Trading Metrics calculated at close of trading on 23-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,309.0 |
3,301.0 |
-8.0 |
-0.2% |
3,261.0 |
High |
3,318.0 |
3,305.0 |
-13.0 |
-0.4% |
3,322.0 |
Low |
3,290.0 |
3,265.0 |
-25.0 |
-0.8% |
3,249.0 |
Close |
3,300.0 |
3,280.0 |
-20.0 |
-0.6% |
3,300.0 |
Range |
28.0 |
40.0 |
12.0 |
42.9% |
73.0 |
ATR |
32.7 |
33.2 |
0.5 |
1.6% |
0.0 |
Volume |
777,281 |
660,316 |
-116,965 |
-15.0% |
5,099,128 |
|
Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,403.3 |
3,381.7 |
3,302.0 |
|
R3 |
3,363.3 |
3,341.7 |
3,291.0 |
|
R2 |
3,323.3 |
3,323.3 |
3,287.3 |
|
R1 |
3,301.7 |
3,301.7 |
3,283.7 |
3,292.5 |
PP |
3,283.3 |
3,283.3 |
3,283.3 |
3,278.8 |
S1 |
3,261.7 |
3,261.7 |
3,276.3 |
3,252.5 |
S2 |
3,243.3 |
3,243.3 |
3,272.7 |
|
S3 |
3,203.3 |
3,221.7 |
3,269.0 |
|
S4 |
3,163.3 |
3,181.7 |
3,258.0 |
|
|
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% |
31.0 |
0.9% |
42% |
False |
False |
914,275 |
10 |
3,322.0 |
3,249.0 |
73.0 |
2.2% |
29.7 |
0.9% |
42% |
False |
False |
741,914 |
20 |
3,322.0 |
3,213.0 |
109.0 |
3.3% |
28.0 |
0.9% |
61% |
False |
False |
395,422 |
40 |
3,322.0 |
3,077.0 |
245.0 |
7.5% |
31.1 |
0.9% |
83% |
False |
False |
198,684 |
60 |
3,322.0 |
3,009.0 |
313.0 |
9.5% |
33.6 |
1.0% |
87% |
False |
False |
132,836 |
80 |
3,322.0 |
2,910.0 |
412.0 |
12.6% |
34.5 |
1.1% |
90% |
False |
False |
99,671 |
100 |
3,322.0 |
2,866.0 |
456.0 |
13.9% |
31.4 |
1.0% |
91% |
False |
False |
79,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,475.0 |
2.618 |
3,409.7 |
1.618 |
3,369.7 |
1.000 |
3,345.0 |
0.618 |
3,329.7 |
HIGH |
3,305.0 |
0.618 |
3,289.7 |
0.500 |
3,285.0 |
0.382 |
3,280.3 |
LOW |
3,265.0 |
0.618 |
3,240.3 |
1.000 |
3,225.0 |
1.618 |
3,200.3 |
2.618 |
3,160.3 |
4.250 |
3,095.0 |
|
|
Fisher Pivots for day following 23-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,285.0 |
3,293.5 |
PP |
3,283.3 |
3,289.0 |
S1 |
3,281.7 |
3,284.5 |
|