Trading Metrics calculated at close of trading on 27-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
5,359.0 |
5,424.0 |
65.0 |
1.2% |
5,392.0 |
High |
5,435.0 |
5,448.0 |
13.0 |
0.2% |
5,448.0 |
Low |
5,357.0 |
5,402.0 |
45.0 |
0.8% |
5,332.0 |
Close |
5,426.0 |
5,416.0 |
-10.0 |
-0.2% |
5,416.0 |
Range |
78.0 |
46.0 |
-32.0 |
-41.0% |
116.0 |
ATR |
42.6 |
42.8 |
0.2 |
0.6% |
0.0 |
Volume |
32,855 |
24,972 |
-7,883 |
-24.0% |
123,931 |
|
Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,560.0 |
5,534.0 |
5,441.3 |
|
R3 |
5,514.0 |
5,488.0 |
5,428.7 |
|
R2 |
5,468.0 |
5,468.0 |
5,424.4 |
|
R1 |
5,442.0 |
5,442.0 |
5,420.2 |
5,432.0 |
PP |
5,422.0 |
5,422.0 |
5,422.0 |
5,417.0 |
S1 |
5,396.0 |
5,396.0 |
5,411.8 |
5,386.0 |
S2 |
5,376.0 |
5,376.0 |
5,407.6 |
|
S3 |
5,330.0 |
5,350.0 |
5,403.4 |
|
S4 |
5,284.0 |
5,304.0 |
5,390.7 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,746.7 |
5,697.3 |
5,479.8 |
|
R3 |
5,630.7 |
5,581.3 |
5,447.9 |
|
R2 |
5,514.7 |
5,514.7 |
5,437.3 |
|
R1 |
5,465.3 |
5,465.3 |
5,426.6 |
5,490.0 |
PP |
5,398.7 |
5,398.7 |
5,398.7 |
5,411.0 |
S1 |
5,349.3 |
5,349.3 |
5,405.4 |
5,374.0 |
S2 |
5,282.7 |
5,282.7 |
5,394.7 |
|
S3 |
5,166.7 |
5,233.3 |
5,384.1 |
|
S4 |
5,050.7 |
5,117.3 |
5,352.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,448.0 |
5,332.0 |
116.0 |
2.1% |
45.0 |
0.8% |
72% |
True |
False |
24,786 |
10 |
5,448.0 |
5,332.0 |
116.0 |
2.1% |
45.0 |
0.8% |
72% |
True |
False |
45,077 |
20 |
5,484.0 |
5,328.0 |
156.0 |
2.9% |
36.1 |
0.7% |
56% |
False |
False |
23,550 |
40 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
25.4 |
0.5% |
49% |
False |
False |
11,798 |
60 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
18.8 |
0.3% |
49% |
False |
False |
7,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,643.5 |
2.618 |
5,568.4 |
1.618 |
5,522.4 |
1.000 |
5,494.0 |
0.618 |
5,476.4 |
HIGH |
5,448.0 |
0.618 |
5,430.4 |
0.500 |
5,425.0 |
0.382 |
5,419.6 |
LOW |
5,402.0 |
0.618 |
5,373.6 |
1.000 |
5,356.0 |
1.618 |
5,327.6 |
2.618 |
5,281.6 |
4.250 |
5,206.5 |
|
|
Fisher Pivots for day following 27-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
5,425.0 |
5,407.3 |
PP |
5,422.0 |
5,398.7 |
S1 |
5,419.0 |
5,390.0 |
|