3,810.67 |
Range |
28.75 |
16.92 |
-11.83 |
-41.1% |
54.25 |
ATR |
35.76 |
34.42 |
-1.35 |
-3.8% |
0.00 |
Volume |
40,592 |
3,534 |
-37,058 |
-91.3% |
352,953 |
|
Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,855.75 |
3,850.25 |
3,820.00 |
|
R3 |
3,838.75 |
3,833.25 |
3,815.25 |
|
R2 |
3,822.00 |
3,822.00 |
3,813.75 |
|
R1 |
3,816.25 |
3,816.25 |
3,812.25 |
3,819.25 |
PP |
3,805.00 |
3,805.00 |
3,805.00 |
3,806.50 |
S1 |
3,799.50 |
3,799.50 |
3,809.00 |
3,802.25 |
S2 |
3,788.00 |
3,788.00 |
3,807.50 |
|
S3 |
3,771.25 |
3,782.50 |
3,806.00 |
|
S4 |
3,754.25 |
3,765.50 |
3,801.25 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,955.75 |
3,937.50 |
3,840.50 |
|
R3 |
3,901.50 |
3,883.25 |
3,825.50 |
|
R2 |
3,847.25 |
3,847.25 |
3,820.50 |
|
R1 |
3,829.00 |
3,829.00 |
3,815.75 |
3,838.00 |
PP |
3,793.00 |
3,793.00 |
3,793.00 |
3,797.50 |
S1 |
3,774.75 |
3,774.75 |
3,805.75 |
3,783.75 |
S2 |
3,738.75 |
3,738.75 |
3,800.75 |
|
S3 |
3,684.50 |
3,720.50 |
3,795.75 |
|
S4 |
3,630.25 |
3,666.25 |
3,780.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,811.25 |
3,757.00 |
54.25 |
1.4% |
29.25 |
0.8% |
99% |
False |
False |
70,590 |
10 |
3,811.25 |
3,751.50 |
59.75 |
1.6% |
29.00 |
0.8% |
99% |
False |
False |
131,458 |
20 |
3,811.25 |
3,645.25 |
166.00 |
4.4% |
30.25 |
0.8% |
100% |
False |
False |
169,244 |
40 |
3,811.25 |
3,480.50 |
330.75 |
8.7% |
39.50 |
1.0% |
100% |
False |
False |
233,177 |
60 |
3,811.25 |
3,404.75 |
406.50 |
10.7% |
47.50 |
1.2% |
100% |
False |
False |
278,984 |
80 |
3,811.25 |
3,404.75 |
406.50 |
10.7% |
49.00 |
1.3% |
100% |
False |
False |
251,320 |
100 |
3,811.25 |
3,404.75 |
406.50 |
10.7% |
48.00 |
1.3% |
100% |
False |
False |
201,191 |
120 |
3,811.25 |
3,404.75 |
406.50 |
10.7% |
45.50 |
1.2% |
100% |
False |
False |
167,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,882.50 |
2.618 |
3,855.00 |
1.618 |
3,838.00 |
1.000 |
3,827.50 |
0.618 |
3,821.25 |
HIGH |
3,810.75 |
0.618 |
3,804.25 |
0.500 |
3,802.25 |
0.382 |
3,800.25 |
LOW |
3,793.75 |
0.618 |
3,783.25 |
1.000 |
3,776.75 |
1.618 |
3,766.25 |
2.618 |
3,749.50 |
4.250 |
3,721.75 |
|
|
Fisher Pivots for day following 20-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,807.75 |
3,802.75 |
PP |
3,805.00 |
3,795.00 |
S1 |
3,802.25 |
3,787.00 |
|