Trading Metrics calculated at close of trading on 24-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
15,470 |
15,320 |
-150 |
-1.0% |
15,115 |
High |
15,475 |
15,500 |
25 |
0.2% |
15,505 |
Low |
15,295 |
15,270 |
-25 |
-0.2% |
14,885 |
Close |
15,350 |
15,370 |
20 |
0.1% |
15,460 |
Range |
180 |
230 |
50 |
27.8% |
620 |
ATR |
196 |
198 |
2 |
1.2% |
0 |
Volume |
11,010 |
11,631 |
621 |
5.6% |
51,352 |
|
Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,070 |
15,950 |
15,497 |
|
R3 |
15,840 |
15,720 |
15,433 |
|
R2 |
15,610 |
15,610 |
15,412 |
|
R1 |
15,490 |
15,490 |
15,391 |
15,550 |
PP |
15,380 |
15,380 |
15,380 |
15,410 |
S1 |
15,260 |
15,260 |
15,349 |
15,320 |
S2 |
15,150 |
15,150 |
15,328 |
|
S3 |
14,920 |
15,030 |
15,307 |
|
S4 |
14,690 |
14,800 |
15,244 |
|
|
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 |
15,025 |
480 |
3.1% |
215 |
1.4% |
72% |
False |
False |
11,110 |
10 |
15,505 |
14,835 |
670 |
4.4% |
218 |
1.4% |
80% |
False |
False |
12,706 |
20 |
15,505 |
14,620 |
885 |
5.8% |
200 |
1.3% |
85% |
False |
False |
9,475 |
40 |
15,505 |
13,985 |
1,520 |
9.9% |
171 |
1.1% |
91% |
False |
False |
4,770 |
60 |
15,505 |
13,970 |
1,535 |
10.0% |
128 |
0.8% |
91% |
False |
False |
3,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,478 |
2.618 |
16,102 |
1.618 |
15,872 |
1.000 |
15,730 |
0.618 |
15,642 |
HIGH |
15,500 |
0.618 |
15,412 |
0.500 |
15,385 |
0.382 |
15,358 |
LOW |
15,270 |
0.618 |
15,128 |
1.000 |
15,040 |
1.618 |
14,898 |
2.618 |
14,668 |
4.250 |
14,293 |
|
|
Fisher Pivots for day following 24-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
15,385 |
15,388 |
PP |
15,380 |
15,382 |
S1 |
15,375 |
15,376 |
|