Trading Metrics calculated at close of trading on 20-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
10,013.0 |
10,006.5 |
-6.5 |
-0.1% |
9,897.0 |
High |
10,030.5 |
10,056.0 |
25.5 |
0.3% |
10,056.0 |
Low |
10,000.0 |
9,982.0 |
-18.0 |
-0.2% |
9,868.5 |
Close |
10,012.5 |
10,006.0 |
-6.5 |
-0.1% |
10,006.0 |
Range |
30.5 |
74.0 |
43.5 |
142.6% |
187.5 |
ATR |
89.8 |
88.7 |
-1.1 |
-1.3% |
0.0 |
Volume |
75,564 |
89,772 |
14,208 |
18.8% |
365,729 |
|
Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,236.7 |
10,195.3 |
10,046.7 |
|
R3 |
10,162.7 |
10,121.3 |
10,026.4 |
|
R2 |
10,088.7 |
10,088.7 |
10,019.6 |
|
R1 |
10,047.3 |
10,047.3 |
10,012.8 |
10,031.0 |
PP |
10,014.7 |
10,014.7 |
10,014.7 |
10,006.5 |
S1 |
9,973.3 |
9,973.3 |
9,999.2 |
9,957.0 |
S2 |
9,940.7 |
9,940.7 |
9,992.4 |
|
S3 |
9,866.7 |
9,899.3 |
9,985.7 |
|
S4 |
9,792.7 |
9,825.3 |
9,965.3 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,539.3 |
10,460.2 |
10,109.1 |
|
R3 |
10,351.8 |
10,272.7 |
10,057.6 |
|
R2 |
10,164.3 |
10,164.3 |
10,040.4 |
|
R1 |
10,085.2 |
10,085.2 |
10,023.2 |
10,124.8 |
PP |
9,976.8 |
9,976.8 |
9,976.8 |
9,996.6 |
S1 |
9,897.7 |
9,897.7 |
9,988.8 |
9,937.3 |
S2 |
9,789.3 |
9,789.3 |
9,971.6 |
|
S3 |
9,601.8 |
9,710.2 |
9,954.4 |
|
S4 |
9,414.3 |
9,522.7 |
9,902.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,056.0 |
9,868.5 |
187.5 |
1.9% |
73.5 |
0.7% |
73% |
True |
False |
73,145 |
10 |
10,056.0 |
9,837.0 |
219.0 |
2.2% |
74.2 |
0.7% |
77% |
True |
False |
42,818 |
20 |
10,056.0 |
9,800.5 |
255.5 |
2.6% |
73.7 |
0.7% |
80% |
True |
False |
21,870 |
40 |
10,056.0 |
9,395.0 |
661.0 |
6.6% |
90.4 |
0.9% |
92% |
True |
False |
11,152 |
60 |
10,056.0 |
9,113.5 |
942.5 |
9.4% |
103.0 |
1.0% |
95% |
True |
False |
7,508 |
80 |
10,056.0 |
8,953.5 |
1,102.5 |
11.0% |
111.8 |
1.1% |
95% |
True |
False |
5,650 |
100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.0% |
111.7 |
1.1% |
95% |
True |
False |
4,527 |
120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.0% |
105.9 |
1.1% |
95% |
True |
False |
3,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,370.5 |
2.618 |
10,249.7 |
1.618 |
10,175.7 |
1.000 |
10,130.0 |
0.618 |
10,101.7 |
HIGH |
10,056.0 |
0.618 |
10,027.7 |
0.500 |
10,019.0 |
0.382 |
10,010.3 |
LOW |
9,982.0 |
0.618 |
9,936.3 |
1.000 |
9,908.0 |
1.618 |
9,862.3 |
2.618 |
9,788.3 |
4.250 |
9,667.5 |
|
|
Fisher Pivots for day following 20-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
10,019.0 |
10,001.3 |
PP |
10,014.7 |
9,996.7 |
S1 |
10,010.3 |
9,992.0 |
|