Trading Metrics calculated at close of trading on 30-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,319.0 |
1,317.9 |
-1.1 |
-0.1% |
1,316.1 |
High |
1,323.5 |
1,331.0 |
7.5 |
0.6% |
1,327.2 |
Low |
1,314.2 |
1,312.3 |
-1.9 |
-0.1% |
1,308.2 |
Close |
1,320.9 |
1,322.8 |
1.9 |
0.1% |
1,320.9 |
Range |
9.3 |
18.7 |
9.4 |
101.1% |
19.0 |
ATR |
14.1 |
14.4 |
0.3 |
2.3% |
0.0 |
Volume |
3,466 |
3,041 |
-425 |
-12.3% |
22,300 |
|
Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,378.1 |
1,369.2 |
1,333.1 |
|
R3 |
1,359.4 |
1,350.5 |
1,327.9 |
|
R2 |
1,340.7 |
1,340.7 |
1,326.2 |
|
R1 |
1,331.8 |
1,331.8 |
1,324.5 |
1,336.3 |
PP |
1,322.0 |
1,322.0 |
1,322.0 |
1,324.3 |
S1 |
1,313.1 |
1,313.1 |
1,321.1 |
1,317.6 |
S2 |
1,303.3 |
1,303.3 |
1,319.4 |
|
S3 |
1,284.6 |
1,294.4 |
1,317.7 |
|
S4 |
1,265.9 |
1,275.7 |
1,312.5 |
|
|
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 |
1,331.0 |
1,308.2 |
22.8 |
1.7% |
14.0 |
1.1% |
64% |
True |
False |
4,455 |
10 |
1,331.0 |
1,259.6 |
71.4 |
5.4% |
16.5 |
1.2% |
89% |
True |
False |
3,278 |
20 |
1,331.0 |
1,241.7 |
89.3 |
6.8% |
13.1 |
1.0% |
91% |
True |
False |
2,758 |
40 |
1,331.0 |
1,241.7 |
89.3 |
6.8% |
13.2 |
1.0% |
91% |
True |
False |
2,971 |
60 |
1,331.5 |
1,241.7 |
89.8 |
6.8% |
14.0 |
1.1% |
90% |
False |
False |
2,488 |
80 |
1,390.8 |
1,241.7 |
149.1 |
11.3% |
14.4 |
1.1% |
54% |
False |
False |
2,245 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.3% |
14.4 |
1.1% |
54% |
False |
False |
2,029 |
120 |
1,390.8 |
1,222.4 |
168.4 |
12.7% |
14.4 |
1.1% |
60% |
False |
False |
1,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,410.5 |
2.618 |
1,380.0 |
1.618 |
1,361.3 |
1.000 |
1,349.7 |
0.618 |
1,342.6 |
HIGH |
1,331.0 |
0.618 |
1,323.9 |
0.500 |
1,321.7 |
0.382 |
1,319.4 |
LOW |
1,312.3 |
0.618 |
1,300.7 |
1.000 |
1,293.6 |
1.618 |
1,282.0 |
2.618 |
1,263.3 |
4.250 |
1,232.8 |
|
|
Fisher Pivots for day following 30-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,322.4 |
1,321.7 |
PP |
1,322.0 |
1,320.7 |
S1 |
1,321.7 |
1,319.6 |
|