Trading Metrics calculated at close of trading on 11-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
195.33 |
194.90 |
-0.43 |
-0.2% |
192.95 |
High |
195.64 |
195.12 |
-0.52 |
-0.3% |
195.43 |
Low |
194.92 |
194.48 |
-0.44 |
-0.2% |
191.97 |
Close |
195.60 |
194.92 |
-0.68 |
-0.3% |
195.38 |
Range |
0.72 |
0.64 |
-0.08 |
-11.1% |
3.46 |
ATR |
1.25 |
1.24 |
-0.01 |
-0.8% |
0.00 |
Volume |
57,129,398 |
68,772,398 |
11,643,000 |
20.4% |
356,030,395 |
|
Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
196.76 |
196.48 |
195.27 |
|
R3 |
196.12 |
195.84 |
195.10 |
|
R2 |
195.48 |
195.48 |
195.04 |
|
R1 |
195.20 |
195.20 |
194.98 |
195.34 |
PP |
194.84 |
194.84 |
194.84 |
194.91 |
S1 |
194.56 |
194.56 |
194.86 |
194.70 |
S2 |
194.20 |
194.20 |
194.80 |
|
S3 |
193.56 |
193.92 |
194.74 |
|
S4 |
192.92 |
193.28 |
194.57 |
|
|
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 |
192.70 |
3.35 |
1.7% |
0.97 |
0.5% |
66% |
False |
False |
72,363,858 |
10 |
196.05 |
191.33 |
4.72 |
2.4% |
0.94 |
0.5% |
76% |
False |
False |
68,774,309 |
20 |
196.05 |
186.48 |
9.57 |
4.9% |
1.08 |
0.6% |
88% |
False |
False |
76,876,970 |
40 |
196.05 |
181.51 |
14.54 |
7.5% |
1.29 |
0.7% |
92% |
False |
False |
85,800,400 |
60 |
196.05 |
181.31 |
14.74 |
7.6% |
1.55 |
0.8% |
92% |
False |
False |
98,672,814 |
80 |
196.05 |
181.31 |
14.74 |
7.6% |
1.54 |
0.8% |
92% |
False |
False |
102,927,288 |
100 |
196.05 |
173.71 |
22.34 |
11.5% |
1.62 |
0.8% |
95% |
False |
False |
110,441,514 |
120 |
196.05 |
173.71 |
22.34 |
11.5% |
1.56 |
0.8% |
95% |
False |
False |
109,349,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
197.84 |
2.618 |
196.80 |
1.618 |
196.16 |
1.000 |
195.76 |
0.618 |
195.52 |
HIGH |
195.12 |
0.618 |
194.88 |
0.500 |
194.80 |
0.382 |
194.72 |
LOW |
194.48 |
0.618 |
194.08 |
1.000 |
193.84 |
1.618 |
193.44 |
2.618 |
192.80 |
4.250 |
191.76 |
|
|
Fisher Pivots for day following 11-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
194.88 |
195.27 |
PP |
194.84 |
195.15 |
S1 |
194.80 |
195.04 |
|