Trading Metrics calculated at close of trading on 24-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
5,392.0 |
5,401.0 |
9.0 |
0.2% |
5,357.0 |
High |
5,428.0 |
5,406.0 |
-22.0 |
-0.4% |
5,429.0 |
Low |
5,391.0 |
5,378.0 |
-13.0 |
-0.2% |
5,333.0 |
Close |
5,409.0 |
5,388.0 |
-21.0 |
-0.4% |
5,380.0 |
Range |
37.0 |
28.0 |
-9.0 |
-24.3% |
96.0 |
ATR |
38.8 |
38.3 |
-0.6 |
-1.4% |
0.0 |
Volume |
20,963 |
16,193 |
-4,770 |
-22.8% |
326,847 |
|
Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,474.7 |
5,459.3 |
5,403.4 |
|
R3 |
5,446.7 |
5,431.3 |
5,395.7 |
|
R2 |
5,418.7 |
5,418.7 |
5,393.1 |
|
R1 |
5,403.3 |
5,403.3 |
5,390.6 |
5,397.0 |
PP |
5,390.7 |
5,390.7 |
5,390.7 |
5,387.5 |
S1 |
5,375.3 |
5,375.3 |
5,385.4 |
5,369.0 |
S2 |
5,362.7 |
5,362.7 |
5,382.9 |
|
S3 |
5,334.7 |
5,347.3 |
5,380.3 |
|
S4 |
5,306.7 |
5,319.3 |
5,372.6 |
|
|
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% |
42.8 |
0.8% |
57% |
False |
False |
30,899 |
10 |
5,429.0 |
5,328.0 |
101.0 |
1.9% |
36.5 |
0.7% |
59% |
False |
False |
38,298 |
20 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
30.1 |
0.6% |
33% |
False |
False |
19,226 |
40 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
22.3 |
0.4% |
33% |
False |
False |
9,630 |
60 |
5,508.0 |
5,313.0 |
195.0 |
3.6% |
16.1 |
0.3% |
38% |
False |
False |
6,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,525.0 |
2.618 |
5,479.3 |
1.618 |
5,451.3 |
1.000 |
5,434.0 |
0.618 |
5,423.3 |
HIGH |
5,406.0 |
0.618 |
5,395.3 |
0.500 |
5,392.0 |
0.382 |
5,388.7 |
LOW |
5,378.0 |
0.618 |
5,360.7 |
1.000 |
5,350.0 |
1.618 |
5,332.7 |
2.618 |
5,304.7 |
4.250 |
5,259.0 |
|
|
Fisher Pivots for day following 24-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
5,392.0 |
5,397.0 |
PP |
5,390.7 |
5,394.0 |
S1 |
5,389.3 |
5,391.0 |
|