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 |
6,696.5 |
6,694.5 |
-2.0 |
0.0% |
6,781.0 |
High |
6,710.0 |
6,727.5 |
17.5 |
0.3% |
6,790.0 |
Low |
6,653.0 |
6,686.5 |
33.5 |
0.5% |
6,653.0 |
Close |
6,680.0 |
6,715.5 |
35.5 |
0.5% |
6,715.5 |
Range |
57.0 |
41.0 |
-16.0 |
-28.1% |
137.0 |
ATR |
49.5 |
49.3 |
-0.1 |
-0.3% |
0.0 |
Volume |
58,423 |
83,311 |
24,888 |
42.6% |
384,335 |
|
Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,833.0 |
6,815.0 |
6,738.0 |
|
R3 |
6,792.0 |
6,774.0 |
6,727.0 |
|
R2 |
6,751.0 |
6,751.0 |
6,723.0 |
|
R1 |
6,733.0 |
6,733.0 |
6,719.5 |
6,742.0 |
PP |
6,710.0 |
6,710.0 |
6,710.0 |
6,714.0 |
S1 |
6,692.0 |
6,692.0 |
6,711.5 |
6,701.0 |
S2 |
6,669.0 |
6,669.0 |
6,708.0 |
|
S3 |
6,628.0 |
6,651.0 |
6,704.0 |
|
S4 |
6,587.0 |
6,610.0 |
6,693.0 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,130.5 |
7,060.0 |
6,791.0 |
|
R3 |
6,993.5 |
6,923.0 |
6,753.0 |
|
R2 |
6,856.5 |
6,856.5 |
6,740.5 |
|
R1 |
6,786.0 |
6,786.0 |
6,728.0 |
6,753.0 |
PP |
6,719.5 |
6,719.5 |
6,719.5 |
6,703.0 |
S1 |
6,649.0 |
6,649.0 |
6,703.0 |
6,616.0 |
S2 |
6,582.5 |
6,582.5 |
6,690.5 |
|
S3 |
6,445.5 |
6,512.0 |
6,678.0 |
|
S4 |
6,308.5 |
6,375.0 |
6,640.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,790.0 |
6,653.0 |
137.0 |
2.0% |
54.0 |
0.8% |
46% |
False |
False |
76,867 |
10 |
6,794.5 |
6,653.0 |
141.5 |
2.1% |
46.5 |
0.7% |
44% |
False |
False |
117,356 |
20 |
6,824.5 |
6,653.0 |
171.5 |
2.6% |
43.5 |
0.6% |
36% |
False |
False |
73,725 |
40 |
6,824.5 |
6,653.0 |
171.5 |
2.6% |
34.0 |
0.5% |
36% |
False |
False |
36,965 |
60 |
6,824.5 |
6,460.0 |
364.5 |
5.4% |
25.0 |
0.4% |
70% |
False |
False |
24,645 |
80 |
6,824.5 |
6,397.0 |
427.5 |
6.4% |
21.0 |
0.3% |
75% |
False |
False |
18,489 |
100 |
6,824.5 |
6,274.0 |
550.5 |
8.2% |
17.5 |
0.3% |
80% |
False |
False |
14,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,902.0 |
2.618 |
6,835.0 |
1.618 |
6,794.0 |
1.000 |
6,768.5 |
0.618 |
6,753.0 |
HIGH |
6,727.5 |
0.618 |
6,712.0 |
0.500 |
6,707.0 |
0.382 |
6,702.0 |
LOW |
6,686.5 |
0.618 |
6,661.0 |
1.000 |
6,645.5 |
1.618 |
6,620.0 |
2.618 |
6,579.0 |
4.250 |
6,512.0 |
|
|
Fisher Pivots for day following 27-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
6,712.5 |
6,707.0 |
PP |
6,710.0 |
6,698.5 |
S1 |
6,707.0 |
6,690.0 |
|