Trading Metrics calculated at close of trading on 26-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
9,899.0 |
9,897.0 |
-2.0 |
0.0% |
9,897.0 |
High |
9,923.0 |
9,914.0 |
-9.0 |
-0.1% |
10,056.0 |
Low |
9,842.0 |
9,756.5 |
-85.5 |
-0.9% |
9,868.5 |
Close |
9,886.0 |
9,804.5 |
-81.5 |
-0.8% |
10,006.0 |
Range |
81.0 |
157.5 |
76.5 |
94.4% |
187.5 |
ATR |
91.5 |
96.2 |
4.7 |
5.2% |
0.0 |
Volume |
95,948 |
62,340 |
-33,608 |
-35.0% |
365,729 |
|
Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,297.5 |
10,208.5 |
9,891.1 |
|
R3 |
10,140.0 |
10,051.0 |
9,847.8 |
|
R2 |
9,982.5 |
9,982.5 |
9,833.4 |
|
R1 |
9,893.5 |
9,893.5 |
9,818.9 |
9,859.3 |
PP |
9,825.0 |
9,825.0 |
9,825.0 |
9,807.9 |
S1 |
9,736.0 |
9,736.0 |
9,790.1 |
9,701.8 |
S2 |
9,667.5 |
9,667.5 |
9,775.6 |
|
S3 |
9,510.0 |
9,578.5 |
9,761.2 |
|
S4 |
9,352.5 |
9,421.0 |
9,717.9 |
|
|
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 |
9,756.5 |
299.5 |
3.1% |
102.0 |
1.0% |
16% |
False |
True |
81,570 |
10 |
10,056.0 |
9,756.5 |
299.5 |
3.1% |
92.0 |
0.9% |
16% |
False |
True |
71,401 |
20 |
10,056.0 |
9,756.5 |
299.5 |
3.1% |
81.3 |
0.8% |
16% |
False |
True |
37,709 |
40 |
10,056.0 |
9,426.5 |
629.5 |
6.4% |
90.2 |
0.9% |
60% |
False |
False |
19,086 |
60 |
10,056.0 |
9,113.5 |
942.5 |
9.6% |
103.7 |
1.1% |
73% |
False |
False |
12,795 |
80 |
10,056.0 |
8,953.5 |
1,102.5 |
11.2% |
110.2 |
1.1% |
77% |
False |
False |
9,624 |
100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.2% |
108.0 |
1.1% |
77% |
False |
False |
7,706 |
120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.2% |
108.0 |
1.1% |
77% |
False |
False |
6,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,583.4 |
2.618 |
10,326.3 |
1.618 |
10,168.8 |
1.000 |
10,071.5 |
0.618 |
10,011.3 |
HIGH |
9,914.0 |
0.618 |
9,853.8 |
0.500 |
9,835.3 |
0.382 |
9,816.7 |
LOW |
9,756.5 |
0.618 |
9,659.2 |
1.000 |
9,599.0 |
1.618 |
9,501.7 |
2.618 |
9,344.2 |
4.250 |
9,087.1 |
|
|
Fisher Pivots for day following 26-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
9,835.3 |
9,857.8 |
PP |
9,825.0 |
9,840.0 |
S1 |
9,814.8 |
9,822.3 |
|