Trading Metrics calculated at close of trading on 27-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
15,355 |
15,340 |
-15 |
-0.1% |
15,470 |
High |
15,375 |
15,340 |
-35 |
-0.2% |
15,500 |
Low |
15,240 |
15,055 |
-185 |
-1.2% |
15,055 |
Close |
15,335 |
15,170 |
-165 |
-1.1% |
15,170 |
Range |
135 |
285 |
150 |
111.1% |
445 |
ATR |
192 |
198 |
7 |
3.5% |
0 |
Volume |
10,713 |
14,199 |
3,486 |
32.5% |
57,949 |
|
Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,043 |
15,892 |
15,327 |
|
R3 |
15,758 |
15,607 |
15,249 |
|
R2 |
15,473 |
15,473 |
15,222 |
|
R1 |
15,322 |
15,322 |
15,196 |
15,255 |
PP |
15,188 |
15,188 |
15,188 |
15,155 |
S1 |
15,037 |
15,037 |
15,144 |
14,970 |
S2 |
14,903 |
14,903 |
15,118 |
|
S3 |
14,618 |
14,752 |
15,092 |
|
S4 |
14,333 |
14,467 |
15,013 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,577 |
16,318 |
15,415 |
|
R3 |
16,132 |
15,873 |
15,293 |
|
R2 |
15,687 |
15,687 |
15,252 |
|
R1 |
15,428 |
15,428 |
15,211 |
15,335 |
PP |
15,242 |
15,242 |
15,242 |
15,195 |
S1 |
14,983 |
14,983 |
15,129 |
14,890 |
S2 |
14,797 |
14,797 |
15,089 |
|
S3 |
14,352 |
14,538 |
15,048 |
|
S4 |
13,907 |
14,093 |
14,925 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,500 |
15,055 |
445 |
2.9% |
199 |
1.3% |
26% |
False |
True |
11,589 |
10 |
15,505 |
14,885 |
620 |
4.1% |
201 |
1.3% |
46% |
False |
False |
10,930 |
20 |
15,505 |
14,755 |
750 |
4.9% |
206 |
1.4% |
55% |
False |
False |
11,209 |
40 |
15,505 |
13,985 |
1,520 |
10.0% |
185 |
1.2% |
78% |
False |
False |
5,653 |
60 |
15,505 |
13,970 |
1,535 |
10.1% |
137 |
0.9% |
78% |
False |
False |
3,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,551 |
2.618 |
16,086 |
1.618 |
15,801 |
1.000 |
15,625 |
0.618 |
15,516 |
HIGH |
15,340 |
0.618 |
15,231 |
0.500 |
15,198 |
0.382 |
15,164 |
LOW |
15,055 |
0.618 |
14,879 |
1.000 |
14,770 |
1.618 |
14,594 |
2.618 |
14,309 |
4.250 |
13,844 |
|
|
Fisher Pivots for day following 27-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
15,198 |
15,228 |
PP |
15,188 |
15,208 |
S1 |
15,179 |
15,189 |
|