Trading Metrics calculated at close of trading on 23-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
5,405.0 |
5,392.0 |
-13.0 |
-0.2% |
5,357.0 |
High |
5,417.0 |
5,428.0 |
11.0 |
0.2% |
5,429.0 |
Low |
5,366.0 |
5,391.0 |
25.0 |
0.5% |
5,333.0 |
Close |
5,380.0 |
5,409.0 |
29.0 |
0.5% |
5,380.0 |
Range |
51.0 |
37.0 |
-14.0 |
-27.5% |
96.0 |
ATR |
38.1 |
38.8 |
0.7 |
1.8% |
0.0 |
Volume |
24,908 |
20,963 |
-3,945 |
-15.8% |
326,847 |
|
Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,520.3 |
5,501.7 |
5,429.4 |
|
R3 |
5,483.3 |
5,464.7 |
5,419.2 |
|
R2 |
5,446.3 |
5,446.3 |
5,415.8 |
|
R1 |
5,427.7 |
5,427.7 |
5,412.4 |
5,437.0 |
PP |
5,409.3 |
5,409.3 |
5,409.3 |
5,414.0 |
S1 |
5,390.7 |
5,390.7 |
5,405.6 |
5,400.0 |
S2 |
5,372.3 |
5,372.3 |
5,402.2 |
|
S3 |
5,335.3 |
5,353.7 |
5,398.8 |
|
S4 |
5,298.3 |
5,316.7 |
5,388.7 |
|
|
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% |
44.4 |
0.8% |
79% |
False |
False |
53,339 |
10 |
5,438.0 |
5,328.0 |
110.0 |
2.0% |
34.6 |
0.6% |
74% |
False |
False |
36,703 |
20 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
28.9 |
0.5% |
45% |
False |
False |
18,417 |
40 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
21.6 |
0.4% |
45% |
False |
False |
9,225 |
60 |
5,508.0 |
5,302.0 |
206.0 |
3.8% |
15.6 |
0.3% |
52% |
False |
False |
6,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,585.3 |
2.618 |
5,524.9 |
1.618 |
5,487.9 |
1.000 |
5,465.0 |
0.618 |
5,450.9 |
HIGH |
5,428.0 |
0.618 |
5,413.9 |
0.500 |
5,409.5 |
0.382 |
5,405.1 |
LOW |
5,391.0 |
0.618 |
5,368.1 |
1.000 |
5,354.0 |
1.618 |
5,331.1 |
2.618 |
5,294.1 |
4.250 |
5,233.8 |
|
|
Fisher Pivots for day following 23-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
5,409.5 |
5,404.2 |
PP |
5,409.3 |
5,399.3 |
S1 |
5,409.2 |
5,394.5 |
|