Trading Metrics calculated at close of trading on 26-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,320.0 |
1,320.2 |
0.2 |
0.0% |
1,279.0 |
High |
1,326.3 |
1,320.8 |
-5.5 |
-0.4% |
1,323.0 |
Low |
1,308.5 |
1,308.2 |
-0.3 |
0.0% |
1,259.6 |
Close |
1,323.4 |
1,317.8 |
-5.6 |
-0.4% |
1,317.4 |
Range |
17.8 |
12.6 |
-5.2 |
-29.2% |
63.4 |
ATR |
14.4 |
14.5 |
0.1 |
0.4% |
0.0 |
Volume |
1,907 |
7,234 |
5,327 |
279.3% |
8,705 |
|
Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.4 |
1,348.2 |
1,324.7 |
|
R3 |
1,340.8 |
1,335.6 |
1,321.3 |
|
R2 |
1,328.2 |
1,328.2 |
1,320.1 |
|
R1 |
1,323.0 |
1,323.0 |
1,319.0 |
1,319.3 |
PP |
1,315.6 |
1,315.6 |
1,315.6 |
1,313.8 |
S1 |
1,310.4 |
1,310.4 |
1,316.6 |
1,306.7 |
S2 |
1,303.0 |
1,303.0 |
1,315.5 |
|
S3 |
1,290.4 |
1,297.8 |
1,314.3 |
|
S4 |
1,277.8 |
1,285.2 |
1,310.9 |
|
|
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 |
1,307.9 |
19.3 |
1.5% |
13.1 |
1.0% |
51% |
False |
False |
4,509 |
10 |
1,327.2 |
1,259.6 |
67.6 |
5.1% |
15.6 |
1.2% |
86% |
False |
False |
2,928 |
20 |
1,327.2 |
1,241.7 |
85.5 |
6.5% |
12.9 |
1.0% |
89% |
False |
False |
2,784 |
40 |
1,327.2 |
1,241.7 |
85.5 |
6.5% |
13.6 |
1.0% |
89% |
False |
False |
2,887 |
60 |
1,331.5 |
1,241.7 |
89.8 |
6.8% |
13.9 |
1.1% |
85% |
False |
False |
2,406 |
80 |
1,390.8 |
1,241.7 |
149.1 |
11.3% |
14.4 |
1.1% |
51% |
False |
False |
2,187 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.3% |
14.4 |
1.1% |
51% |
False |
False |
1,970 |
120 |
1,390.8 |
1,220.0 |
170.8 |
13.0% |
14.5 |
1.1% |
57% |
False |
False |
1,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,374.4 |
2.618 |
1,353.8 |
1.618 |
1,341.2 |
1.000 |
1,333.4 |
0.618 |
1,328.6 |
HIGH |
1,320.8 |
0.618 |
1,316.0 |
0.500 |
1,314.5 |
0.382 |
1,313.0 |
LOW |
1,308.2 |
0.618 |
1,300.4 |
1.000 |
1,295.6 |
1.618 |
1,287.8 |
2.618 |
1,275.2 |
4.250 |
1,254.7 |
|
|
Fisher Pivots for day following 26-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,316.7 |
1,317.8 |
PP |
1,315.6 |
1,317.7 |
S1 |
1,314.5 |
1,317.7 |
|