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 |
9,897.0 |
9,827.0 |
-70.0 |
-0.7% |
10,012.5 |
High |
9,914.0 |
9,855.0 |
-59.0 |
-0.6% |
10,020.5 |
Low |
9,756.5 |
9,796.5 |
40.0 |
0.4% |
9,756.5 |
Close |
9,804.5 |
9,825.0 |
20.5 |
0.2% |
9,825.0 |
Range |
157.5 |
58.5 |
-99.0 |
-62.9% |
264.0 |
ATR |
96.2 |
93.5 |
-2.7 |
-2.8% |
0.0 |
Volume |
62,340 |
85,272 |
22,932 |
36.8% |
403,354 |
|
Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,001.0 |
9,971.5 |
9,857.2 |
|
R3 |
9,942.5 |
9,913.0 |
9,841.1 |
|
R2 |
9,884.0 |
9,884.0 |
9,835.7 |
|
R1 |
9,854.5 |
9,854.5 |
9,830.4 |
9,840.0 |
PP |
9,825.5 |
9,825.5 |
9,825.5 |
9,818.3 |
S1 |
9,796.0 |
9,796.0 |
9,819.6 |
9,781.5 |
S2 |
9,767.0 |
9,767.0 |
9,814.3 |
|
S3 |
9,708.5 |
9,737.5 |
9,808.9 |
|
S4 |
9,650.0 |
9,679.0 |
9,792.8 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,659.3 |
10,506.2 |
9,970.2 |
|
R3 |
10,395.3 |
10,242.2 |
9,897.6 |
|
R2 |
10,131.3 |
10,131.3 |
9,873.4 |
|
R1 |
9,978.2 |
9,978.2 |
9,849.2 |
9,922.8 |
PP |
9,867.3 |
9,867.3 |
9,867.3 |
9,839.6 |
S1 |
9,714.2 |
9,714.2 |
9,800.8 |
9,658.8 |
S2 |
9,603.3 |
9,603.3 |
9,776.6 |
|
S3 |
9,339.3 |
9,450.2 |
9,752.4 |
|
S4 |
9,075.3 |
9,186.2 |
9,679.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,020.5 |
9,756.5 |
264.0 |
2.7% |
98.9 |
1.0% |
26% |
False |
False |
80,670 |
10 |
10,056.0 |
9,756.5 |
299.5 |
3.0% |
86.2 |
0.9% |
23% |
False |
False |
76,908 |
20 |
10,056.0 |
9,756.5 |
299.5 |
3.0% |
82.1 |
0.8% |
23% |
False |
False |
41,937 |
40 |
10,056.0 |
9,426.5 |
629.5 |
6.4% |
89.4 |
0.9% |
63% |
False |
False |
21,214 |
60 |
10,056.0 |
9,113.5 |
942.5 |
9.6% |
103.9 |
1.1% |
75% |
False |
False |
14,215 |
80 |
10,056.0 |
8,953.5 |
1,102.5 |
11.2% |
109.0 |
1.1% |
79% |
False |
False |
10,690 |
100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.2% |
107.8 |
1.1% |
79% |
False |
False |
8,558 |
120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.2% |
108.2 |
1.1% |
79% |
False |
False |
7,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,103.6 |
2.618 |
10,008.2 |
1.618 |
9,949.7 |
1.000 |
9,913.5 |
0.618 |
9,891.2 |
HIGH |
9,855.0 |
0.618 |
9,832.7 |
0.500 |
9,825.8 |
0.382 |
9,818.8 |
LOW |
9,796.5 |
0.618 |
9,760.3 |
1.000 |
9,738.0 |
1.618 |
9,701.8 |
2.618 |
9,643.3 |
4.250 |
9,547.9 |
|
|
Fisher Pivots for day following 27-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
9,825.8 |
9,839.8 |
PP |
9,825.5 |
9,834.8 |
S1 |
9,825.3 |
9,829.9 |
|