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 |
1,269.9 |
1,277.2 |
7.3 |
0.6% |
1,252.7 |
High |
1,272.7 |
1,321.0 |
48.3 |
3.8% |
1,274.7 |
Low |
1,267.4 |
1,277.2 |
9.8 |
0.8% |
1,251.0 |
Close |
1,272.4 |
1,313.7 |
41.3 |
3.2% |
1,273.7 |
Range |
5.3 |
43.8 |
38.5 |
726.4% |
23.7 |
ATR |
11.7 |
14.4 |
2.6 |
22.4% |
0.0 |
Volume |
143 |
601 |
458 |
320.3% |
1,506 |
|
Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,435.4 |
1,418.3 |
1,337.8 |
|
R3 |
1,391.6 |
1,374.5 |
1,325.7 |
|
R2 |
1,347.8 |
1,347.8 |
1,321.7 |
|
R1 |
1,330.7 |
1,330.7 |
1,317.7 |
1,339.3 |
PP |
1,304.0 |
1,304.0 |
1,304.0 |
1,308.2 |
S1 |
1,286.9 |
1,286.9 |
1,309.7 |
1,295.5 |
S2 |
1,260.2 |
1,260.2 |
1,305.7 |
|
S3 |
1,216.4 |
1,243.1 |
1,301.7 |
|
S4 |
1,172.6 |
1,199.3 |
1,289.6 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,337.6 |
1,329.3 |
1,286.7 |
|
R3 |
1,313.9 |
1,305.6 |
1,280.2 |
|
R2 |
1,290.2 |
1,290.2 |
1,278.0 |
|
R1 |
1,281.9 |
1,281.9 |
1,275.9 |
1,286.1 |
PP |
1,266.5 |
1,266.5 |
1,266.5 |
1,268.5 |
S1 |
1,258.2 |
1,258.2 |
1,271.5 |
1,262.4 |
S2 |
1,242.8 |
1,242.8 |
1,269.4 |
|
S3 |
1,219.1 |
1,234.5 |
1,267.2 |
|
S4 |
1,195.4 |
1,210.8 |
1,260.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,321.0 |
1,260.9 |
60.1 |
4.6% |
15.1 |
1.2% |
88% |
True |
False |
408 |
10 |
1,321.0 |
1,246.3 |
74.7 |
5.7% |
12.1 |
0.9% |
90% |
True |
False |
378 |
20 |
1,321.0 |
1,240.5 |
80.5 |
6.1% |
12.6 |
1.0% |
91% |
True |
False |
37,258 |
40 |
1,321.0 |
1,240.5 |
80.5 |
6.1% |
14.7 |
1.1% |
91% |
True |
False |
82,423 |
60 |
1,331.4 |
1,240.5 |
90.9 |
6.9% |
15.1 |
1.2% |
81% |
False |
False |
93,968 |
80 |
1,392.2 |
1,240.5 |
151.7 |
11.5% |
16.1 |
1.2% |
48% |
False |
False |
75,743 |
100 |
1,392.2 |
1,238.5 |
153.7 |
11.7% |
16.2 |
1.2% |
49% |
False |
False |
61,575 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.6% |
16.4 |
1.2% |
62% |
False |
False |
51,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,507.2 |
2.618 |
1,435.7 |
1.618 |
1,391.9 |
1.000 |
1,364.8 |
0.618 |
1,348.1 |
HIGH |
1,321.0 |
0.618 |
1,304.3 |
0.500 |
1,299.1 |
0.382 |
1,293.9 |
LOW |
1,277.2 |
0.618 |
1,250.1 |
1.000 |
1,233.4 |
1.618 |
1,206.3 |
2.618 |
1,162.5 |
4.250 |
1,091.1 |
|
|
Fisher Pivots for day following 19-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,308.8 |
1,306.1 |
PP |
1,304.0 |
1,298.5 |
S1 |
1,299.1 |
1,291.0 |
|