Trading Metrics calculated at close of trading on 18-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
14,970 |
15,035 |
65 |
0.4% |
15,240 |
High |
15,085 |
15,235 |
150 |
1.0% |
15,255 |
Low |
14,970 |
15,025 |
55 |
0.4% |
14,835 |
Close |
15,035 |
15,185 |
150 |
1.0% |
15,085 |
Range |
115 |
210 |
95 |
82.6% |
420 |
ATR |
191 |
193 |
1 |
0.7% |
0 |
Volume |
9,524 |
10,033 |
509 |
5.3% |
104,928 |
|
Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,778 |
15,692 |
15,301 |
|
R3 |
15,568 |
15,482 |
15,243 |
|
R2 |
15,358 |
15,358 |
15,224 |
|
R1 |
15,272 |
15,272 |
15,204 |
15,315 |
PP |
15,148 |
15,148 |
15,148 |
15,170 |
S1 |
15,062 |
15,062 |
15,166 |
15,105 |
S2 |
14,938 |
14,938 |
15,147 |
|
S3 |
14,728 |
14,852 |
15,127 |
|
S4 |
14,518 |
14,642 |
15,070 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,318 |
16,122 |
15,316 |
|
R3 |
15,898 |
15,702 |
15,201 |
|
R2 |
15,478 |
15,478 |
15,162 |
|
R1 |
15,282 |
15,282 |
15,124 |
15,170 |
PP |
15,058 |
15,058 |
15,058 |
15,003 |
S1 |
14,862 |
14,862 |
15,047 |
14,750 |
S2 |
14,638 |
14,638 |
15,008 |
|
S3 |
14,218 |
14,442 |
14,970 |
|
S4 |
13,798 |
14,022 |
14,854 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,235 |
14,835 |
400 |
2.6% |
227 |
1.5% |
88% |
True |
False |
11,994 |
10 |
15,255 |
14,835 |
420 |
2.8% |
201 |
1.3% |
83% |
False |
False |
14,096 |
20 |
15,255 |
13,985 |
1,270 |
8.4% |
203 |
1.3% |
94% |
False |
False |
7,250 |
40 |
15,255 |
13,985 |
1,270 |
8.4% |
150 |
1.0% |
94% |
False |
False |
3,632 |
60 |
15,255 |
13,970 |
1,285 |
8.5% |
117 |
0.8% |
95% |
False |
False |
2,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,128 |
2.618 |
15,785 |
1.618 |
15,575 |
1.000 |
15,445 |
0.618 |
15,365 |
HIGH |
15,235 |
0.618 |
15,155 |
0.500 |
15,130 |
0.382 |
15,105 |
LOW |
15,025 |
0.618 |
14,895 |
1.000 |
14,815 |
1.618 |
14,685 |
2.618 |
14,475 |
4.250 |
14,133 |
|
|
Fisher Pivots for day following 18-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
15,167 |
15,143 |
PP |
15,148 |
15,102 |
S1 |
15,130 |
15,060 |
|