Trading Metrics calculated at close of trading on 10-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
195.35 |
195.33 |
-0.02 |
0.0% |
192.95 |
High |
196.05 |
195.64 |
-0.41 |
-0.2% |
195.43 |
Low |
195.17 |
194.92 |
-0.25 |
-0.1% |
191.97 |
Close |
195.58 |
195.60 |
0.02 |
0.0% |
195.38 |
Range |
0.88 |
0.72 |
-0.16 |
-18.2% |
3.46 |
ATR |
1.29 |
1.25 |
-0.04 |
-3.2% |
0.00 |
Volume |
65,118,801 |
57,129,398 |
-7,989,403 |
-12.3% |
356,030,395 |
|
Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
197.55 |
197.29 |
196.00 |
|
R3 |
196.83 |
196.57 |
195.80 |
|
R2 |
196.11 |
196.11 |
195.73 |
|
R1 |
195.85 |
195.85 |
195.67 |
195.98 |
PP |
195.39 |
195.39 |
195.39 |
195.45 |
S1 |
195.13 |
195.13 |
195.53 |
195.26 |
S2 |
194.67 |
194.67 |
195.47 |
|
S3 |
193.95 |
194.41 |
195.40 |
|
S4 |
193.23 |
193.69 |
195.20 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
204.64 |
203.47 |
197.28 |
|
R3 |
201.18 |
200.01 |
196.33 |
|
R2 |
197.72 |
197.72 |
196.01 |
|
R1 |
196.55 |
196.55 |
195.70 |
197.14 |
PP |
194.26 |
194.26 |
194.26 |
194.55 |
S1 |
193.09 |
193.09 |
195.06 |
193.68 |
S2 |
190.80 |
190.80 |
194.75 |
|
S3 |
187.34 |
189.63 |
194.43 |
|
S4 |
183.88 |
186.17 |
193.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
196.05 |
192.27 |
3.78 |
1.9% |
1.05 |
0.5% |
88% |
False |
False |
69,715,238 |
10 |
196.05 |
191.06 |
4.99 |
2.6% |
0.95 |
0.5% |
91% |
False |
False |
68,569,349 |
20 |
196.05 |
186.48 |
9.57 |
4.9% |
1.08 |
0.6% |
95% |
False |
False |
76,761,045 |
40 |
196.05 |
181.44 |
14.61 |
7.5% |
1.32 |
0.7% |
97% |
False |
False |
87,390,630 |
60 |
196.05 |
181.31 |
14.74 |
7.5% |
1.56 |
0.8% |
97% |
False |
False |
99,165,931 |
80 |
196.05 |
181.31 |
14.74 |
7.5% |
1.56 |
0.8% |
97% |
False |
False |
103,273,862 |
100 |
196.05 |
173.71 |
22.34 |
11.4% |
1.62 |
0.8% |
98% |
False |
False |
110,476,695 |
120 |
196.05 |
173.71 |
22.34 |
11.4% |
1.56 |
0.8% |
98% |
False |
False |
109,525,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
198.70 |
2.618 |
197.52 |
1.618 |
196.80 |
1.000 |
196.36 |
0.618 |
196.08 |
HIGH |
195.64 |
0.618 |
195.36 |
0.500 |
195.28 |
0.382 |
195.20 |
LOW |
194.92 |
0.618 |
194.48 |
1.000 |
194.20 |
1.618 |
193.76 |
2.618 |
193.04 |
4.250 |
191.86 |
|
|
Fisher Pivots for day following 10-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
195.49 |
195.54 |
PP |
195.39 |
195.48 |
S1 |
195.28 |
195.42 |
|