Trading Metrics calculated at close of trading on 26-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,318.9 |
1,318.7 |
-0.2 |
0.0% |
1,276.8 |
High |
1,325.6 |
1,320.6 |
-5.0 |
-0.4% |
1,322.5 |
Low |
1,305.4 |
1,306.8 |
1.4 |
0.1% |
1,258.0 |
Close |
1,322.6 |
1,317.0 |
-5.6 |
-0.4% |
1,316.6 |
Range |
20.2 |
13.8 |
-6.4 |
-31.7% |
64.5 |
ATR |
15.4 |
15.4 |
0.0 |
0.2% |
0.0 |
Volume |
136,623 |
134,789 |
-1,834 |
-1.3% |
704,766 |
|
Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.2 |
1,350.4 |
1,324.6 |
|
R3 |
1,342.4 |
1,336.6 |
1,320.8 |
|
R2 |
1,328.6 |
1,328.6 |
1,319.5 |
|
R1 |
1,322.8 |
1,322.8 |
1,318.3 |
1,318.8 |
PP |
1,314.8 |
1,314.8 |
1,314.8 |
1,312.8 |
S1 |
1,309.0 |
1,309.0 |
1,315.7 |
1,305.0 |
S2 |
1,301.0 |
1,301.0 |
1,314.5 |
|
S3 |
1,287.2 |
1,295.2 |
1,313.2 |
|
S4 |
1,273.4 |
1,281.4 |
1,309.4 |
|
|
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 |
1,305.4 |
21.2 |
1.6% |
14.1 |
1.1% |
55% |
False |
False |
134,493 |
10 |
1,326.6 |
1,258.0 |
68.6 |
5.2% |
16.6 |
1.3% |
86% |
False |
False |
129,307 |
20 |
1,326.6 |
1,240.2 |
86.4 |
6.6% |
14.0 |
1.1% |
89% |
False |
False |
114,093 |
40 |
1,326.6 |
1,240.2 |
86.4 |
6.6% |
14.7 |
1.1% |
89% |
False |
False |
74,565 |
60 |
1,331.0 |
1,240.2 |
90.8 |
6.9% |
14.9 |
1.1% |
85% |
False |
False |
51,020 |
80 |
1,392.0 |
1,240.2 |
151.8 |
11.5% |
15.3 |
1.2% |
51% |
False |
False |
38,967 |
100 |
1,392.0 |
1,240.2 |
151.8 |
11.5% |
15.0 |
1.1% |
51% |
False |
False |
31,471 |
120 |
1,392.0 |
1,221.9 |
170.1 |
12.9% |
14.5 |
1.1% |
56% |
False |
False |
26,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,379.3 |
2.618 |
1,356.7 |
1.618 |
1,342.9 |
1.000 |
1,334.4 |
0.618 |
1,329.1 |
HIGH |
1,320.6 |
0.618 |
1,315.3 |
0.500 |
1,313.7 |
0.382 |
1,312.1 |
LOW |
1,306.8 |
0.618 |
1,298.3 |
1.000 |
1,293.0 |
1.618 |
1,284.5 |
2.618 |
1,270.7 |
4.250 |
1,248.2 |
|
|
Fisher Pivots for day following 26-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,315.9 |
1,316.7 |
PP |
1,314.8 |
1,316.3 |
S1 |
1,313.7 |
1,316.0 |
|