Trading Metrics calculated at close of trading on 30-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,240.0 |
3,235.0 |
-5.0 |
-0.2% |
3,301.0 |
High |
3,247.0 |
3,245.0 |
-2.0 |
-0.1% |
3,305.0 |
Low |
3,216.0 |
3,207.0 |
-9.0 |
-0.3% |
3,207.0 |
Close |
3,225.0 |
3,232.0 |
7.0 |
0.2% |
3,225.0 |
Range |
31.0 |
38.0 |
7.0 |
22.6% |
98.0 |
ATR |
34.9 |
35.2 |
0.2 |
0.6% |
0.0 |
Volume |
736,538 |
630,914 |
-105,624 |
-14.3% |
3,914,845 |
|
Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,342.0 |
3,325.0 |
3,252.9 |
|
R3 |
3,304.0 |
3,287.0 |
3,242.5 |
|
R2 |
3,266.0 |
3,266.0 |
3,239.0 |
|
R1 |
3,249.0 |
3,249.0 |
3,235.5 |
3,238.5 |
PP |
3,228.0 |
3,228.0 |
3,228.0 |
3,222.8 |
S1 |
3,211.0 |
3,211.0 |
3,228.5 |
3,200.5 |
S2 |
3,190.0 |
3,190.0 |
3,225.0 |
|
S3 |
3,152.0 |
3,173.0 |
3,221.6 |
|
S4 |
3,114.0 |
3,135.0 |
3,211.1 |
|
|
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 |
3,290.0 |
3,207.0 |
83.0 |
2.6% |
37.4 |
1.2% |
30% |
False |
True |
777,088 |
10 |
3,322.0 |
3,207.0 |
115.0 |
3.6% |
34.2 |
1.1% |
22% |
False |
True |
845,681 |
20 |
3,322.0 |
3,207.0 |
115.0 |
3.6% |
33.0 |
1.0% |
22% |
False |
True |
582,452 |
40 |
3,322.0 |
3,092.0 |
230.0 |
7.1% |
31.6 |
1.0% |
61% |
False |
False |
295,536 |
60 |
3,322.0 |
3,009.0 |
313.0 |
9.7% |
34.8 |
1.1% |
71% |
False |
False |
197,585 |
80 |
3,322.0 |
2,910.0 |
412.0 |
12.7% |
35.2 |
1.1% |
78% |
False |
False |
148,239 |
100 |
3,322.0 |
2,908.0 |
414.0 |
12.8% |
31.7 |
1.0% |
78% |
False |
False |
118,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,406.5 |
2.618 |
3,344.5 |
1.618 |
3,306.5 |
1.000 |
3,283.0 |
0.618 |
3,268.5 |
HIGH |
3,245.0 |
0.618 |
3,230.5 |
0.500 |
3,226.0 |
0.382 |
3,221.5 |
LOW |
3,207.0 |
0.618 |
3,183.5 |
1.000 |
3,169.0 |
1.618 |
3,145.5 |
2.618 |
3,107.5 |
4.250 |
3,045.5 |
|
|
Fisher Pivots for day following 30-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,230.0 |
3,235.5 |
PP |
3,228.0 |
3,234.3 |
S1 |
3,226.0 |
3,233.2 |
|