Trading Metrics calculated at close of trading on 20-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,940.75 |
1,942.25 |
1.50 |
0.1% |
1,920.00 |
High |
1,944.00 |
1,948.75 |
4.75 |
0.2% |
1,948.75 |
Low |
1,936.50 |
1,941.50 |
5.00 |
0.3% |
1,912.25 |
Close |
1,942.50 |
1,945.50 |
3.00 |
0.2% |
1,945.50 |
Range |
7.50 |
7.25 |
-0.25 |
-3.3% |
36.50 |
ATR |
12.38 |
12.01 |
-0.37 |
-3.0% |
0.00 |
Volume |
1,122 |
1,355 |
233 |
20.8% |
5,027 |
|
Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,967.00 |
1,963.50 |
1,949.50 |
|
R3 |
1,959.75 |
1,956.25 |
1,947.50 |
|
R2 |
1,952.50 |
1,952.50 |
1,946.75 |
|
R1 |
1,949.00 |
1,949.00 |
1,946.25 |
1,950.75 |
PP |
1,945.25 |
1,945.25 |
1,945.25 |
1,946.00 |
S1 |
1,941.75 |
1,941.75 |
1,944.75 |
1,943.50 |
S2 |
1,938.00 |
1,938.00 |
1,944.25 |
|
S3 |
1,930.75 |
1,934.50 |
1,943.50 |
|
S4 |
1,923.50 |
1,927.25 |
1,941.50 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,045.00 |
2,031.75 |
1,965.50 |
|
R3 |
2,008.50 |
1,995.25 |
1,955.50 |
|
R2 |
1,972.00 |
1,972.00 |
1,952.25 |
|
R1 |
1,958.75 |
1,958.75 |
1,948.75 |
1,965.50 |
PP |
1,935.50 |
1,935.50 |
1,935.50 |
1,938.75 |
S1 |
1,922.25 |
1,922.25 |
1,942.25 |
1,929.00 |
S2 |
1,899.00 |
1,899.00 |
1,938.75 |
|
S3 |
1,862.50 |
1,885.75 |
1,935.50 |
|
S4 |
1,826.00 |
1,849.25 |
1,925.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,948.75 |
1,912.25 |
36.50 |
1.9% |
11.50 |
0.6% |
91% |
True |
False |
1,005 |
10 |
1,948.75 |
1,911.25 |
37.50 |
1.9% |
11.50 |
0.6% |
91% |
True |
False |
888 |
20 |
1,948.75 |
1,876.00 |
72.75 |
3.7% |
10.50 |
0.5% |
96% |
True |
False |
590 |
40 |
1,948.75 |
1,831.50 |
117.25 |
6.0% |
12.25 |
0.6% |
97% |
True |
False |
374 |
60 |
1,948.75 |
1,790.00 |
158.75 |
8.2% |
13.75 |
0.7% |
98% |
True |
False |
288 |
80 |
1,948.75 |
1,790.00 |
158.75 |
8.2% |
13.25 |
0.7% |
98% |
True |
False |
228 |
100 |
1,948.75 |
1,712.00 |
236.75 |
12.2% |
12.50 |
0.6% |
99% |
True |
False |
184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,979.50 |
2.618 |
1,967.75 |
1.618 |
1,960.50 |
1.000 |
1,956.00 |
0.618 |
1,953.25 |
HIGH |
1,948.75 |
0.618 |
1,946.00 |
0.500 |
1,945.00 |
0.382 |
1,944.25 |
LOW |
1,941.50 |
0.618 |
1,937.00 |
1.000 |
1,934.25 |
1.618 |
1,929.75 |
2.618 |
1,922.50 |
4.250 |
1,910.75 |
|
|
Fisher Pivots for day following 20-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,945.50 |
1,942.50 |
PP |
1,945.25 |
1,939.25 |
S1 |
1,945.00 |
1,936.25 |
|