Trading Metrics calculated at close of trading on 19-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
15,035 |
15,205 |
170 |
1.1% |
15,240 |
High |
15,235 |
15,425 |
190 |
1.2% |
15,255 |
Low |
15,025 |
15,155 |
130 |
0.9% |
14,835 |
Close |
15,185 |
15,400 |
215 |
1.4% |
15,085 |
Range |
210 |
270 |
60 |
28.6% |
420 |
ATR |
193 |
198 |
6 |
2.9% |
0 |
Volume |
10,033 |
11,128 |
1,095 |
10.9% |
104,928 |
|
Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,137 |
16,038 |
15,549 |
|
R3 |
15,867 |
15,768 |
15,474 |
|
R2 |
15,597 |
15,597 |
15,450 |
|
R1 |
15,498 |
15,498 |
15,425 |
15,548 |
PP |
15,327 |
15,327 |
15,327 |
15,351 |
S1 |
15,228 |
15,228 |
15,375 |
15,278 |
S2 |
15,057 |
15,057 |
15,351 |
|
S3 |
14,787 |
14,958 |
15,326 |
|
S4 |
14,517 |
14,688 |
15,252 |
|
|
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 |
15,425 |
14,845 |
580 |
3.8% |
233 |
1.5% |
96% |
True |
False |
10,949 |
10 |
15,425 |
14,835 |
590 |
3.8% |
212 |
1.4% |
96% |
True |
False |
14,608 |
20 |
15,425 |
14,210 |
1,215 |
7.9% |
202 |
1.3% |
98% |
True |
False |
7,803 |
40 |
15,425 |
13,985 |
1,440 |
9.4% |
156 |
1.0% |
98% |
True |
False |
3,910 |
60 |
15,425 |
13,970 |
1,455 |
9.4% |
121 |
0.8% |
98% |
True |
False |
2,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,573 |
2.618 |
16,132 |
1.618 |
15,862 |
1.000 |
15,695 |
0.618 |
15,592 |
HIGH |
15,425 |
0.618 |
15,322 |
0.500 |
15,290 |
0.382 |
15,258 |
LOW |
15,155 |
0.618 |
14,988 |
1.000 |
14,885 |
1.618 |
14,718 |
2.618 |
14,448 |
4.250 |
14,008 |
|
|
Fisher Pivots for day following 19-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
15,363 |
15,333 |
PP |
15,327 |
15,265 |
S1 |
15,290 |
15,198 |
|