Trading Metrics calculated at close of trading on 27-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,260.0 |
3,240.0 |
-20.0 |
-0.6% |
3,301.0 |
High |
3,264.0 |
3,247.0 |
-17.0 |
-0.5% |
3,305.0 |
Low |
3,207.0 |
3,216.0 |
9.0 |
0.3% |
3,207.0 |
Close |
3,229.0 |
3,225.0 |
-4.0 |
-0.1% |
3,225.0 |
Range |
57.0 |
31.0 |
-26.0 |
-45.6% |
98.0 |
ATR |
35.2 |
34.9 |
-0.3 |
-0.9% |
0.0 |
Volume |
659,760 |
736,538 |
76,778 |
11.6% |
3,914,845 |
|
Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,322.3 |
3,304.7 |
3,242.1 |
|
R3 |
3,291.3 |
3,273.7 |
3,233.5 |
|
R2 |
3,260.3 |
3,260.3 |
3,230.7 |
|
R1 |
3,242.7 |
3,242.7 |
3,227.8 |
3,236.0 |
PP |
3,229.3 |
3,229.3 |
3,229.3 |
3,226.0 |
S1 |
3,211.7 |
3,211.7 |
3,222.2 |
3,205.0 |
S2 |
3,198.3 |
3,198.3 |
3,219.3 |
|
S3 |
3,167.3 |
3,180.7 |
3,216.5 |
|
S4 |
3,136.3 |
3,149.7 |
3,208.0 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,539.7 |
3,480.3 |
3,278.9 |
|
R3 |
3,441.7 |
3,382.3 |
3,252.0 |
|
R2 |
3,343.7 |
3,343.7 |
3,243.0 |
|
R1 |
3,284.3 |
3,284.3 |
3,234.0 |
3,265.0 |
PP |
3,245.7 |
3,245.7 |
3,245.7 |
3,236.0 |
S1 |
3,186.3 |
3,186.3 |
3,216.0 |
3,167.0 |
S2 |
3,147.7 |
3,147.7 |
3,207.0 |
|
S3 |
3,049.7 |
3,088.3 |
3,198.1 |
|
S4 |
2,951.7 |
2,990.3 |
3,171.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,305.0 |
3,207.0 |
98.0 |
3.0% |
37.8 |
1.2% |
18% |
False |
False |
782,969 |
10 |
3,322.0 |
3,207.0 |
115.0 |
3.6% |
32.5 |
1.0% |
16% |
False |
False |
901,397 |
20 |
3,322.0 |
3,207.0 |
115.0 |
3.6% |
32.1 |
1.0% |
16% |
False |
False |
556,819 |
40 |
3,322.0 |
3,085.0 |
237.0 |
7.3% |
31.8 |
1.0% |
59% |
False |
False |
279,774 |
60 |
3,322.0 |
3,009.0 |
313.0 |
9.7% |
34.4 |
1.1% |
69% |
False |
False |
187,070 |
80 |
3,322.0 |
2,910.0 |
412.0 |
12.8% |
34.8 |
1.1% |
76% |
False |
False |
140,352 |
100 |
3,322.0 |
2,892.0 |
430.0 |
13.3% |
31.4 |
1.0% |
77% |
False |
False |
112,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,378.8 |
2.618 |
3,328.2 |
1.618 |
3,297.2 |
1.000 |
3,278.0 |
0.618 |
3,266.2 |
HIGH |
3,247.0 |
0.618 |
3,235.2 |
0.500 |
3,231.5 |
0.382 |
3,227.8 |
LOW |
3,216.0 |
0.618 |
3,196.8 |
1.000 |
3,185.0 |
1.618 |
3,165.8 |
2.618 |
3,134.8 |
4.250 |
3,084.3 |
|
|
Fisher Pivots for day following 27-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,231.5 |
3,240.0 |
PP |
3,229.3 |
3,235.0 |
S1 |
3,227.2 |
3,230.0 |
|