Trading Metrics calculated at close of trading on 20-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,948.00 |
1,949.00 |
1.00 |
0.1% |
1,928.00 |
High |
1,952.25 |
1,956.75 |
4.50 |
0.2% |
1,956.75 |
Low |
1,944.00 |
1,948.25 |
4.25 |
0.2% |
1,919.00 |
Close |
1,950.25 |
1,953.25 |
3.00 |
0.2% |
1,953.25 |
Range |
8.25 |
8.50 |
0.25 |
3.0% |
37.75 |
ATR |
13.84 |
13.46 |
-0.38 |
-2.8% |
0.00 |
Volume |
1,422,610 |
1,162,086 |
-260,524 |
-18.3% |
7,900,603 |
|
Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,978.25 |
1,974.25 |
1,958.00 |
|
R3 |
1,969.75 |
1,965.75 |
1,955.50 |
|
R2 |
1,961.25 |
1,961.25 |
1,954.75 |
|
R1 |
1,957.25 |
1,957.25 |
1,954.00 |
1,959.25 |
PP |
1,952.75 |
1,952.75 |
1,952.75 |
1,953.75 |
S1 |
1,948.75 |
1,948.75 |
1,952.50 |
1,950.75 |
S2 |
1,944.25 |
1,944.25 |
1,951.75 |
|
S3 |
1,935.75 |
1,940.25 |
1,951.00 |
|
S4 |
1,927.25 |
1,931.75 |
1,948.50 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,056.25 |
2,042.50 |
1,974.00 |
|
R3 |
2,018.50 |
2,004.75 |
1,963.75 |
|
R2 |
1,980.75 |
1,980.75 |
1,960.25 |
|
R1 |
1,967.00 |
1,967.00 |
1,956.75 |
1,974.00 |
PP |
1,943.00 |
1,943.00 |
1,943.00 |
1,946.50 |
S1 |
1,929.25 |
1,929.25 |
1,949.75 |
1,936.00 |
S2 |
1,905.25 |
1,905.25 |
1,946.25 |
|
S3 |
1,867.50 |
1,891.50 |
1,942.75 |
|
S4 |
1,829.75 |
1,853.75 |
1,932.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,956.75 |
1,919.00 |
37.75 |
1.9% |
12.75 |
0.7% |
91% |
True |
False |
1,580,120 |
10 |
1,956.75 |
1,917.50 |
39.25 |
2.0% |
12.75 |
0.7% |
91% |
True |
False |
1,076,433 |
20 |
1,956.75 |
1,882.25 |
74.50 |
3.8% |
12.00 |
0.6% |
95% |
True |
False |
545,851 |
40 |
1,956.75 |
1,836.75 |
120.00 |
6.1% |
14.25 |
0.7% |
97% |
True |
False |
274,840 |
60 |
1,956.75 |
1,796.50 |
160.25 |
8.2% |
16.25 |
0.8% |
98% |
True |
False |
184,277 |
80 |
1,956.75 |
1,796.50 |
160.25 |
8.2% |
17.00 |
0.9% |
98% |
True |
False |
138,346 |
100 |
1,956.75 |
1,719.25 |
237.50 |
12.2% |
17.25 |
0.9% |
99% |
True |
False |
110,732 |
120 |
1,956.75 |
1,719.25 |
237.50 |
12.2% |
16.25 |
0.8% |
99% |
True |
False |
92,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,993.00 |
2.618 |
1,979.00 |
1.618 |
1,970.50 |
1.000 |
1,965.25 |
0.618 |
1,962.00 |
HIGH |
1,956.75 |
0.618 |
1,953.50 |
0.500 |
1,952.50 |
0.382 |
1,951.50 |
LOW |
1,948.25 |
0.618 |
1,943.00 |
1.000 |
1,939.75 |
1.618 |
1,934.50 |
2.618 |
1,926.00 |
4.250 |
1,912.00 |
|
|
Fisher Pivots for day following 20-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,953.00 |
1,949.75 |
PP |
1,952.75 |
1,946.50 |
S1 |
1,952.50 |
1,943.00 |
|