Trading Metrics calculated at close of trading on 25-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,318.1 |
1,318.9 |
0.8 |
0.1% |
1,276.8 |
High |
1,326.6 |
1,325.6 |
-1.0 |
-0.1% |
1,322.5 |
Low |
1,314.5 |
1,305.4 |
-9.1 |
-0.7% |
1,258.0 |
Close |
1,321.3 |
1,322.6 |
1.3 |
0.1% |
1,316.6 |
Range |
12.1 |
20.2 |
8.1 |
66.9% |
64.5 |
ATR |
15.0 |
15.4 |
0.4 |
2.4% |
0.0 |
Volume |
123,877 |
136,623 |
12,746 |
10.3% |
704,766 |
|
Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,378.5 |
1,370.7 |
1,333.7 |
|
R3 |
1,358.3 |
1,350.5 |
1,328.2 |
|
R2 |
1,338.1 |
1,338.1 |
1,326.3 |
|
R1 |
1,330.3 |
1,330.3 |
1,324.5 |
1,334.2 |
PP |
1,317.9 |
1,317.9 |
1,317.9 |
1,319.8 |
S1 |
1,310.1 |
1,310.1 |
1,320.7 |
1,314.0 |
S2 |
1,297.7 |
1,297.7 |
1,318.9 |
|
S3 |
1,277.5 |
1,289.9 |
1,317.0 |
|
S4 |
1,257.3 |
1,269.7 |
1,311.5 |
|
|
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 |
1,276.2 |
50.4 |
3.8% |
20.5 |
1.5% |
92% |
False |
False |
155,134 |
10 |
1,326.6 |
1,258.0 |
68.6 |
5.2% |
16.7 |
1.3% |
94% |
False |
False |
127,570 |
20 |
1,326.6 |
1,240.2 |
86.4 |
6.5% |
13.8 |
1.0% |
95% |
False |
False |
114,365 |
40 |
1,326.6 |
1,240.2 |
86.4 |
6.5% |
14.7 |
1.1% |
95% |
False |
False |
71,266 |
60 |
1,331.0 |
1,240.2 |
90.8 |
6.9% |
14.9 |
1.1% |
91% |
False |
False |
48,802 |
80 |
1,392.0 |
1,240.2 |
151.8 |
11.5% |
15.3 |
1.2% |
54% |
False |
False |
37,295 |
100 |
1,392.0 |
1,240.2 |
151.8 |
11.5% |
15.1 |
1.1% |
54% |
False |
False |
30,129 |
120 |
1,392.0 |
1,221.9 |
170.1 |
12.9% |
14.5 |
1.1% |
59% |
False |
False |
25,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,411.5 |
2.618 |
1,378.5 |
1.618 |
1,358.3 |
1.000 |
1,345.8 |
0.618 |
1,338.1 |
HIGH |
1,325.6 |
0.618 |
1,317.9 |
0.500 |
1,315.5 |
0.382 |
1,313.1 |
LOW |
1,305.4 |
0.618 |
1,292.9 |
1.000 |
1,285.2 |
1.618 |
1,272.7 |
2.618 |
1,252.5 |
4.250 |
1,219.6 |
|
|
Fisher Pivots for day following 25-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,320.2 |
1,320.4 |
PP |
1,317.9 |
1,318.2 |
S1 |
1,315.5 |
1,316.0 |
|