Trading Metrics calculated at close of trading on 27-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,318.7 |
1,317.1 |
-1.6 |
-0.1% |
1,314.9 |
High |
1,320.6 |
1,323.1 |
2.5 |
0.2% |
1,326.6 |
Low |
1,306.8 |
1,313.2 |
6.4 |
0.5% |
1,305.4 |
Close |
1,317.0 |
1,320.0 |
3.0 |
0.2% |
1,320.0 |
Range |
13.8 |
9.9 |
-3.9 |
-28.3% |
21.2 |
ATR |
15.4 |
15.0 |
-0.4 |
-2.6% |
0.0 |
Volume |
134,789 |
104,663 |
-30,126 |
-22.4% |
609,344 |
|
Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.5 |
1,344.1 |
1,325.4 |
|
R3 |
1,338.6 |
1,334.2 |
1,322.7 |
|
R2 |
1,328.7 |
1,328.7 |
1,321.8 |
|
R1 |
1,324.3 |
1,324.3 |
1,320.9 |
1,326.5 |
PP |
1,318.8 |
1,318.8 |
1,318.8 |
1,319.9 |
S1 |
1,314.4 |
1,314.4 |
1,319.1 |
1,316.6 |
S2 |
1,308.9 |
1,308.9 |
1,318.2 |
|
S3 |
1,299.0 |
1,304.5 |
1,317.3 |
|
S4 |
1,289.1 |
1,294.6 |
1,314.6 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.9 |
1,371.7 |
1,331.7 |
|
R3 |
1,359.7 |
1,350.5 |
1,325.8 |
|
R2 |
1,338.5 |
1,338.5 |
1,323.9 |
|
R1 |
1,329.3 |
1,329.3 |
1,321.9 |
1,333.9 |
PP |
1,317.3 |
1,317.3 |
1,317.3 |
1,319.7 |
S1 |
1,308.1 |
1,308.1 |
1,318.1 |
1,312.7 |
S2 |
1,296.1 |
1,296.1 |
1,316.1 |
|
S3 |
1,274.9 |
1,286.9 |
1,314.2 |
|
S4 |
1,253.7 |
1,265.7 |
1,308.3 |
|
|
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% |
13.0 |
1.0% |
69% |
False |
False |
121,868 |
10 |
1,326.6 |
1,258.0 |
68.6 |
5.2% |
16.9 |
1.3% |
90% |
False |
False |
131,411 |
20 |
1,326.6 |
1,240.2 |
86.4 |
6.5% |
13.6 |
1.0% |
92% |
False |
False |
112,499 |
40 |
1,326.6 |
1,240.2 |
86.4 |
6.5% |
14.6 |
1.1% |
92% |
False |
False |
76,972 |
60 |
1,331.0 |
1,240.2 |
90.8 |
6.9% |
14.8 |
1.1% |
88% |
False |
False |
52,727 |
80 |
1,392.0 |
1,240.2 |
151.8 |
11.5% |
15.3 |
1.2% |
53% |
False |
False |
40,262 |
100 |
1,392.0 |
1,240.2 |
151.8 |
11.5% |
15.0 |
1.1% |
53% |
False |
False |
32,503 |
120 |
1,392.0 |
1,221.9 |
170.1 |
12.9% |
14.4 |
1.1% |
58% |
False |
False |
27,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,365.2 |
2.618 |
1,349.0 |
1.618 |
1,339.1 |
1.000 |
1,333.0 |
0.618 |
1,329.2 |
HIGH |
1,323.1 |
0.618 |
1,319.3 |
0.500 |
1,318.2 |
0.382 |
1,317.0 |
LOW |
1,313.2 |
0.618 |
1,307.1 |
1.000 |
1,303.3 |
1.618 |
1,297.2 |
2.618 |
1,287.3 |
4.250 |
1,271.1 |
|
|
Fisher Pivots for day following 27-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,319.4 |
1,318.5 |
PP |
1,318.8 |
1,317.0 |
S1 |
1,318.2 |
1,315.5 |
|