Trading Metrics calculated at close of trading on 26-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
15,320 |
15,355 |
35 |
0.2% |
15,115 |
High |
15,400 |
15,375 |
-25 |
-0.2% |
15,505 |
Low |
15,235 |
15,240 |
5 |
0.0% |
14,885 |
Close |
15,360 |
15,335 |
-25 |
-0.2% |
15,460 |
Range |
165 |
135 |
-30 |
-18.2% |
620 |
ATR |
196 |
192 |
-4 |
-2.2% |
0 |
Volume |
10,396 |
10,713 |
317 |
3.0% |
51,352 |
|
Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,722 |
15,663 |
15,409 |
|
R3 |
15,587 |
15,528 |
15,372 |
|
R2 |
15,452 |
15,452 |
15,360 |
|
R1 |
15,393 |
15,393 |
15,348 |
15,355 |
PP |
15,317 |
15,317 |
15,317 |
15,298 |
S1 |
15,258 |
15,258 |
15,323 |
15,220 |
S2 |
15,182 |
15,182 |
15,310 |
|
S3 |
15,047 |
15,123 |
15,298 |
|
S4 |
14,912 |
14,988 |
15,261 |
|
|
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 |
15,235 |
270 |
1.8% |
179 |
1.2% |
37% |
False |
False |
11,100 |
10 |
15,505 |
14,845 |
660 |
4.3% |
206 |
1.3% |
74% |
False |
False |
11,024 |
20 |
15,505 |
14,630 |
875 |
5.7% |
200 |
1.3% |
81% |
False |
False |
10,508 |
40 |
15,505 |
13,985 |
1,520 |
9.9% |
178 |
1.2% |
89% |
False |
False |
5,298 |
60 |
15,505 |
13,970 |
1,535 |
10.0% |
133 |
0.9% |
89% |
False |
False |
3,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,949 |
2.618 |
15,729 |
1.618 |
15,594 |
1.000 |
15,510 |
0.618 |
15,459 |
HIGH |
15,375 |
0.618 |
15,324 |
0.500 |
15,308 |
0.382 |
15,292 |
LOW |
15,240 |
0.618 |
15,157 |
1.000 |
15,105 |
1.618 |
15,022 |
2.618 |
14,887 |
4.250 |
14,666 |
|
|
Fisher Pivots for day following 26-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
15,326 |
15,368 |
PP |
15,317 |
15,357 |
S1 |
15,308 |
15,346 |
|