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 |
1,952.75 |
1,951.25 |
-1.50 |
-0.1% |
1,928.00 |
High |
1,959.75 |
1,960.00 |
0.25 |
0.0% |
1,956.75 |
Low |
1,950.00 |
1,939.75 |
-10.25 |
-0.5% |
1,919.00 |
Close |
1,953.00 |
1,943.25 |
-9.75 |
-0.5% |
1,953.25 |
Range |
9.75 |
20.25 |
10.50 |
107.7% |
37.75 |
ATR |
13.20 |
13.70 |
0.50 |
3.8% |
0.00 |
Volume |
1,024,411 |
1,530,560 |
506,149 |
49.4% |
7,900,603 |
|
Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,008.50 |
1,996.00 |
1,954.50 |
|
R3 |
1,988.25 |
1,975.75 |
1,948.75 |
|
R2 |
1,968.00 |
1,968.00 |
1,947.00 |
|
R1 |
1,955.50 |
1,955.50 |
1,945.00 |
1,951.50 |
PP |
1,947.75 |
1,947.75 |
1,947.75 |
1,945.75 |
S1 |
1,935.25 |
1,935.25 |
1,941.50 |
1,931.50 |
S2 |
1,927.50 |
1,927.50 |
1,939.50 |
|
S3 |
1,907.25 |
1,915.00 |
1,937.75 |
|
S4 |
1,887.00 |
1,894.75 |
1,932.00 |
|
|
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 |
1,960.00 |
1,929.25 |
30.75 |
1.6% |
13.50 |
0.7% |
46% |
True |
False |
1,379,750 |
10 |
1,960.00 |
1,917.50 |
42.50 |
2.2% |
14.00 |
0.7% |
61% |
True |
False |
1,307,028 |
20 |
1,960.00 |
1,897.50 |
62.50 |
3.2% |
12.25 |
0.6% |
73% |
True |
False |
672,823 |
40 |
1,960.00 |
1,847.25 |
112.75 |
5.8% |
14.00 |
0.7% |
85% |
True |
False |
338,584 |
60 |
1,960.00 |
1,796.50 |
163.50 |
8.4% |
16.00 |
0.8% |
90% |
True |
False |
226,780 |
80 |
1,960.00 |
1,796.50 |
163.50 |
8.4% |
16.75 |
0.9% |
90% |
True |
False |
170,278 |
100 |
1,960.00 |
1,719.25 |
240.75 |
12.4% |
17.00 |
0.9% |
93% |
True |
False |
136,280 |
120 |
1,960.00 |
1,719.25 |
240.75 |
12.4% |
16.50 |
0.8% |
93% |
True |
False |
113,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,046.00 |
2.618 |
2,013.00 |
1.618 |
1,992.75 |
1.000 |
1,980.25 |
0.618 |
1,972.50 |
HIGH |
1,960.00 |
0.618 |
1,952.25 |
0.500 |
1,950.00 |
0.382 |
1,947.50 |
LOW |
1,939.75 |
0.618 |
1,927.25 |
1.000 |
1,919.50 |
1.618 |
1,907.00 |
2.618 |
1,886.75 |
4.250 |
1,853.75 |
|
|
Fisher Pivots for day following 24-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,950.00 |
1,950.00 |
PP |
1,947.75 |
1,947.75 |
S1 |
1,945.50 |
1,945.50 |
|