Trading Metrics calculated at close of trading on 27-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,812.75 |
3,817.00 |
4.25 |
0.1% |
3,792.25 |
High |
3,822.00 |
3,837.75 |
15.75 |
0.4% |
3,837.75 |
Low |
3,789.00 |
3,808.00 |
19.00 |
0.5% |
3,781.25 |
Close |
3,817.50 |
3,831.50 |
14.00 |
0.4% |
3,831.50 |
Range |
33.00 |
29.75 |
-3.25 |
-9.8% |
56.50 |
ATR |
33.67 |
33.39 |
-0.28 |
-0.8% |
0.00 |
Volume |
239,390 |
182,900 |
-56,490 |
-23.6% |
1,115,146 |
|
Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,915.00 |
3,903.00 |
3,847.75 |
|
R3 |
3,885.25 |
3,873.25 |
3,839.75 |
|
R2 |
3,855.50 |
3,855.50 |
3,837.00 |
|
R1 |
3,843.50 |
3,843.50 |
3,834.25 |
3,849.50 |
PP |
3,825.75 |
3,825.75 |
3,825.75 |
3,828.75 |
S1 |
3,813.75 |
3,813.75 |
3,828.75 |
3,819.75 |
S2 |
3,796.00 |
3,796.00 |
3,826.00 |
|
S3 |
3,766.25 |
3,784.00 |
3,823.25 |
|
S4 |
3,736.50 |
3,754.25 |
3,815.25 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,986.25 |
3,965.50 |
3,862.50 |
|
R3 |
3,929.75 |
3,909.00 |
3,847.00 |
|
R2 |
3,873.25 |
3,873.25 |
3,841.75 |
|
R1 |
3,852.50 |
3,852.50 |
3,836.75 |
3,863.00 |
PP |
3,816.75 |
3,816.75 |
3,816.75 |
3,822.00 |
S1 |
3,796.00 |
3,796.00 |
3,826.25 |
3,806.50 |
S2 |
3,760.25 |
3,760.25 |
3,821.25 |
|
S3 |
3,703.75 |
3,739.50 |
3,816.00 |
|
S4 |
3,647.25 |
3,683.00 |
3,800.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,837.75 |
3,781.25 |
56.50 |
1.5% |
34.50 |
0.9% |
89% |
True |
False |
223,029 |
10 |
3,837.75 |
3,750.25 |
87.50 |
2.3% |
31.75 |
0.8% |
93% |
True |
False |
229,186 |
20 |
3,837.75 |
3,700.25 |
137.50 |
3.6% |
31.25 |
0.8% |
95% |
True |
False |
134,969 |
40 |
3,837.75 |
3,500.00 |
337.75 |
8.8% |
34.75 |
0.9% |
98% |
True |
False |
67,902 |
60 |
3,837.75 |
3,404.00 |
433.75 |
11.3% |
41.50 |
1.1% |
99% |
True |
False |
45,289 |
80 |
3,837.75 |
3,404.00 |
433.75 |
11.3% |
42.25 |
1.1% |
99% |
True |
False |
33,975 |
100 |
3,837.75 |
3,404.00 |
433.75 |
11.3% |
36.00 |
0.9% |
99% |
True |
False |
27,181 |
120 |
3,837.75 |
3,404.00 |
433.75 |
11.3% |
30.75 |
0.8% |
99% |
True |
False |
22,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,964.25 |
2.618 |
3,915.75 |
1.618 |
3,886.00 |
1.000 |
3,867.50 |
0.618 |
3,856.25 |
HIGH |
3,837.75 |
0.618 |
3,826.50 |
0.500 |
3,823.00 |
0.382 |
3,819.25 |
LOW |
3,808.00 |
0.618 |
3,789.50 |
1.000 |
3,778.25 |
1.618 |
3,759.75 |
2.618 |
3,730.00 |
4.250 |
3,681.50 |
|
|
Fisher Pivots for day following 27-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,828.50 |
3,824.50 |
PP |
3,825.75 |
3,817.50 |
S1 |
3,823.00 |
3,810.50 |
|