Trading Metrics calculated at close of trading on 24-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,316.1 |
1,318.9 |
2.8 |
0.2% |
1,279.0 |
High |
1,319.8 |
1,327.2 |
7.4 |
0.6% |
1,323.0 |
Low |
1,311.5 |
1,315.5 |
4.0 |
0.3% |
1,259.6 |
Close |
1,319.1 |
1,322.1 |
3.0 |
0.2% |
1,317.4 |
Range |
8.3 |
11.7 |
3.4 |
41.0% |
63.4 |
ATR |
14.3 |
14.1 |
-0.2 |
-1.3% |
0.0 |
Volume |
3,064 |
6,629 |
3,565 |
116.4% |
8,705 |
|
Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.7 |
1,351.1 |
1,328.5 |
|
R3 |
1,345.0 |
1,339.4 |
1,325.3 |
|
R2 |
1,333.3 |
1,333.3 |
1,324.2 |
|
R1 |
1,327.7 |
1,327.7 |
1,323.2 |
1,330.5 |
PP |
1,321.6 |
1,321.6 |
1,321.6 |
1,323.0 |
S1 |
1,316.0 |
1,316.0 |
1,321.0 |
1,318.8 |
S2 |
1,309.9 |
1,309.9 |
1,320.0 |
|
S3 |
1,298.2 |
1,304.3 |
1,318.9 |
|
S4 |
1,286.5 |
1,292.6 |
1,315.7 |
|
|
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 |
1,327.2 |
1,268.0 |
59.2 |
4.5% |
18.5 |
1.4% |
91% |
True |
False |
3,222 |
10 |
1,327.2 |
1,259.6 |
67.6 |
5.1% |
14.6 |
1.1% |
92% |
True |
False |
3,137 |
20 |
1,327.2 |
1,241.7 |
85.5 |
6.5% |
12.4 |
0.9% |
94% |
True |
False |
2,854 |
40 |
1,327.2 |
1,241.7 |
85.5 |
6.5% |
13.5 |
1.0% |
94% |
True |
False |
2,738 |
60 |
1,331.5 |
1,241.7 |
89.8 |
6.8% |
13.8 |
1.0% |
90% |
False |
False |
2,289 |
80 |
1,390.8 |
1,241.7 |
149.1 |
11.3% |
14.5 |
1.1% |
54% |
False |
False |
2,109 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.3% |
14.4 |
1.1% |
54% |
False |
False |
1,890 |
120 |
1,390.8 |
1,207.0 |
183.8 |
13.9% |
14.6 |
1.1% |
63% |
False |
False |
1,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,376.9 |
2.618 |
1,357.8 |
1.618 |
1,346.1 |
1.000 |
1,338.9 |
0.618 |
1,334.4 |
HIGH |
1,327.2 |
0.618 |
1,322.7 |
0.500 |
1,321.4 |
0.382 |
1,320.0 |
LOW |
1,315.5 |
0.618 |
1,308.3 |
1.000 |
1,303.8 |
1.618 |
1,296.6 |
2.618 |
1,284.9 |
4.250 |
1,265.8 |
|
|
Fisher Pivots for day following 24-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,321.9 |
1,320.6 |
PP |
1,321.6 |
1,319.1 |
S1 |
1,321.4 |
1,317.6 |
|