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 |
1,277.2 |
1,321.4 |
44.2 |
3.5% |
1,279.8 |
High |
1,321.0 |
1,321.4 |
0.4 |
0.0% |
1,321.4 |
Low |
1,277.2 |
1,306.8 |
29.6 |
2.3% |
1,260.9 |
Close |
1,313.7 |
1,316.2 |
2.5 |
0.2% |
1,316.2 |
Range |
43.8 |
14.6 |
-29.2 |
-66.7% |
60.5 |
ATR |
14.4 |
14.4 |
0.0 |
0.1% |
0.0 |
Volume |
601 |
254 |
-347 |
-57.7% |
2,151 |
|
Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,358.6 |
1,352.0 |
1,324.2 |
|
R3 |
1,344.0 |
1,337.4 |
1,320.2 |
|
R2 |
1,329.4 |
1,329.4 |
1,318.9 |
|
R1 |
1,322.8 |
1,322.8 |
1,317.5 |
1,318.8 |
PP |
1,314.8 |
1,314.8 |
1,314.8 |
1,312.8 |
S1 |
1,308.2 |
1,308.2 |
1,314.9 |
1,304.2 |
S2 |
1,300.2 |
1,300.2 |
1,313.5 |
|
S3 |
1,285.6 |
1,293.6 |
1,312.2 |
|
S4 |
1,271.0 |
1,279.0 |
1,308.2 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,481.0 |
1,459.1 |
1,349.5 |
|
R3 |
1,420.5 |
1,398.6 |
1,332.8 |
|
R2 |
1,360.0 |
1,360.0 |
1,327.3 |
|
R1 |
1,338.1 |
1,338.1 |
1,321.7 |
1,349.1 |
PP |
1,299.5 |
1,299.5 |
1,299.5 |
1,305.0 |
S1 |
1,277.6 |
1,277.6 |
1,310.7 |
1,288.6 |
S2 |
1,239.0 |
1,239.0 |
1,305.1 |
|
S3 |
1,178.5 |
1,217.1 |
1,299.6 |
|
S4 |
1,118.0 |
1,156.6 |
1,282.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,321.4 |
1,260.9 |
60.5 |
4.6% |
17.4 |
1.3% |
91% |
True |
False |
430 |
10 |
1,321.4 |
1,251.0 |
70.4 |
5.3% |
12.5 |
0.9% |
93% |
True |
False |
365 |
20 |
1,321.4 |
1,240.5 |
80.9 |
6.1% |
12.7 |
1.0% |
94% |
True |
False |
30,858 |
40 |
1,321.4 |
1,240.5 |
80.9 |
6.1% |
14.3 |
1.1% |
94% |
True |
False |
77,697 |
60 |
1,331.4 |
1,240.5 |
90.9 |
6.9% |
15.1 |
1.1% |
83% |
False |
False |
93,098 |
80 |
1,392.2 |
1,240.5 |
151.7 |
11.5% |
16.0 |
1.2% |
50% |
False |
False |
75,698 |
100 |
1,392.2 |
1,238.5 |
153.7 |
11.7% |
16.2 |
1.2% |
51% |
False |
False |
61,532 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.6% |
16.4 |
1.2% |
63% |
False |
False |
51,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,383.5 |
2.618 |
1,359.6 |
1.618 |
1,345.0 |
1.000 |
1,336.0 |
0.618 |
1,330.4 |
HIGH |
1,321.4 |
0.618 |
1,315.8 |
0.500 |
1,314.1 |
0.382 |
1,312.4 |
LOW |
1,306.8 |
0.618 |
1,297.8 |
1.000 |
1,292.2 |
1.618 |
1,283.2 |
2.618 |
1,268.6 |
4.250 |
1,244.8 |
|
|
Fisher Pivots for day following 20-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,315.5 |
1,308.9 |
PP |
1,314.8 |
1,301.7 |
S1 |
1,314.1 |
1,294.4 |
|