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 |
15,205 |
15,385 |
180 |
1.2% |
15,115 |
High |
15,425 |
15,505 |
80 |
0.5% |
15,505 |
Low |
15,155 |
15,320 |
165 |
1.1% |
14,885 |
Close |
15,400 |
15,460 |
60 |
0.4% |
15,460 |
Range |
270 |
185 |
-85 |
-31.5% |
620 |
ATR |
198 |
197 |
-1 |
-0.5% |
0 |
Volume |
11,128 |
11,750 |
622 |
5.6% |
51,352 |
|
Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,983 |
15,907 |
15,562 |
|
R3 |
15,798 |
15,722 |
15,511 |
|
R2 |
15,613 |
15,613 |
15,494 |
|
R1 |
15,537 |
15,537 |
15,477 |
15,575 |
PP |
15,428 |
15,428 |
15,428 |
15,448 |
S1 |
15,352 |
15,352 |
15,443 |
15,390 |
S2 |
15,243 |
15,243 |
15,426 |
|
S3 |
15,058 |
15,167 |
15,409 |
|
S4 |
14,873 |
14,982 |
15,358 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,143 |
16,922 |
15,801 |
|
R3 |
16,523 |
16,302 |
15,631 |
|
R2 |
15,903 |
15,903 |
15,574 |
|
R1 |
15,682 |
15,682 |
15,517 |
15,793 |
PP |
15,283 |
15,283 |
15,283 |
15,339 |
S1 |
15,062 |
15,062 |
15,403 |
15,173 |
S2 |
14,663 |
14,663 |
15,346 |
|
S3 |
14,043 |
14,442 |
15,290 |
|
S4 |
13,423 |
13,822 |
15,119 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,505 |
14,885 |
620 |
4.0% |
203 |
1.3% |
93% |
True |
False |
10,270 |
10 |
15,505 |
14,835 |
670 |
4.3% |
216 |
1.4% |
93% |
True |
False |
15,628 |
20 |
15,505 |
14,465 |
1,040 |
6.7% |
198 |
1.3% |
96% |
True |
False |
8,362 |
40 |
15,505 |
13,985 |
1,520 |
9.8% |
161 |
1.0% |
97% |
True |
False |
4,204 |
60 |
15,505 |
13,970 |
1,535 |
9.9% |
125 |
0.8% |
97% |
True |
False |
2,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,291 |
2.618 |
15,989 |
1.618 |
15,804 |
1.000 |
15,690 |
0.618 |
15,619 |
HIGH |
15,505 |
0.618 |
15,434 |
0.500 |
15,413 |
0.382 |
15,391 |
LOW |
15,320 |
0.618 |
15,206 |
1.000 |
15,135 |
1.618 |
15,021 |
2.618 |
14,836 |
4.250 |
14,534 |
|
|
Fisher Pivots for day following 20-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
15,444 |
15,395 |
PP |
15,428 |
15,330 |
S1 |
15,413 |
15,265 |
|