Trading Metrics calculated at close of trading on 23-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,320.3 |
1,314.9 |
-5.4 |
-0.4% |
1,276.8 |
High |
1,322.5 |
1,319.2 |
-3.3 |
-0.2% |
1,322.5 |
Low |
1,307.1 |
1,310.4 |
3.3 |
0.3% |
1,258.0 |
Close |
1,316.6 |
1,318.4 |
1.8 |
0.1% |
1,316.6 |
Range |
15.4 |
8.8 |
-6.6 |
-42.9% |
64.5 |
ATR |
15.8 |
15.3 |
-0.5 |
-3.2% |
0.0 |
Volume |
167,785 |
109,392 |
-58,393 |
-34.8% |
704,766 |
|
Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,342.4 |
1,339.2 |
1,323.2 |
|
R3 |
1,333.6 |
1,330.4 |
1,320.8 |
|
R2 |
1,324.8 |
1,324.8 |
1,320.0 |
|
R1 |
1,321.6 |
1,321.6 |
1,319.2 |
1,323.2 |
PP |
1,316.0 |
1,316.0 |
1,316.0 |
1,316.8 |
S1 |
1,312.8 |
1,312.8 |
1,317.6 |
1,314.4 |
S2 |
1,307.2 |
1,307.2 |
1,316.8 |
|
S3 |
1,298.4 |
1,304.0 |
1,316.0 |
|
S4 |
1,289.6 |
1,295.2 |
1,313.6 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,492.5 |
1,469.1 |
1,352.1 |
|
R3 |
1,428.0 |
1,404.6 |
1,334.3 |
|
R2 |
1,363.5 |
1,363.5 |
1,328.4 |
|
R1 |
1,340.1 |
1,340.1 |
1,322.5 |
1,351.8 |
PP |
1,299.0 |
1,299.0 |
1,299.0 |
1,304.9 |
S1 |
1,275.6 |
1,275.6 |
1,310.7 |
1,287.3 |
S2 |
1,234.5 |
1,234.5 |
1,304.8 |
|
S3 |
1,170.0 |
1,211.1 |
1,298.9 |
|
S4 |
1,105.5 |
1,146.6 |
1,281.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,322.5 |
1,258.0 |
64.5 |
4.9% |
19.6 |
1.5% |
94% |
False |
False |
143,182 |
10 |
1,322.5 |
1,250.1 |
72.4 |
5.5% |
15.6 |
1.2% |
94% |
False |
False |
119,931 |
20 |
1,322.5 |
1,240.2 |
82.3 |
6.2% |
14.3 |
1.1% |
95% |
False |
False |
112,572 |
40 |
1,322.5 |
1,240.2 |
82.3 |
6.2% |
14.6 |
1.1% |
95% |
False |
False |
64,965 |
60 |
1,331.0 |
1,240.2 |
90.8 |
6.9% |
14.8 |
1.1% |
86% |
False |
False |
44,567 |
80 |
1,392.0 |
1,240.2 |
151.8 |
11.5% |
15.3 |
1.2% |
52% |
False |
False |
34,087 |
100 |
1,392.0 |
1,240.2 |
151.8 |
11.5% |
15.1 |
1.1% |
52% |
False |
False |
27,610 |
120 |
1,392.0 |
1,187.2 |
204.8 |
15.5% |
14.6 |
1.1% |
64% |
False |
False |
23,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,356.6 |
2.618 |
1,342.2 |
1.618 |
1,333.4 |
1.000 |
1,328.0 |
0.618 |
1,324.6 |
HIGH |
1,319.2 |
0.618 |
1,315.8 |
0.500 |
1,314.8 |
0.382 |
1,313.8 |
LOW |
1,310.4 |
0.618 |
1,305.0 |
1.000 |
1,301.6 |
1.618 |
1,296.2 |
2.618 |
1,287.4 |
4.250 |
1,273.0 |
|
|
Fisher Pivots for day following 23-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,317.2 |
1,312.1 |
PP |
1,316.0 |
1,305.7 |
S1 |
1,314.8 |
1,299.4 |
|