Trading Metrics calculated at close of trading on 25-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,951.25 |
1,942.25 |
-9.00 |
-0.5% |
1,928.00 |
High |
1,960.00 |
1,953.25 |
-6.75 |
-0.3% |
1,956.75 |
Low |
1,939.75 |
1,937.25 |
-2.50 |
-0.1% |
1,919.00 |
Close |
1,943.25 |
1,949.50 |
6.25 |
0.3% |
1,953.25 |
Range |
20.25 |
16.00 |
-4.25 |
-21.0% |
37.75 |
ATR |
13.70 |
13.86 |
0.16 |
1.2% |
0.00 |
Volume |
1,530,560 |
1,532,088 |
1,528 |
0.1% |
7,900,603 |
|
Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,994.75 |
1,988.00 |
1,958.25 |
|
R3 |
1,978.75 |
1,972.00 |
1,954.00 |
|
R2 |
1,962.75 |
1,962.75 |
1,952.50 |
|
R1 |
1,956.00 |
1,956.00 |
1,951.00 |
1,959.50 |
PP |
1,946.75 |
1,946.75 |
1,946.75 |
1,948.25 |
S1 |
1,940.00 |
1,940.00 |
1,948.00 |
1,943.50 |
S2 |
1,930.75 |
1,930.75 |
1,946.50 |
|
S3 |
1,914.75 |
1,924.00 |
1,945.00 |
|
S4 |
1,898.75 |
1,908.00 |
1,940.75 |
|
|
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 |
1,937.25 |
22.75 |
1.2% |
12.50 |
0.6% |
54% |
False |
True |
1,334,351 |
10 |
1,960.00 |
1,917.50 |
42.50 |
2.2% |
14.50 |
0.7% |
75% |
False |
False |
1,428,292 |
20 |
1,960.00 |
1,899.75 |
60.25 |
3.1% |
12.75 |
0.6% |
83% |
False |
False |
749,000 |
40 |
1,960.00 |
1,847.25 |
112.75 |
5.8% |
14.00 |
0.7% |
91% |
False |
False |
376,791 |
60 |
1,960.00 |
1,796.50 |
163.50 |
8.4% |
16.25 |
0.8% |
94% |
False |
False |
252,288 |
80 |
1,960.00 |
1,796.50 |
163.50 |
8.4% |
16.75 |
0.9% |
94% |
False |
False |
189,428 |
100 |
1,960.00 |
1,719.25 |
240.75 |
12.3% |
17.00 |
0.9% |
96% |
False |
False |
151,600 |
120 |
1,960.00 |
1,719.25 |
240.75 |
12.3% |
16.50 |
0.9% |
96% |
False |
False |
126,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,021.25 |
2.618 |
1,995.25 |
1.618 |
1,979.25 |
1.000 |
1,969.25 |
0.618 |
1,963.25 |
HIGH |
1,953.25 |
0.618 |
1,947.25 |
0.500 |
1,945.25 |
0.382 |
1,943.25 |
LOW |
1,937.25 |
0.618 |
1,927.25 |
1.000 |
1,921.25 |
1.618 |
1,911.25 |
2.618 |
1,895.25 |
4.250 |
1,869.25 |
|
|
Fisher Pivots for day following 25-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,948.00 |
1,949.25 |
PP |
1,946.75 |
1,949.00 |
S1 |
1,945.25 |
1,948.50 |
|