Trading Metrics calculated at close of trading on 23-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,321.4 |
1,316.1 |
-5.3 |
-0.4% |
1,279.0 |
High |
1,323.0 |
1,319.8 |
-3.2 |
-0.2% |
1,323.0 |
Low |
1,307.9 |
1,311.5 |
3.6 |
0.3% |
1,259.6 |
Close |
1,317.4 |
1,319.1 |
1.7 |
0.1% |
1,317.4 |
Range |
15.1 |
8.3 |
-6.8 |
-45.0% |
63.4 |
ATR |
14.8 |
14.3 |
-0.5 |
-3.1% |
0.0 |
Volume |
3,712 |
3,064 |
-648 |
-17.5% |
8,705 |
|
Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,341.7 |
1,338.7 |
1,323.7 |
|
R3 |
1,333.4 |
1,330.4 |
1,321.4 |
|
R2 |
1,325.1 |
1,325.1 |
1,320.6 |
|
R1 |
1,322.1 |
1,322.1 |
1,319.9 |
1,323.6 |
PP |
1,316.8 |
1,316.8 |
1,316.8 |
1,317.6 |
S1 |
1,313.8 |
1,313.8 |
1,318.3 |
1,315.3 |
S2 |
1,308.5 |
1,308.5 |
1,317.6 |
|
S3 |
1,300.2 |
1,305.5 |
1,316.8 |
|
S4 |
1,291.9 |
1,297.2 |
1,314.5 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,490.2 |
1,467.2 |
1,352.3 |
|
R3 |
1,426.8 |
1,403.8 |
1,334.8 |
|
R2 |
1,363.4 |
1,363.4 |
1,329.0 |
|
R1 |
1,340.4 |
1,340.4 |
1,323.2 |
1,351.9 |
PP |
1,300.0 |
1,300.0 |
1,300.0 |
1,305.8 |
S1 |
1,277.0 |
1,277.0 |
1,311.6 |
1,288.5 |
S2 |
1,236.6 |
1,236.6 |
1,305.8 |
|
S3 |
1,173.2 |
1,213.6 |
1,300.0 |
|
S4 |
1,109.8 |
1,150.2 |
1,282.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,323.0 |
1,259.6 |
63.4 |
4.8% |
18.9 |
1.4% |
94% |
False |
False |
2,101 |
10 |
1,323.0 |
1,252.8 |
70.2 |
5.3% |
14.6 |
1.1% |
94% |
False |
False |
2,578 |
20 |
1,323.0 |
1,241.7 |
81.3 |
6.2% |
13.3 |
1.0% |
95% |
False |
False |
2,719 |
40 |
1,323.0 |
1,241.7 |
81.3 |
6.2% |
13.5 |
1.0% |
95% |
False |
False |
2,595 |
60 |
1,331.5 |
1,241.7 |
89.8 |
6.8% |
13.8 |
1.0% |
86% |
False |
False |
2,216 |
80 |
1,390.8 |
1,241.7 |
149.1 |
11.3% |
14.5 |
1.1% |
52% |
False |
False |
2,055 |
100 |
1,390.8 |
1,241.0 |
149.8 |
11.4% |
14.5 |
1.1% |
52% |
False |
False |
1,841 |
120 |
1,390.8 |
1,185.0 |
205.8 |
15.6% |
14.8 |
1.1% |
65% |
False |
False |
1,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,355.1 |
2.618 |
1,341.5 |
1.618 |
1,333.2 |
1.000 |
1,328.1 |
0.618 |
1,324.9 |
HIGH |
1,319.8 |
0.618 |
1,316.6 |
0.500 |
1,315.7 |
0.382 |
1,314.7 |
LOW |
1,311.5 |
0.618 |
1,306.4 |
1.000 |
1,303.2 |
1.618 |
1,298.1 |
2.618 |
1,289.8 |
4.250 |
1,276.2 |
|
|
Fisher Pivots for day following 23-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,318.0 |
1,312.7 |
PP |
1,316.8 |
1,306.4 |
S1 |
1,315.7 |
1,300.0 |
|