Trading Metrics calculated at close of trading on 25-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
15,320 |
15,320 |
0 |
0.0% |
15,115 |
High |
15,500 |
15,400 |
-100 |
-0.6% |
15,505 |
Low |
15,270 |
15,235 |
-35 |
-0.2% |
14,885 |
Close |
15,370 |
15,360 |
-10 |
-0.1% |
15,460 |
Range |
230 |
165 |
-65 |
-28.3% |
620 |
ATR |
198 |
196 |
-2 |
-1.2% |
0 |
Volume |
11,631 |
10,396 |
-1,235 |
-10.6% |
51,352 |
|
Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,827 |
15,758 |
15,451 |
|
R3 |
15,662 |
15,593 |
15,406 |
|
R2 |
15,497 |
15,497 |
15,390 |
|
R1 |
15,428 |
15,428 |
15,375 |
15,463 |
PP |
15,332 |
15,332 |
15,332 |
15,349 |
S1 |
15,263 |
15,263 |
15,345 |
15,298 |
S2 |
15,167 |
15,167 |
15,330 |
|
S3 |
15,002 |
15,098 |
15,315 |
|
S4 |
14,837 |
14,933 |
15,269 |
|
|
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 |
15,155 |
350 |
2.3% |
206 |
1.3% |
59% |
False |
False |
11,183 |
10 |
15,505 |
14,835 |
670 |
4.4% |
217 |
1.4% |
78% |
False |
False |
11,588 |
20 |
15,505 |
14,625 |
880 |
5.7% |
202 |
1.3% |
84% |
False |
False |
9,988 |
40 |
15,505 |
13,985 |
1,520 |
9.9% |
175 |
1.1% |
90% |
False |
False |
5,030 |
60 |
15,505 |
13,970 |
1,535 |
10.0% |
131 |
0.9% |
91% |
False |
False |
3,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,101 |
2.618 |
15,832 |
1.618 |
15,667 |
1.000 |
15,565 |
0.618 |
15,502 |
HIGH |
15,400 |
0.618 |
15,337 |
0.500 |
15,318 |
0.382 |
15,298 |
LOW |
15,235 |
0.618 |
15,133 |
1.000 |
15,070 |
1.618 |
14,968 |
2.618 |
14,803 |
4.250 |
14,534 |
|
|
Fisher Pivots for day following 25-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
15,346 |
15,368 |
PP |
15,332 |
15,365 |
S1 |
15,318 |
15,363 |
|