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 |
1,941.00 |
1,940.75 |
-0.25 |
0.0% |
1,945.25 |
High |
1,944.75 |
1,946.00 |
1.25 |
0.1% |
1,952.25 |
Low |
1,928.25 |
1,935.00 |
6.75 |
0.4% |
1,928.25 |
Close |
1,941.00 |
1,944.00 |
3.00 |
0.2% |
1,944.00 |
Range |
16.50 |
11.00 |
-5.50 |
-33.3% |
24.00 |
ATR |
12.90 |
12.76 |
-0.14 |
-1.1% |
0.00 |
Volume |
1,653 |
1,227 |
-426 |
-25.8% |
7,006 |
|
Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,974.75 |
1,970.25 |
1,950.00 |
|
R3 |
1,963.75 |
1,959.25 |
1,947.00 |
|
R2 |
1,952.75 |
1,952.75 |
1,946.00 |
|
R1 |
1,948.25 |
1,948.25 |
1,945.00 |
1,950.50 |
PP |
1,941.75 |
1,941.75 |
1,941.75 |
1,942.75 |
S1 |
1,937.25 |
1,937.25 |
1,943.00 |
1,939.50 |
S2 |
1,930.75 |
1,930.75 |
1,942.00 |
|
S3 |
1,919.75 |
1,926.25 |
1,941.00 |
|
S4 |
1,908.75 |
1,915.25 |
1,938.00 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,013.50 |
2,002.75 |
1,957.25 |
|
R3 |
1,989.50 |
1,978.75 |
1,950.50 |
|
R2 |
1,965.50 |
1,965.50 |
1,948.50 |
|
R1 |
1,954.75 |
1,954.75 |
1,946.25 |
1,948.00 |
PP |
1,941.50 |
1,941.50 |
1,941.50 |
1,938.25 |
S1 |
1,930.75 |
1,930.75 |
1,941.75 |
1,924.00 |
S2 |
1,917.50 |
1,917.50 |
1,939.50 |
|
S3 |
1,893.50 |
1,906.75 |
1,937.50 |
|
S4 |
1,869.50 |
1,882.75 |
1,930.75 |
|
|
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% |
14.50 |
0.7% |
66% |
False |
False |
1,401 |
10 |
1,952.25 |
1,912.25 |
40.00 |
2.1% |
13.00 |
0.7% |
79% |
False |
False |
1,203 |
20 |
1,952.25 |
1,900.00 |
52.25 |
2.7% |
12.00 |
0.6% |
84% |
False |
False |
861 |
40 |
1,952.25 |
1,840.00 |
112.25 |
5.8% |
12.50 |
0.6% |
93% |
False |
False |
544 |
60 |
1,952.25 |
1,790.00 |
162.25 |
8.3% |
14.25 |
0.7% |
95% |
False |
False |
394 |
80 |
1,952.25 |
1,790.00 |
162.25 |
8.3% |
13.75 |
0.7% |
95% |
False |
False |
315 |
100 |
1,952.25 |
1,723.00 |
229.25 |
11.8% |
12.50 |
0.6% |
96% |
False |
False |
253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,992.75 |
2.618 |
1,974.75 |
1.618 |
1,963.75 |
1.000 |
1,957.00 |
0.618 |
1,952.75 |
HIGH |
1,946.00 |
0.618 |
1,941.75 |
0.500 |
1,940.50 |
0.382 |
1,939.25 |
LOW |
1,935.00 |
0.618 |
1,928.25 |
1.000 |
1,924.00 |
1.618 |
1,917.25 |
2.618 |
1,906.25 |
4.250 |
1,888.25 |
|
|
Fisher Pivots for day following 27-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,942.75 |
1,941.75 |
PP |
1,941.75 |
1,939.50 |
S1 |
1,940.50 |
1,937.00 |
|