Trading Metrics calculated at close of trading on 20-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,301.0 |
3,309.0 |
8.0 |
0.2% |
3,261.0 |
High |
3,322.0 |
3,318.0 |
-4.0 |
-0.1% |
3,322.0 |
Low |
3,300.0 |
3,290.0 |
-10.0 |
-0.3% |
3,249.0 |
Close |
3,311.0 |
3,300.0 |
-11.0 |
-0.3% |
3,300.0 |
Range |
22.0 |
28.0 |
6.0 |
27.3% |
73.0 |
ATR |
33.1 |
32.7 |
-0.4 |
-1.1% |
0.0 |
Volume |
783,605 |
777,281 |
-6,324 |
-0.8% |
5,099,128 |
|
Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,386.7 |
3,371.3 |
3,315.4 |
|
R3 |
3,358.7 |
3,343.3 |
3,307.7 |
|
R2 |
3,330.7 |
3,330.7 |
3,305.1 |
|
R1 |
3,315.3 |
3,315.3 |
3,302.6 |
3,309.0 |
PP |
3,302.7 |
3,302.7 |
3,302.7 |
3,299.5 |
S1 |
3,287.3 |
3,287.3 |
3,297.4 |
3,281.0 |
S2 |
3,274.7 |
3,274.7 |
3,294.9 |
|
S3 |
3,246.7 |
3,259.3 |
3,292.3 |
|
S4 |
3,218.7 |
3,231.3 |
3,284.6 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,509.3 |
3,477.7 |
3,340.2 |
|
R3 |
3,436.3 |
3,404.7 |
3,320.1 |
|
R2 |
3,363.3 |
3,363.3 |
3,313.4 |
|
R1 |
3,331.7 |
3,331.7 |
3,306.7 |
3,347.5 |
PP |
3,290.3 |
3,290.3 |
3,290.3 |
3,298.3 |
S1 |
3,258.7 |
3,258.7 |
3,293.3 |
3,274.5 |
S2 |
3,217.3 |
3,217.3 |
3,286.6 |
|
S3 |
3,144.3 |
3,185.7 |
3,279.9 |
|
S4 |
3,071.3 |
3,112.7 |
3,259.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,322.0 |
3,249.0 |
73.0 |
2.2% |
27.2 |
0.8% |
70% |
False |
False |
1,019,825 |
10 |
3,322.0 |
3,249.0 |
73.0 |
2.2% |
28.5 |
0.9% |
70% |
False |
False |
687,597 |
20 |
3,322.0 |
3,196.0 |
126.0 |
3.8% |
27.6 |
0.8% |
83% |
False |
False |
362,653 |
40 |
3,322.0 |
3,075.0 |
247.0 |
7.5% |
31.1 |
0.9% |
91% |
False |
False |
182,519 |
60 |
3,322.0 |
3,009.0 |
313.0 |
9.5% |
33.5 |
1.0% |
93% |
False |
False |
121,837 |
80 |
3,322.0 |
2,910.0 |
412.0 |
12.5% |
34.2 |
1.0% |
95% |
False |
False |
91,417 |
100 |
3,322.0 |
2,866.0 |
456.0 |
13.8% |
31.9 |
1.0% |
95% |
False |
False |
73,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,437.0 |
2.618 |
3,391.3 |
1.618 |
3,363.3 |
1.000 |
3,346.0 |
0.618 |
3,335.3 |
HIGH |
3,318.0 |
0.618 |
3,307.3 |
0.500 |
3,304.0 |
0.382 |
3,300.7 |
LOW |
3,290.0 |
0.618 |
3,272.7 |
1.000 |
3,262.0 |
1.618 |
3,244.7 |
2.618 |
3,216.7 |
4.250 |
3,171.0 |
|
|
Fisher Pivots for day following 20-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,304.0 |
3,298.3 |
PP |
3,302.7 |
3,296.7 |
S1 |
3,301.3 |
3,295.0 |
|