Trading Metrics calculated at close of trading on 19-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
5,345.0 |
5,365.0 |
20.0 |
0.4% |
5,438.0 |
High |
5,362.0 |
5,429.0 |
67.0 |
1.2% |
5,438.0 |
Low |
5,333.0 |
5,360.0 |
27.0 |
0.5% |
5,328.0 |
Close |
5,337.0 |
5,421.0 |
84.0 |
1.6% |
5,360.0 |
Range |
29.0 |
69.0 |
40.0 |
137.9% |
110.0 |
ATR |
32.6 |
36.8 |
4.2 |
13.0% |
0.0 |
Volume |
61,198 |
31,234 |
-29,964 |
-49.0% |
19,223 |
|
Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,610.3 |
5,584.7 |
5,459.0 |
|
R3 |
5,541.3 |
5,515.7 |
5,440.0 |
|
R2 |
5,472.3 |
5,472.3 |
5,433.7 |
|
R1 |
5,446.7 |
5,446.7 |
5,427.3 |
5,459.5 |
PP |
5,403.3 |
5,403.3 |
5,403.3 |
5,409.8 |
S1 |
5,377.7 |
5,377.7 |
5,414.7 |
5,390.5 |
S2 |
5,334.3 |
5,334.3 |
5,408.4 |
|
S3 |
5,265.3 |
5,308.7 |
5,402.0 |
|
S4 |
5,196.3 |
5,239.7 |
5,383.1 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,705.3 |
5,642.7 |
5,420.5 |
|
R3 |
5,595.3 |
5,532.7 |
5,390.3 |
|
R2 |
5,485.3 |
5,485.3 |
5,380.2 |
|
R1 |
5,422.7 |
5,422.7 |
5,370.1 |
5,399.0 |
PP |
5,375.3 |
5,375.3 |
5,375.3 |
5,363.5 |
S1 |
5,312.7 |
5,312.7 |
5,349.9 |
5,289.0 |
S2 |
5,265.3 |
5,265.3 |
5,339.8 |
|
S3 |
5,155.3 |
5,202.7 |
5,329.8 |
|
S4 |
5,045.3 |
5,092.7 |
5,299.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,429.0 |
5,328.0 |
101.0 |
1.9% |
42.2 |
0.8% |
92% |
True |
False |
62,884 |
10 |
5,438.0 |
5,328.0 |
110.0 |
2.0% |
31.5 |
0.6% |
85% |
False |
False |
32,131 |
20 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
26.9 |
0.5% |
52% |
False |
False |
16,132 |
40 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
20.0 |
0.4% |
52% |
False |
False |
8,081 |
60 |
5,508.0 |
5,295.0 |
213.0 |
3.9% |
14.3 |
0.3% |
59% |
False |
False |
5,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,722.3 |
2.618 |
5,609.6 |
1.618 |
5,540.6 |
1.000 |
5,498.0 |
0.618 |
5,471.6 |
HIGH |
5,429.0 |
0.618 |
5,402.6 |
0.500 |
5,394.5 |
0.382 |
5,386.4 |
LOW |
5,360.0 |
0.618 |
5,317.4 |
1.000 |
5,291.0 |
1.618 |
5,248.4 |
2.618 |
5,179.4 |
4.250 |
5,066.8 |
|
|
Fisher Pivots for day following 19-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
5,412.2 |
5,407.7 |
PP |
5,403.3 |
5,394.3 |
S1 |
5,394.5 |
5,381.0 |
|