Trading Metrics calculated at close of trading on 30-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
15,340 |
15,170 |
-170 |
-1.1% |
15,470 |
High |
15,340 |
15,225 |
-115 |
-0.7% |
15,500 |
Low |
15,055 |
15,070 |
15 |
0.1% |
15,055 |
Close |
15,170 |
15,190 |
20 |
0.1% |
15,170 |
Range |
285 |
155 |
-130 |
-45.6% |
445 |
ATR |
198 |
195 |
-3 |
-1.6% |
0 |
Volume |
14,199 |
8,704 |
-5,495 |
-38.7% |
57,949 |
|
Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,627 |
15,563 |
15,275 |
|
R3 |
15,472 |
15,408 |
15,233 |
|
R2 |
15,317 |
15,317 |
15,219 |
|
R1 |
15,253 |
15,253 |
15,204 |
15,285 |
PP |
15,162 |
15,162 |
15,162 |
15,178 |
S1 |
15,098 |
15,098 |
15,176 |
15,130 |
S2 |
15,007 |
15,007 |
15,162 |
|
S3 |
14,852 |
14,943 |
15,148 |
|
S4 |
14,697 |
14,788 |
15,105 |
|
|
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% |
194 |
1.3% |
30% |
False |
False |
11,128 |
10 |
15,505 |
14,970 |
535 |
3.5% |
193 |
1.3% |
41% |
False |
False |
10,908 |
20 |
15,505 |
14,835 |
670 |
4.4% |
196 |
1.3% |
53% |
False |
False |
11,624 |
40 |
15,505 |
13,985 |
1,520 |
10.0% |
186 |
1.2% |
79% |
False |
False |
5,870 |
60 |
15,505 |
13,970 |
1,535 |
10.1% |
140 |
0.9% |
79% |
False |
False |
3,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,884 |
2.618 |
15,631 |
1.618 |
15,476 |
1.000 |
15,380 |
0.618 |
15,321 |
HIGH |
15,225 |
0.618 |
15,166 |
0.500 |
15,148 |
0.382 |
15,129 |
LOW |
15,070 |
0.618 |
14,974 |
1.000 |
14,915 |
1.618 |
14,819 |
2.618 |
14,664 |
4.250 |
14,411 |
|
|
Fisher Pivots for day following 30-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
15,176 |
15,215 |
PP |
15,162 |
15,207 |
S1 |
15,148 |
15,198 |
|