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 |
1,943.50 |
1,934.00 |
-9.50 |
-0.5% |
1,920.00 |
High |
1,952.00 |
1,945.25 |
-6.75 |
-0.3% |
1,948.75 |
Low |
1,932.25 |
1,929.75 |
-2.50 |
-0.1% |
1,912.25 |
Close |
1,935.50 |
1,941.75 |
6.25 |
0.3% |
1,945.50 |
Range |
19.75 |
15.50 |
-4.25 |
-21.5% |
36.50 |
ATR |
12.40 |
12.62 |
0.22 |
1.8% |
0.00 |
Volume |
537 |
3,193 |
2,656 |
494.6% |
5,027 |
|
Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,985.50 |
1,979.00 |
1,950.25 |
|
R3 |
1,970.00 |
1,963.50 |
1,946.00 |
|
R2 |
1,954.50 |
1,954.50 |
1,944.50 |
|
R1 |
1,948.00 |
1,948.00 |
1,943.25 |
1,951.25 |
PP |
1,939.00 |
1,939.00 |
1,939.00 |
1,940.50 |
S1 |
1,932.50 |
1,932.50 |
1,940.25 |
1,935.75 |
S2 |
1,923.50 |
1,923.50 |
1,939.00 |
|
S3 |
1,908.00 |
1,917.00 |
1,937.50 |
|
S4 |
1,892.50 |
1,901.50 |
1,933.25 |
|
|
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 |
1,952.25 |
1,929.75 |
22.50 |
1.2% |
12.00 |
0.6% |
53% |
False |
True |
1,320 |
10 |
1,952.25 |
1,911.25 |
41.00 |
2.1% |
13.25 |
0.7% |
74% |
False |
False |
1,120 |
20 |
1,952.25 |
1,892.75 |
59.50 |
3.1% |
11.50 |
0.6% |
82% |
False |
False |
783 |
40 |
1,952.25 |
1,840.00 |
112.25 |
5.8% |
12.25 |
0.6% |
91% |
False |
False |
475 |
60 |
1,952.25 |
1,790.00 |
162.25 |
8.4% |
14.00 |
0.7% |
94% |
False |
False |
347 |
80 |
1,952.25 |
1,790.00 |
162.25 |
8.4% |
13.50 |
0.7% |
94% |
False |
False |
279 |
100 |
1,952.25 |
1,712.00 |
240.25 |
12.4% |
12.75 |
0.7% |
96% |
False |
False |
225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,011.00 |
2.618 |
1,985.75 |
1.618 |
1,970.25 |
1.000 |
1,960.75 |
0.618 |
1,954.75 |
HIGH |
1,945.25 |
0.618 |
1,939.25 |
0.500 |
1,937.50 |
0.382 |
1,935.75 |
LOW |
1,929.75 |
0.618 |
1,920.25 |
1.000 |
1,914.25 |
1.618 |
1,904.75 |
2.618 |
1,889.25 |
4.250 |
1,864.00 |
|
|
Fisher Pivots for day following 25-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,940.25 |
1,941.50 |
PP |
1,939.00 |
1,941.25 |
S1 |
1,937.50 |
1,941.00 |
|