Trading Metrics calculated at close of trading on 30-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
5,424.0 |
5,425.0 |
1.0 |
0.0% |
5,392.0 |
High |
5,448.0 |
5,428.0 |
-20.0 |
-0.4% |
5,448.0 |
Low |
5,402.0 |
5,346.0 |
-56.0 |
-1.0% |
5,332.0 |
Close |
5,416.0 |
5,354.0 |
-62.0 |
-1.1% |
5,416.0 |
Range |
46.0 |
82.0 |
36.0 |
78.3% |
116.0 |
ATR |
42.8 |
45.6 |
2.8 |
6.5% |
0.0 |
Volume |
24,972 |
35,625 |
10,653 |
42.7% |
123,931 |
|
Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,622.0 |
5,570.0 |
5,399.1 |
|
R3 |
5,540.0 |
5,488.0 |
5,376.6 |
|
R2 |
5,458.0 |
5,458.0 |
5,369.0 |
|
R1 |
5,406.0 |
5,406.0 |
5,361.5 |
5,391.0 |
PP |
5,376.0 |
5,376.0 |
5,376.0 |
5,368.5 |
S1 |
5,324.0 |
5,324.0 |
5,346.5 |
5,309.0 |
S2 |
5,294.0 |
5,294.0 |
5,339.0 |
|
S3 |
5,212.0 |
5,242.0 |
5,331.5 |
|
S4 |
5,130.0 |
5,160.0 |
5,308.9 |
|
|
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 |
2.2% |
54.0 |
1.0% |
19% |
False |
False |
27,718 |
10 |
5,448.0 |
5,332.0 |
116.0 |
2.2% |
49.2 |
0.9% |
19% |
False |
False |
40,528 |
20 |
5,484.0 |
5,328.0 |
156.0 |
2.9% |
39.1 |
0.7% |
17% |
False |
False |
25,330 |
40 |
5,508.0 |
5,328.0 |
180.0 |
3.4% |
27.5 |
0.5% |
14% |
False |
False |
12,689 |
60 |
5,508.0 |
5,328.0 |
180.0 |
3.4% |
20.1 |
0.4% |
14% |
False |
False |
8,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,776.5 |
2.618 |
5,642.7 |
1.618 |
5,560.7 |
1.000 |
5,510.0 |
0.618 |
5,478.7 |
HIGH |
5,428.0 |
0.618 |
5,396.7 |
0.500 |
5,387.0 |
0.382 |
5,377.3 |
LOW |
5,346.0 |
0.618 |
5,295.3 |
1.000 |
5,264.0 |
1.618 |
5,213.3 |
2.618 |
5,131.3 |
4.250 |
4,997.5 |
|
|
Fisher Pivots for day following 30-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
5,387.0 |
5,397.0 |
PP |
5,376.0 |
5,382.7 |
S1 |
5,365.0 |
5,368.3 |
|