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 |
1,934.00 |
1,941.00 |
7.00 |
0.4% |
1,920.00 |
High |
1,945.25 |
1,944.75 |
-0.50 |
0.0% |
1,948.75 |
Low |
1,929.75 |
1,928.25 |
-1.50 |
-0.1% |
1,912.25 |
Close |
1,941.75 |
1,941.00 |
-0.75 |
0.0% |
1,945.50 |
Range |
15.50 |
16.50 |
1.00 |
6.5% |
36.50 |
ATR |
12.62 |
12.90 |
0.28 |
2.2% |
0.00 |
Volume |
3,193 |
1,653 |
-1,540 |
-48.2% |
5,027 |
|
Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.50 |
1,980.75 |
1,950.00 |
|
R3 |
1,971.00 |
1,964.25 |
1,945.50 |
|
R2 |
1,954.50 |
1,954.50 |
1,944.00 |
|
R1 |
1,947.75 |
1,947.75 |
1,942.50 |
1,949.25 |
PP |
1,938.00 |
1,938.00 |
1,938.00 |
1,938.75 |
S1 |
1,931.25 |
1,931.25 |
1,939.50 |
1,932.75 |
S2 |
1,921.50 |
1,921.50 |
1,938.00 |
|
S3 |
1,905.00 |
1,914.75 |
1,936.50 |
|
S4 |
1,888.50 |
1,898.25 |
1,932.00 |
|
|
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 |
1,928.25 |
24.00 |
1.2% |
13.75 |
0.7% |
53% |
False |
True |
1,426 |
10 |
1,952.25 |
1,912.25 |
40.00 |
2.1% |
12.75 |
0.7% |
72% |
False |
False |
1,200 |
20 |
1,952.25 |
1,899.00 |
53.25 |
2.7% |
12.00 |
0.6% |
79% |
False |
False |
862 |
40 |
1,952.25 |
1,840.00 |
112.25 |
5.8% |
12.50 |
0.6% |
90% |
False |
False |
516 |
60 |
1,952.25 |
1,790.00 |
162.25 |
8.4% |
14.25 |
0.7% |
93% |
False |
False |
374 |
80 |
1,952.25 |
1,790.00 |
162.25 |
8.4% |
13.50 |
0.7% |
93% |
False |
False |
300 |
100 |
1,952.25 |
1,720.00 |
232.25 |
12.0% |
12.50 |
0.6% |
95% |
False |
False |
241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,015.00 |
2.618 |
1,988.00 |
1.618 |
1,971.50 |
1.000 |
1,961.25 |
0.618 |
1,955.00 |
HIGH |
1,944.75 |
0.618 |
1,938.50 |
0.500 |
1,936.50 |
0.382 |
1,934.50 |
LOW |
1,928.25 |
0.618 |
1,918.00 |
1.000 |
1,911.75 |
1.618 |
1,901.50 |
2.618 |
1,885.00 |
4.250 |
1,858.00 |
|
|
Fisher Pivots for day following 26-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,939.50 |
1,940.75 |
PP |
1,938.00 |
1,940.50 |
S1 |
1,936.50 |
1,940.00 |
|