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 |
16,855 |
16,829 |
-26 |
-0.2% |
16,699 |
High |
16,911 |
16,885 |
-26 |
-0.2% |
16,895 |
Low |
16,808 |
16,717 |
-91 |
-0.5% |
16,624 |
Close |
16,840 |
16,752 |
-88 |
-0.5% |
16,858 |
Range |
103 |
168 |
65 |
63.1% |
271 |
ATR |
103 |
107 |
5 |
4.5% |
0 |
Volume |
95,627 |
142,745 |
47,118 |
49.3% |
616,577 |
|
Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,289 |
17,188 |
16,845 |
|
R3 |
17,121 |
17,020 |
16,798 |
|
R2 |
16,953 |
16,953 |
16,783 |
|
R1 |
16,852 |
16,852 |
16,768 |
16,819 |
PP |
16,785 |
16,785 |
16,785 |
16,768 |
S1 |
16,684 |
16,684 |
16,737 |
16,651 |
S2 |
16,617 |
16,617 |
16,721 |
|
S3 |
16,449 |
16,516 |
16,706 |
|
S4 |
16,281 |
16,348 |
16,660 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,605 |
17,503 |
17,007 |
|
R3 |
17,334 |
17,232 |
16,933 |
|
R2 |
17,063 |
17,063 |
16,908 |
|
R1 |
16,961 |
16,961 |
16,883 |
17,012 |
PP |
16,792 |
16,792 |
16,792 |
16,818 |
S1 |
16,690 |
16,690 |
16,833 |
16,741 |
S2 |
16,521 |
16,521 |
16,808 |
|
S3 |
16,250 |
16,419 |
16,784 |
|
S4 |
15,979 |
16,148 |
16,709 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,911 |
16,650 |
261 |
1.6% |
120 |
0.7% |
39% |
False |
False |
117,650 |
10 |
16,911 |
16,624 |
287 |
1.7% |
120 |
0.7% |
45% |
False |
False |
99,522 |
20 |
16,911 |
16,535 |
376 |
2.2% |
98 |
0.6% |
58% |
False |
False |
50,496 |
40 |
16,911 |
16,252 |
659 |
3.9% |
103 |
0.6% |
76% |
False |
False |
25,269 |
60 |
16,911 |
15,888 |
1,023 |
6.1% |
104 |
0.6% |
84% |
False |
False |
16,850 |
80 |
16,911 |
15,888 |
1,023 |
6.1% |
102 |
0.6% |
84% |
False |
False |
12,640 |
100 |
16,911 |
15,154 |
1,757 |
10.5% |
90 |
0.5% |
91% |
False |
False |
10,112 |
120 |
16,911 |
15,154 |
1,757 |
10.5% |
82 |
0.5% |
91% |
False |
False |
8,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,599 |
2.618 |
17,325 |
1.618 |
17,157 |
1.000 |
17,053 |
0.618 |
16,989 |
HIGH |
16,885 |
0.618 |
16,821 |
0.500 |
16,801 |
0.382 |
16,781 |
LOW |
16,717 |
0.618 |
16,613 |
1.000 |
16,549 |
1.618 |
16,445 |
2.618 |
16,277 |
4.250 |
16,003 |
|
|
Fisher Pivots for day following 24-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
16,801 |
16,814 |
PP |
16,785 |
16,793 |
S1 |
16,768 |
16,773 |
|