Trading Metrics calculated at close of trading on 25-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,282.0 |
3,263.0 |
-19.0 |
-0.6% |
3,261.0 |
High |
3,290.0 |
3,273.0 |
-17.0 |
-0.5% |
3,322.0 |
Low |
3,262.0 |
3,240.0 |
-22.0 |
-0.7% |
3,249.0 |
Close |
3,283.0 |
3,254.0 |
-29.0 |
-0.9% |
3,300.0 |
Range |
28.0 |
33.0 |
5.0 |
17.9% |
73.0 |
ATR |
32.8 |
33.6 |
0.7 |
2.2% |
0.0 |
Volume |
915,620 |
942,611 |
26,991 |
2.9% |
5,099,128 |
|
Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,354.7 |
3,337.3 |
3,272.2 |
|
R3 |
3,321.7 |
3,304.3 |
3,263.1 |
|
R2 |
3,288.7 |
3,288.7 |
3,260.1 |
|
R1 |
3,271.3 |
3,271.3 |
3,257.0 |
3,263.5 |
PP |
3,255.7 |
3,255.7 |
3,255.7 |
3,251.8 |
S1 |
3,238.3 |
3,238.3 |
3,251.0 |
3,230.5 |
S2 |
3,222.7 |
3,222.7 |
3,248.0 |
|
S3 |
3,189.7 |
3,205.3 |
3,244.9 |
|
S4 |
3,156.7 |
3,172.3 |
3,235.9 |
|
|
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 |
3,240.0 |
82.0 |
2.5% |
30.2 |
0.9% |
17% |
False |
True |
815,886 |
10 |
3,322.0 |
3,240.0 |
82.0 |
2.5% |
30.8 |
0.9% |
17% |
False |
True |
886,136 |
20 |
3,322.0 |
3,213.0 |
109.0 |
3.3% |
29.3 |
0.9% |
38% |
False |
False |
487,421 |
40 |
3,322.0 |
3,085.0 |
237.0 |
7.3% |
30.7 |
0.9% |
71% |
False |
False |
245,129 |
60 |
3,322.0 |
3,009.0 |
313.0 |
9.6% |
33.7 |
1.0% |
78% |
False |
False |
163,803 |
80 |
3,322.0 |
2,910.0 |
412.0 |
12.7% |
34.8 |
1.1% |
83% |
False |
False |
122,899 |
100 |
3,322.0 |
2,866.0 |
456.0 |
14.0% |
31.4 |
1.0% |
85% |
False |
False |
98,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,413.3 |
2.618 |
3,359.4 |
1.618 |
3,326.4 |
1.000 |
3,306.0 |
0.618 |
3,293.4 |
HIGH |
3,273.0 |
0.618 |
3,260.4 |
0.500 |
3,256.5 |
0.382 |
3,252.6 |
LOW |
3,240.0 |
0.618 |
3,219.6 |
1.000 |
3,207.0 |
1.618 |
3,186.6 |
2.618 |
3,153.6 |
4.250 |
3,099.8 |
|
|
Fisher Pivots for day following 25-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,256.5 |
3,272.5 |
PP |
3,255.7 |
3,266.3 |
S1 |
3,254.8 |
3,260.2 |
|