Trading Metrics calculated at close of trading on 26-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,263.0 |
3,260.0 |
-3.0 |
-0.1% |
3,261.0 |
High |
3,273.0 |
3,264.0 |
-9.0 |
-0.3% |
3,322.0 |
Low |
3,240.0 |
3,207.0 |
-33.0 |
-1.0% |
3,249.0 |
Close |
3,254.0 |
3,229.0 |
-25.0 |
-0.8% |
3,300.0 |
Range |
33.0 |
57.0 |
24.0 |
72.7% |
73.0 |
ATR |
33.6 |
35.2 |
1.7 |
5.0% |
0.0 |
Volume |
942,611 |
659,760 |
-282,851 |
-30.0% |
5,099,128 |
|
Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,404.3 |
3,373.7 |
3,260.4 |
|
R3 |
3,347.3 |
3,316.7 |
3,244.7 |
|
R2 |
3,290.3 |
3,290.3 |
3,239.5 |
|
R1 |
3,259.7 |
3,259.7 |
3,234.2 |
3,246.5 |
PP |
3,233.3 |
3,233.3 |
3,233.3 |
3,226.8 |
S1 |
3,202.7 |
3,202.7 |
3,223.8 |
3,189.5 |
S2 |
3,176.3 |
3,176.3 |
3,218.6 |
|
S3 |
3,119.3 |
3,145.7 |
3,213.3 |
|
S4 |
3,062.3 |
3,088.7 |
3,197.7 |
|
|
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 |
3,318.0 |
3,207.0 |
111.0 |
3.4% |
37.2 |
1.2% |
20% |
False |
True |
791,117 |
10 |
3,322.0 |
3,207.0 |
115.0 |
3.6% |
33.3 |
1.0% |
19% |
False |
True |
913,624 |
20 |
3,322.0 |
3,207.0 |
115.0 |
3.6% |
31.5 |
1.0% |
19% |
False |
True |
520,241 |
40 |
3,322.0 |
3,085.0 |
237.0 |
7.3% |
31.6 |
1.0% |
61% |
False |
False |
261,369 |
60 |
3,322.0 |
3,009.0 |
313.0 |
9.7% |
34.2 |
1.1% |
70% |
False |
False |
174,797 |
80 |
3,322.0 |
2,910.0 |
412.0 |
12.8% |
35.0 |
1.1% |
77% |
False |
False |
131,146 |
100 |
3,322.0 |
2,866.0 |
456.0 |
14.1% |
31.3 |
1.0% |
80% |
False |
False |
104,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,506.3 |
2.618 |
3,413.2 |
1.618 |
3,356.2 |
1.000 |
3,321.0 |
0.618 |
3,299.2 |
HIGH |
3,264.0 |
0.618 |
3,242.2 |
0.500 |
3,235.5 |
0.382 |
3,228.8 |
LOW |
3,207.0 |
0.618 |
3,171.8 |
1.000 |
3,150.0 |
1.618 |
3,114.8 |
2.618 |
3,057.8 |
4.250 |
2,964.8 |
|
|
Fisher Pivots for day following 26-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,235.5 |
3,248.5 |
PP |
3,233.3 |
3,242.0 |
S1 |
3,231.2 |
3,235.5 |
|