Trading Metrics calculated at close of trading on 25-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,318.9 |
1,320.0 |
1.1 |
0.1% |
1,279.0 |
High |
1,327.2 |
1,326.3 |
-0.9 |
-0.1% |
1,323.0 |
Low |
1,315.5 |
1,308.5 |
-7.0 |
-0.5% |
1,259.6 |
Close |
1,322.1 |
1,323.4 |
1.3 |
0.1% |
1,317.4 |
Range |
11.7 |
17.8 |
6.1 |
52.1% |
63.4 |
ATR |
14.1 |
14.4 |
0.3 |
1.8% |
0.0 |
Volume |
6,629 |
1,907 |
-4,722 |
-71.2% |
8,705 |
|
Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,372.8 |
1,365.9 |
1,333.2 |
|
R3 |
1,355.0 |
1,348.1 |
1,328.3 |
|
R2 |
1,337.2 |
1,337.2 |
1,326.7 |
|
R1 |
1,330.3 |
1,330.3 |
1,325.0 |
1,333.8 |
PP |
1,319.4 |
1,319.4 |
1,319.4 |
1,321.1 |
S1 |
1,312.5 |
1,312.5 |
1,321.8 |
1,316.0 |
S2 |
1,301.6 |
1,301.6 |
1,320.1 |
|
S3 |
1,283.8 |
1,294.7 |
1,318.5 |
|
S4 |
1,266.0 |
1,276.9 |
1,313.6 |
|
|
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 |
1,277.0 |
50.2 |
3.8% |
19.7 |
1.5% |
92% |
False |
False |
3,176 |
10 |
1,327.2 |
1,259.6 |
67.6 |
5.1% |
15.7 |
1.2% |
94% |
False |
False |
2,448 |
20 |
1,327.2 |
1,241.7 |
85.5 |
6.5% |
12.7 |
1.0% |
96% |
False |
False |
2,710 |
40 |
1,327.2 |
1,241.7 |
85.5 |
6.5% |
13.6 |
1.0% |
96% |
False |
False |
2,721 |
60 |
1,331.5 |
1,241.7 |
89.8 |
6.8% |
13.9 |
1.0% |
91% |
False |
False |
2,296 |
80 |
1,390.8 |
1,241.7 |
149.1 |
11.3% |
14.5 |
1.1% |
55% |
False |
False |
2,112 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.3% |
14.5 |
1.1% |
55% |
False |
False |
1,899 |
120 |
1,390.8 |
1,220.0 |
170.8 |
12.9% |
14.6 |
1.1% |
61% |
False |
False |
1,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,402.0 |
2.618 |
1,372.9 |
1.618 |
1,355.1 |
1.000 |
1,344.1 |
0.618 |
1,337.3 |
HIGH |
1,326.3 |
0.618 |
1,319.5 |
0.500 |
1,317.4 |
0.382 |
1,315.3 |
LOW |
1,308.5 |
0.618 |
1,297.5 |
1.000 |
1,290.7 |
1.618 |
1,279.7 |
2.618 |
1,261.9 |
4.250 |
1,232.9 |
|
|
Fisher Pivots for day following 25-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,321.4 |
1,321.6 |
PP |
1,319.4 |
1,319.7 |
S1 |
1,317.4 |
1,317.9 |
|