Trading Metrics calculated at close of trading on 24-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,301.0 |
3,282.0 |
-19.0 |
-0.6% |
3,261.0 |
High |
3,305.0 |
3,290.0 |
-15.0 |
-0.5% |
3,322.0 |
Low |
3,265.0 |
3,262.0 |
-3.0 |
-0.1% |
3,249.0 |
Close |
3,280.0 |
3,283.0 |
3.0 |
0.1% |
3,300.0 |
Range |
40.0 |
28.0 |
-12.0 |
-30.0% |
73.0 |
ATR |
33.2 |
32.8 |
-0.4 |
-1.1% |
0.0 |
Volume |
660,316 |
915,620 |
255,304 |
38.7% |
5,099,128 |
|
Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,362.3 |
3,350.7 |
3,298.4 |
|
R3 |
3,334.3 |
3,322.7 |
3,290.7 |
|
R2 |
3,306.3 |
3,306.3 |
3,288.1 |
|
R1 |
3,294.7 |
3,294.7 |
3,285.6 |
3,300.5 |
PP |
3,278.3 |
3,278.3 |
3,278.3 |
3,281.3 |
S1 |
3,266.7 |
3,266.7 |
3,280.4 |
3,272.5 |
S2 |
3,250.3 |
3,250.3 |
3,277.9 |
|
S3 |
3,222.3 |
3,238.7 |
3,275.3 |
|
S4 |
3,194.3 |
3,210.7 |
3,267.6 |
|
|
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 |
3,262.0 |
60.0 |
1.8% |
30.4 |
0.9% |
35% |
False |
True |
792,280 |
10 |
3,322.0 |
3,249.0 |
73.0 |
2.2% |
30.6 |
0.9% |
47% |
False |
False |
819,677 |
20 |
3,322.0 |
3,213.0 |
109.0 |
3.3% |
28.4 |
0.9% |
64% |
False |
False |
440,849 |
40 |
3,322.0 |
3,085.0 |
237.0 |
7.2% |
30.9 |
0.9% |
84% |
False |
False |
221,570 |
60 |
3,322.0 |
3,009.0 |
313.0 |
9.5% |
33.7 |
1.0% |
88% |
False |
False |
148,096 |
80 |
3,322.0 |
2,910.0 |
412.0 |
12.5% |
34.7 |
1.1% |
91% |
False |
False |
111,117 |
100 |
3,322.0 |
2,866.0 |
456.0 |
13.9% |
31.5 |
1.0% |
91% |
False |
False |
88,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,409.0 |
2.618 |
3,363.3 |
1.618 |
3,335.3 |
1.000 |
3,318.0 |
0.618 |
3,307.3 |
HIGH |
3,290.0 |
0.618 |
3,279.3 |
0.500 |
3,276.0 |
0.382 |
3,272.7 |
LOW |
3,262.0 |
0.618 |
3,244.7 |
1.000 |
3,234.0 |
1.618 |
3,216.7 |
2.618 |
3,188.7 |
4.250 |
3,143.0 |
|
|
Fisher Pivots for day following 24-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,280.7 |
3,290.0 |
PP |
3,278.3 |
3,287.7 |
S1 |
3,276.0 |
3,285.3 |
|