Trading Metrics calculated at close of trading on 20-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
5,365.0 |
5,405.0 |
40.0 |
0.7% |
5,357.0 |
High |
5,429.0 |
5,417.0 |
-12.0 |
-0.2% |
5,429.0 |
Low |
5,360.0 |
5,366.0 |
6.0 |
0.1% |
5,333.0 |
Close |
5,421.0 |
5,380.0 |
-41.0 |
-0.8% |
5,380.0 |
Range |
69.0 |
51.0 |
-18.0 |
-26.1% |
96.0 |
ATR |
36.8 |
38.1 |
1.3 |
3.5% |
0.0 |
Volume |
31,234 |
24,908 |
-6,326 |
-20.3% |
326,847 |
|
Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,540.7 |
5,511.3 |
5,408.1 |
|
R3 |
5,489.7 |
5,460.3 |
5,394.0 |
|
R2 |
5,438.7 |
5,438.7 |
5,389.4 |
|
R1 |
5,409.3 |
5,409.3 |
5,384.7 |
5,398.5 |
PP |
5,387.7 |
5,387.7 |
5,387.7 |
5,382.3 |
S1 |
5,358.3 |
5,358.3 |
5,375.3 |
5,347.5 |
S2 |
5,336.7 |
5,336.7 |
5,370.7 |
|
S3 |
5,285.7 |
5,307.3 |
5,366.0 |
|
S4 |
5,234.7 |
5,256.3 |
5,352.0 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,668.7 |
5,620.3 |
5,432.8 |
|
R3 |
5,572.7 |
5,524.3 |
5,406.4 |
|
R2 |
5,476.7 |
5,476.7 |
5,397.6 |
|
R1 |
5,428.3 |
5,428.3 |
5,388.8 |
5,452.5 |
PP |
5,380.7 |
5,380.7 |
5,380.7 |
5,392.8 |
S1 |
5,332.3 |
5,332.3 |
5,371.2 |
5,356.5 |
S2 |
5,284.7 |
5,284.7 |
5,362.4 |
|
S3 |
5,188.7 |
5,236.3 |
5,353.6 |
|
S4 |
5,092.7 |
5,140.3 |
5,327.2 |
|
|
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 |
5,333.0 |
96.0 |
1.8% |
45.0 |
0.8% |
49% |
False |
False |
65,369 |
10 |
5,438.0 |
5,328.0 |
110.0 |
2.0% |
32.9 |
0.6% |
47% |
False |
False |
34,616 |
20 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
27.7 |
0.5% |
29% |
False |
False |
17,373 |
40 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
20.9 |
0.4% |
29% |
False |
False |
8,703 |
60 |
5,508.0 |
5,302.0 |
206.0 |
3.8% |
15.2 |
0.3% |
38% |
False |
False |
5,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,633.8 |
2.618 |
5,550.5 |
1.618 |
5,499.5 |
1.000 |
5,468.0 |
0.618 |
5,448.5 |
HIGH |
5,417.0 |
0.618 |
5,397.5 |
0.500 |
5,391.5 |
0.382 |
5,385.5 |
LOW |
5,366.0 |
0.618 |
5,334.5 |
1.000 |
5,315.0 |
1.618 |
5,283.5 |
2.618 |
5,232.5 |
4.250 |
5,149.3 |
|
|
Fisher Pivots for day following 20-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
5,391.5 |
5,381.0 |
PP |
5,387.7 |
5,380.7 |
S1 |
5,383.8 |
5,380.3 |
|