Trading Metrics calculated at close of trading on 30-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,948.25 |
1,951.75 |
3.50 |
0.2% |
1,952.75 |
High |
1,954.00 |
1,956.75 |
2.75 |
0.1% |
1,960.00 |
Low |
1,942.75 |
1,948.00 |
5.25 |
0.3% |
1,936.25 |
Close |
1,952.00 |
1,952.50 |
0.50 |
0.0% |
1,952.00 |
Range |
11.25 |
8.75 |
-2.50 |
-22.2% |
23.75 |
ATR |
13.84 |
13.47 |
-0.36 |
-2.6% |
0.00 |
Volume |
1,176,129 |
1,155,861 |
-20,268 |
-1.7% |
6,749,831 |
|
Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,978.75 |
1,974.25 |
1,957.25 |
|
R3 |
1,970.00 |
1,965.50 |
1,955.00 |
|
R2 |
1,961.25 |
1,961.25 |
1,954.00 |
|
R1 |
1,956.75 |
1,956.75 |
1,953.25 |
1,959.00 |
PP |
1,952.50 |
1,952.50 |
1,952.50 |
1,953.50 |
S1 |
1,948.00 |
1,948.00 |
1,951.75 |
1,950.25 |
S2 |
1,943.75 |
1,943.75 |
1,951.00 |
|
S3 |
1,935.00 |
1,939.25 |
1,950.00 |
|
S4 |
1,926.25 |
1,930.50 |
1,947.75 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,020.75 |
2,010.00 |
1,965.00 |
|
R3 |
1,997.00 |
1,986.25 |
1,958.50 |
|
R2 |
1,973.25 |
1,973.25 |
1,956.25 |
|
R1 |
1,962.50 |
1,962.50 |
1,954.25 |
1,956.00 |
PP |
1,949.50 |
1,949.50 |
1,949.50 |
1,946.00 |
S1 |
1,938.75 |
1,938.75 |
1,949.75 |
1,932.25 |
S2 |
1,925.75 |
1,925.75 |
1,947.75 |
|
S3 |
1,902.00 |
1,915.00 |
1,945.50 |
|
S4 |
1,878.25 |
1,891.25 |
1,939.00 |
|
|
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% |
14.50 |
0.7% |
68% |
False |
False |
1,376,256 |
10 |
1,960.00 |
1,923.75 |
36.25 |
1.9% |
13.25 |
0.7% |
79% |
False |
False |
1,406,670 |
20 |
1,960.00 |
1,908.50 |
51.50 |
2.6% |
13.00 |
0.7% |
85% |
False |
False |
938,540 |
40 |
1,960.00 |
1,847.25 |
112.75 |
5.8% |
14.00 |
0.7% |
93% |
False |
False |
472,071 |
60 |
1,960.00 |
1,796.50 |
163.50 |
8.4% |
16.25 |
0.8% |
95% |
False |
False |
315,776 |
80 |
1,960.00 |
1,796.50 |
163.50 |
8.4% |
16.75 |
0.9% |
95% |
False |
False |
237,153 |
100 |
1,960.00 |
1,732.50 |
227.50 |
11.7% |
16.75 |
0.9% |
97% |
False |
False |
189,780 |
120 |
1,960.00 |
1,719.25 |
240.75 |
12.3% |
16.75 |
0.9% |
97% |
False |
False |
158,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,994.00 |
2.618 |
1,979.75 |
1.618 |
1,971.00 |
1.000 |
1,965.50 |
0.618 |
1,962.25 |
HIGH |
1,956.75 |
0.618 |
1,953.50 |
0.500 |
1,952.50 |
0.382 |
1,951.25 |
LOW |
1,948.00 |
0.618 |
1,942.50 |
1.000 |
1,939.25 |
1.618 |
1,933.75 |
2.618 |
1,925.00 |
4.250 |
1,910.75 |
|
|
Fisher Pivots for day following 30-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,952.50 |
1,950.50 |
PP |
1,952.50 |
1,948.50 |
S1 |
1,952.50 |
1,946.50 |
|