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 |
194.30 |
195.61 |
1.31 |
0.7% |
193.89 |
High |
195.78 |
195.63 |
-0.15 |
-0.1% |
196.60 |
Low |
194.25 |
194.13 |
-0.12 |
-0.1% |
193.66 |
Close |
195.58 |
195.44 |
-0.14 |
-0.1% |
195.94 |
Range |
1.53 |
1.50 |
-0.03 |
-2.0% |
2.94 |
ATR |
1.26 |
1.27 |
0.02 |
1.4% |
0.00 |
Volume |
82,781,906 |
84,311,797 |
1,529,891 |
1.8% |
464,040,907 |
|
Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
199.57 |
199.00 |
196.27 |
|
R3 |
198.07 |
197.50 |
195.85 |
|
R2 |
196.57 |
196.57 |
195.72 |
|
R1 |
196.00 |
196.00 |
195.58 |
195.54 |
PP |
195.07 |
195.07 |
195.07 |
194.83 |
S1 |
194.50 |
194.50 |
195.30 |
194.04 |
S2 |
193.57 |
193.57 |
195.17 |
|
S3 |
192.07 |
193.00 |
195.03 |
|
S4 |
190.57 |
191.50 |
194.62 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
204.22 |
203.02 |
197.56 |
|
R3 |
201.28 |
200.08 |
196.75 |
|
R2 |
198.34 |
198.34 |
196.48 |
|
R1 |
197.14 |
197.14 |
196.21 |
197.74 |
PP |
195.40 |
195.40 |
195.40 |
195.70 |
S1 |
194.20 |
194.20 |
195.67 |
194.80 |
S2 |
192.46 |
192.46 |
195.40 |
|
S3 |
189.52 |
191.26 |
195.13 |
|
S4 |
186.58 |
188.32 |
194.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
196.50 |
194.13 |
2.37 |
1.2% |
1.20 |
0.6% |
55% |
False |
True |
86,905,818 |
10 |
196.60 |
193.30 |
3.30 |
1.7% |
1.20 |
0.6% |
65% |
False |
False |
88,000,009 |
20 |
196.60 |
191.97 |
4.63 |
2.4% |
1.10 |
0.6% |
75% |
False |
False |
80,485,844 |
40 |
196.60 |
186.01 |
10.59 |
5.4% |
1.22 |
0.6% |
89% |
False |
False |
82,838,940 |
60 |
196.60 |
181.31 |
15.29 |
7.8% |
1.42 |
0.7% |
92% |
False |
False |
92,837,731 |
80 |
196.60 |
181.31 |
15.29 |
7.8% |
1.50 |
0.8% |
92% |
False |
False |
98,477,392 |
100 |
196.60 |
173.71 |
22.89 |
11.7% |
1.54 |
0.8% |
95% |
False |
False |
103,552,314 |
120 |
196.60 |
173.71 |
22.89 |
11.7% |
1.56 |
0.8% |
95% |
False |
False |
107,830,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
202.01 |
2.618 |
199.56 |
1.618 |
198.06 |
1.000 |
197.13 |
0.618 |
196.56 |
HIGH |
195.63 |
0.618 |
195.06 |
0.500 |
194.88 |
0.382 |
194.70 |
LOW |
194.13 |
0.618 |
193.20 |
1.000 |
192.63 |
1.618 |
191.70 |
2.618 |
190.20 |
4.250 |
187.76 |
|
|
Fisher Pivots for day following 26-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
195.25 |
195.40 |
PP |
195.07 |
195.36 |
S1 |
194.88 |
195.32 |
|