Trading Metrics calculated at close of trading on 26-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,942.25 |
1,948.75 |
6.50 |
0.3% |
1,928.00 |
High |
1,953.25 |
1,952.50 |
-0.75 |
0.0% |
1,956.75 |
Low |
1,937.25 |
1,936.25 |
-1.00 |
-0.1% |
1,919.00 |
Close |
1,949.50 |
1,948.75 |
-0.75 |
0.0% |
1,953.25 |
Range |
16.00 |
16.25 |
0.25 |
1.6% |
37.75 |
ATR |
13.86 |
14.03 |
0.17 |
1.2% |
0.00 |
Volume |
1,532,088 |
1,486,643 |
-45,445 |
-3.0% |
7,900,603 |
|
Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,994.50 |
1,988.00 |
1,957.75 |
|
R3 |
1,978.25 |
1,971.75 |
1,953.25 |
|
R2 |
1,962.00 |
1,962.00 |
1,951.75 |
|
R1 |
1,955.50 |
1,955.50 |
1,950.25 |
1,957.00 |
PP |
1,945.75 |
1,945.75 |
1,945.75 |
1,946.50 |
S1 |
1,939.25 |
1,939.25 |
1,947.25 |
1,940.50 |
S2 |
1,929.50 |
1,929.50 |
1,945.75 |
|
S3 |
1,913.25 |
1,923.00 |
1,944.25 |
|
S4 |
1,897.00 |
1,906.75 |
1,939.75 |
|
|
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 |
1,936.25 |
23.75 |
1.2% |
14.25 |
0.7% |
53% |
False |
True |
1,347,157 |
10 |
1,960.00 |
1,919.00 |
41.00 |
2.1% |
13.75 |
0.7% |
73% |
False |
False |
1,499,950 |
20 |
1,960.00 |
1,906.25 |
53.75 |
2.8% |
13.00 |
0.7% |
79% |
False |
False |
822,645 |
40 |
1,960.00 |
1,847.25 |
112.75 |
5.8% |
14.25 |
0.7% |
90% |
False |
False |
413,912 |
60 |
1,960.00 |
1,796.50 |
163.50 |
8.4% |
16.25 |
0.8% |
93% |
False |
False |
276,995 |
80 |
1,960.00 |
1,796.50 |
163.50 |
8.4% |
16.75 |
0.9% |
93% |
False |
False |
208,006 |
100 |
1,960.00 |
1,721.25 |
238.75 |
12.3% |
16.75 |
0.9% |
95% |
False |
False |
166,463 |
120 |
1,960.00 |
1,719.25 |
240.75 |
12.4% |
16.75 |
0.9% |
95% |
False |
False |
138,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,021.50 |
2.618 |
1,995.00 |
1.618 |
1,978.75 |
1.000 |
1,968.75 |
0.618 |
1,962.50 |
HIGH |
1,952.50 |
0.618 |
1,946.25 |
0.500 |
1,944.50 |
0.382 |
1,942.50 |
LOW |
1,936.25 |
0.618 |
1,926.25 |
1.000 |
1,920.00 |
1.618 |
1,910.00 |
2.618 |
1,893.75 |
4.250 |
1,867.25 |
|
|
Fisher Pivots for day following 26-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,947.25 |
1,948.50 |
PP |
1,945.75 |
1,948.25 |
S1 |
1,944.50 |
1,948.00 |
|