Trading Metrics calculated at close of trading on 30-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,317.1 |
1,316.8 |
-0.3 |
0.0% |
1,314.9 |
High |
1,323.1 |
1,330.4 |
7.3 |
0.6% |
1,326.6 |
Low |
1,313.2 |
1,311.0 |
-2.2 |
-0.2% |
1,305.4 |
Close |
1,320.0 |
1,322.0 |
2.0 |
0.2% |
1,320.0 |
Range |
9.9 |
19.4 |
9.5 |
96.0% |
21.2 |
ATR |
15.0 |
15.4 |
0.3 |
2.1% |
0.0 |
Volume |
104,663 |
127,612 |
22,949 |
21.9% |
609,344 |
|
Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.3 |
1,370.1 |
1,332.7 |
|
R3 |
1,359.9 |
1,350.7 |
1,327.3 |
|
R2 |
1,340.5 |
1,340.5 |
1,325.6 |
|
R1 |
1,331.3 |
1,331.3 |
1,323.8 |
1,335.9 |
PP |
1,321.1 |
1,321.1 |
1,321.1 |
1,323.5 |
S1 |
1,311.9 |
1,311.9 |
1,320.2 |
1,316.5 |
S2 |
1,301.7 |
1,301.7 |
1,318.4 |
|
S3 |
1,282.3 |
1,292.5 |
1,316.7 |
|
S4 |
1,262.9 |
1,273.1 |
1,311.3 |
|
|
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 |
1,330.4 |
1,305.4 |
25.0 |
1.9% |
15.1 |
1.1% |
66% |
True |
False |
125,512 |
10 |
1,330.4 |
1,258.0 |
72.4 |
5.5% |
17.4 |
1.3% |
88% |
True |
False |
134,347 |
20 |
1,330.4 |
1,240.2 |
90.2 |
6.8% |
14.1 |
1.1% |
91% |
True |
False |
114,309 |
40 |
1,330.4 |
1,240.2 |
90.2 |
6.8% |
14.3 |
1.1% |
91% |
True |
False |
79,975 |
60 |
1,331.0 |
1,240.2 |
90.8 |
6.9% |
15.0 |
1.1% |
90% |
False |
False |
54,813 |
80 |
1,392.0 |
1,240.2 |
151.8 |
11.5% |
15.3 |
1.2% |
54% |
False |
False |
41,845 |
100 |
1,392.0 |
1,240.2 |
151.8 |
11.5% |
15.0 |
1.1% |
54% |
False |
False |
33,769 |
120 |
1,392.0 |
1,221.9 |
170.1 |
12.9% |
14.5 |
1.1% |
59% |
False |
False |
28,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,412.9 |
2.618 |
1,381.2 |
1.618 |
1,361.8 |
1.000 |
1,349.8 |
0.618 |
1,342.4 |
HIGH |
1,330.4 |
0.618 |
1,323.0 |
0.500 |
1,320.7 |
0.382 |
1,318.4 |
LOW |
1,311.0 |
0.618 |
1,299.0 |
1.000 |
1,291.6 |
1.618 |
1,279.6 |
2.618 |
1,260.2 |
4.250 |
1,228.6 |
|
|
Fisher Pivots for day following 30-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,321.6 |
1,320.9 |
PP |
1,321.1 |
1,319.7 |
S1 |
1,320.7 |
1,318.6 |
|