Trading Metrics calculated at close of trading on 24-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,314.9 |
1,318.1 |
3.2 |
0.2% |
1,276.8 |
High |
1,319.2 |
1,326.6 |
7.4 |
0.6% |
1,322.5 |
Low |
1,310.4 |
1,314.5 |
4.1 |
0.3% |
1,258.0 |
Close |
1,318.4 |
1,321.3 |
2.9 |
0.2% |
1,316.6 |
Range |
8.8 |
12.1 |
3.3 |
37.5% |
64.5 |
ATR |
15.3 |
15.0 |
-0.2 |
-1.5% |
0.0 |
Volume |
109,392 |
123,877 |
14,485 |
13.2% |
704,766 |
|
Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,357.1 |
1,351.3 |
1,328.0 |
|
R3 |
1,345.0 |
1,339.2 |
1,324.6 |
|
R2 |
1,332.9 |
1,332.9 |
1,323.5 |
|
R1 |
1,327.1 |
1,327.1 |
1,322.4 |
1,330.0 |
PP |
1,320.8 |
1,320.8 |
1,320.8 |
1,322.3 |
S1 |
1,315.0 |
1,315.0 |
1,320.2 |
1,317.9 |
S2 |
1,308.7 |
1,308.7 |
1,319.1 |
|
S3 |
1,296.6 |
1,302.9 |
1,318.0 |
|
S4 |
1,284.5 |
1,290.8 |
1,314.6 |
|
|
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 |
1,326.6 |
1,266.5 |
60.1 |
4.5% |
19.0 |
1.4% |
91% |
True |
False |
145,392 |
10 |
1,326.6 |
1,257.9 |
68.7 |
5.2% |
15.5 |
1.2% |
92% |
True |
False |
121,611 |
20 |
1,326.6 |
1,240.2 |
86.4 |
6.5% |
13.4 |
1.0% |
94% |
True |
False |
114,252 |
40 |
1,326.6 |
1,240.2 |
86.4 |
6.5% |
14.5 |
1.1% |
94% |
True |
False |
67,978 |
60 |
1,331.0 |
1,240.2 |
90.8 |
6.9% |
14.8 |
1.1% |
89% |
False |
False |
46,553 |
80 |
1,392.0 |
1,240.2 |
151.8 |
11.5% |
15.3 |
1.2% |
53% |
False |
False |
35,605 |
100 |
1,392.0 |
1,240.2 |
151.8 |
11.5% |
15.0 |
1.1% |
53% |
False |
False |
28,800 |
120 |
1,392.0 |
1,215.2 |
176.8 |
13.4% |
14.4 |
1.1% |
60% |
False |
False |
24,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,378.0 |
2.618 |
1,358.3 |
1.618 |
1,346.2 |
1.000 |
1,338.7 |
0.618 |
1,334.1 |
HIGH |
1,326.6 |
0.618 |
1,322.0 |
0.500 |
1,320.6 |
0.382 |
1,319.1 |
LOW |
1,314.5 |
0.618 |
1,307.0 |
1.000 |
1,302.4 |
1.618 |
1,294.9 |
2.618 |
1,282.8 |
4.250 |
1,263.1 |
|
|
Fisher Pivots for day following 24-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,321.1 |
1,319.8 |
PP |
1,320.8 |
1,318.3 |
S1 |
1,320.6 |
1,316.9 |
|