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 |
1,320.2 |
1,319.0 |
-1.2 |
-0.1% |
1,316.1 |
High |
1,320.8 |
1,323.5 |
2.7 |
0.2% |
1,327.2 |
Low |
1,308.2 |
1,314.2 |
6.0 |
0.5% |
1,308.2 |
Close |
1,317.8 |
1,320.9 |
3.1 |
0.2% |
1,320.9 |
Range |
12.6 |
9.3 |
-3.3 |
-26.2% |
19.0 |
ATR |
14.5 |
14.1 |
-0.4 |
-2.6% |
0.0 |
Volume |
7,234 |
3,466 |
-3,768 |
-52.1% |
22,300 |
|
Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,347.4 |
1,343.5 |
1,326.0 |
|
R3 |
1,338.1 |
1,334.2 |
1,323.5 |
|
R2 |
1,328.8 |
1,328.8 |
1,322.6 |
|
R1 |
1,324.9 |
1,324.9 |
1,321.8 |
1,326.9 |
PP |
1,319.5 |
1,319.5 |
1,319.5 |
1,320.5 |
S1 |
1,315.6 |
1,315.6 |
1,320.0 |
1,317.6 |
S2 |
1,310.2 |
1,310.2 |
1,319.2 |
|
S3 |
1,300.9 |
1,306.3 |
1,318.3 |
|
S4 |
1,291.6 |
1,297.0 |
1,315.8 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,375.8 |
1,367.3 |
1,331.4 |
|
R3 |
1,356.8 |
1,348.3 |
1,326.1 |
|
R2 |
1,337.8 |
1,337.8 |
1,324.4 |
|
R1 |
1,329.3 |
1,329.3 |
1,322.6 |
1,333.6 |
PP |
1,318.8 |
1,318.8 |
1,318.8 |
1,320.9 |
S1 |
1,310.3 |
1,310.3 |
1,319.2 |
1,314.6 |
S2 |
1,299.8 |
1,299.8 |
1,317.4 |
|
S3 |
1,280.8 |
1,291.3 |
1,315.7 |
|
S4 |
1,261.8 |
1,272.3 |
1,310.5 |
|
|
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 |
1,308.2 |
19.0 |
1.4% |
11.9 |
0.9% |
67% |
False |
False |
4,460 |
10 |
1,327.2 |
1,259.6 |
67.6 |
5.1% |
15.9 |
1.2% |
91% |
False |
False |
3,100 |
20 |
1,327.2 |
1,241.7 |
85.5 |
6.5% |
12.6 |
1.0% |
93% |
False |
False |
2,748 |
40 |
1,327.2 |
1,241.7 |
85.5 |
6.5% |
13.4 |
1.0% |
93% |
False |
False |
2,920 |
60 |
1,331.5 |
1,241.7 |
89.8 |
6.8% |
13.8 |
1.0% |
88% |
False |
False |
2,451 |
80 |
1,390.8 |
1,241.7 |
149.1 |
11.3% |
14.4 |
1.1% |
53% |
False |
False |
2,216 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.3% |
14.4 |
1.1% |
53% |
False |
False |
2,002 |
120 |
1,390.8 |
1,222.4 |
168.4 |
12.7% |
14.4 |
1.1% |
58% |
False |
False |
1,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,363.0 |
2.618 |
1,347.8 |
1.618 |
1,338.5 |
1.000 |
1,332.8 |
0.618 |
1,329.2 |
HIGH |
1,323.5 |
0.618 |
1,319.9 |
0.500 |
1,318.9 |
0.382 |
1,317.8 |
LOW |
1,314.2 |
0.618 |
1,308.5 |
1.000 |
1,304.9 |
1.618 |
1,299.2 |
2.618 |
1,289.9 |
4.250 |
1,274.7 |
|
|
Fisher Pivots for day following 27-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,320.2 |
1,319.7 |
PP |
1,319.5 |
1,318.5 |
S1 |
1,318.9 |
1,317.3 |
|