Trading Metrics calculated at close of trading on 25-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
5,401.0 |
5,363.0 |
-38.0 |
-0.7% |
5,357.0 |
High |
5,406.0 |
5,368.0 |
-38.0 |
-0.7% |
5,429.0 |
Low |
5,378.0 |
5,332.0 |
-46.0 |
-0.9% |
5,333.0 |
Close |
5,388.0 |
5,353.0 |
-35.0 |
-0.6% |
5,380.0 |
Range |
28.0 |
36.0 |
8.0 |
28.6% |
96.0 |
ATR |
38.3 |
39.5 |
1.3 |
3.3% |
0.0 |
Volume |
16,193 |
28,948 |
12,755 |
78.8% |
326,847 |
|
Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,459.0 |
5,442.0 |
5,372.8 |
|
R3 |
5,423.0 |
5,406.0 |
5,362.9 |
|
R2 |
5,387.0 |
5,387.0 |
5,359.6 |
|
R1 |
5,370.0 |
5,370.0 |
5,356.3 |
5,360.5 |
PP |
5,351.0 |
5,351.0 |
5,351.0 |
5,346.3 |
S1 |
5,334.0 |
5,334.0 |
5,349.7 |
5,324.5 |
S2 |
5,315.0 |
5,315.0 |
5,346.4 |
|
S3 |
5,279.0 |
5,298.0 |
5,343.1 |
|
S4 |
5,243.0 |
5,262.0 |
5,333.2 |
|
|
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 |
5,332.0 |
97.0 |
1.8% |
44.2 |
0.8% |
22% |
False |
True |
24,449 |
10 |
5,429.0 |
5,328.0 |
101.0 |
1.9% |
38.2 |
0.7% |
25% |
False |
False |
41,145 |
20 |
5,508.0 |
5,328.0 |
180.0 |
3.4% |
31.4 |
0.6% |
14% |
False |
False |
20,671 |
40 |
5,508.0 |
5,328.0 |
180.0 |
3.4% |
22.3 |
0.4% |
14% |
False |
False |
10,353 |
60 |
5,508.0 |
5,328.0 |
180.0 |
3.4% |
16.7 |
0.3% |
14% |
False |
False |
6,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,521.0 |
2.618 |
5,462.2 |
1.618 |
5,426.2 |
1.000 |
5,404.0 |
0.618 |
5,390.2 |
HIGH |
5,368.0 |
0.618 |
5,354.2 |
0.500 |
5,350.0 |
0.382 |
5,345.8 |
LOW |
5,332.0 |
0.618 |
5,309.8 |
1.000 |
5,296.0 |
1.618 |
5,273.8 |
2.618 |
5,237.8 |
4.250 |
5,179.0 |
|
|
Fisher Pivots for day following 25-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
5,352.0 |
5,380.0 |
PP |
5,351.0 |
5,371.0 |
S1 |
5,350.0 |
5,362.0 |
|