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 |
1,940.75 |
1,943.50 |
2.75 |
0.1% |
1,945.25 |
High |
1,946.00 |
1,948.50 |
2.50 |
0.1% |
1,952.25 |
Low |
1,935.00 |
1,940.25 |
5.25 |
0.3% |
1,928.25 |
Close |
1,944.00 |
1,944.50 |
0.50 |
0.0% |
1,944.00 |
Range |
11.00 |
8.25 |
-2.75 |
-25.0% |
24.00 |
ATR |
12.76 |
12.44 |
-0.32 |
-2.5% |
0.00 |
Volume |
1,227 |
3,361 |
2,134 |
173.9% |
7,006 |
|
Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,969.25 |
1,965.00 |
1,949.00 |
|
R3 |
1,961.00 |
1,956.75 |
1,946.75 |
|
R2 |
1,952.75 |
1,952.75 |
1,946.00 |
|
R1 |
1,948.50 |
1,948.50 |
1,945.25 |
1,950.50 |
PP |
1,944.50 |
1,944.50 |
1,944.50 |
1,945.50 |
S1 |
1,940.25 |
1,940.25 |
1,943.75 |
1,942.50 |
S2 |
1,936.25 |
1,936.25 |
1,943.00 |
|
S3 |
1,928.00 |
1,932.00 |
1,942.25 |
|
S4 |
1,919.75 |
1,923.75 |
1,940.00 |
|
|
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 |
1,952.00 |
1,928.25 |
23.75 |
1.2% |
14.25 |
0.7% |
68% |
False |
False |
1,994 |
10 |
1,952.25 |
1,916.75 |
35.50 |
1.8% |
12.50 |
0.6% |
78% |
False |
False |
1,512 |
20 |
1,952.25 |
1,901.50 |
50.75 |
2.6% |
12.00 |
0.6% |
85% |
False |
False |
1,025 |
40 |
1,952.25 |
1,840.00 |
112.25 |
5.8% |
12.50 |
0.6% |
93% |
False |
False |
590 |
60 |
1,952.25 |
1,790.00 |
162.25 |
8.3% |
14.25 |
0.7% |
95% |
False |
False |
448 |
80 |
1,952.25 |
1,790.00 |
162.25 |
8.3% |
13.75 |
0.7% |
95% |
False |
False |
357 |
100 |
1,952.25 |
1,736.00 |
216.25 |
11.1% |
12.75 |
0.7% |
96% |
False |
False |
287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,983.50 |
2.618 |
1,970.00 |
1.618 |
1,961.75 |
1.000 |
1,956.75 |
0.618 |
1,953.50 |
HIGH |
1,948.50 |
0.618 |
1,945.25 |
0.500 |
1,944.50 |
0.382 |
1,943.50 |
LOW |
1,940.25 |
0.618 |
1,935.25 |
1.000 |
1,932.00 |
1.618 |
1,927.00 |
2.618 |
1,918.75 |
4.250 |
1,905.25 |
|
|
Fisher Pivots for day following 30-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,944.50 |
1,942.50 |
PP |
1,944.50 |
1,940.50 |
S1 |
1,944.50 |
1,938.50 |
|