Trading Metrics calculated at close of trading on 17-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
16,765.56 |
16,779.21 |
13.65 |
0.1% |
16,926.08 |
High |
16,802.14 |
16,823.55 |
21.41 |
0.1% |
16,970.17 |
Low |
16,722.86 |
16,732.91 |
10.05 |
0.1% |
16,703.73 |
Close |
16,781.01 |
16,808.49 |
27.48 |
0.2% |
16,775.74 |
Range |
79.28 |
90.64 |
11.36 |
14.3% |
266.44 |
ATR |
97.47 |
96.98 |
-0.49 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,060.24 |
17,025.00 |
16,858.34 |
|
R3 |
16,969.60 |
16,934.36 |
16,833.42 |
|
R2 |
16,878.96 |
16,878.96 |
16,825.11 |
|
R1 |
16,843.72 |
16,843.72 |
16,816.80 |
16,861.34 |
PP |
16,788.32 |
16,788.32 |
16,788.32 |
16,797.13 |
S1 |
16,753.08 |
16,753.08 |
16,800.18 |
16,770.70 |
S2 |
16,697.68 |
16,697.68 |
16,791.87 |
|
S3 |
16,607.04 |
16,662.44 |
16,783.56 |
|
S4 |
16,516.40 |
16,571.80 |
16,758.64 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,615.87 |
17,462.24 |
16,922.28 |
|
R3 |
17,349.43 |
17,195.80 |
16,849.01 |
|
R2 |
17,082.99 |
17,082.99 |
16,824.59 |
|
R1 |
16,929.36 |
16,929.36 |
16,800.16 |
16,872.96 |
PP |
16,816.55 |
16,816.55 |
16,816.55 |
16,788.34 |
S1 |
16,662.92 |
16,662.92 |
16,751.32 |
16,606.52 |
S2 |
16,550.11 |
16,550.11 |
16,726.89 |
|
S3 |
16,283.67 |
16,396.48 |
16,702.47 |
|
S4 |
16,017.23 |
16,130.04 |
16,629.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,943.16 |
16,703.73 |
239.43 |
1.4% |
99.67 |
0.6% |
44% |
False |
False |
|
10 |
16,970.17 |
16,673.65 |
296.52 |
1.8% |
89.43 |
0.5% |
45% |
False |
False |
|
20 |
16,970.17 |
16,341.30 |
628.87 |
3.7% |
89.25 |
0.5% |
74% |
False |
False |
|
40 |
16,970.17 |
16,312.66 |
657.51 |
3.9% |
103.77 |
0.6% |
75% |
False |
False |
|
60 |
16,970.17 |
16,015.32 |
954.85 |
5.7% |
119.44 |
0.7% |
83% |
False |
False |
|
80 |
16,970.17 |
16,015.32 |
954.85 |
5.7% |
129.23 |
0.8% |
83% |
False |
False |
|
100 |
16,970.17 |
15,340.69 |
1,629.48 |
9.7% |
138.00 |
0.8% |
90% |
False |
False |
|
120 |
16,970.17 |
15,340.69 |
1,629.48 |
9.7% |
135.36 |
0.8% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,208.77 |
2.618 |
17,060.85 |
1.618 |
16,970.21 |
1.000 |
16,914.19 |
0.618 |
16,879.57 |
HIGH |
16,823.55 |
0.618 |
16,788.93 |
0.500 |
16,778.23 |
0.382 |
16,767.53 |
LOW |
16,732.91 |
0.618 |
16,676.89 |
1.000 |
16,642.27 |
1.618 |
16,586.25 |
2.618 |
16,495.61 |
4.250 |
16,347.69 |
|
|
Fisher Pivots for day following 17-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
16,798.40 |
16,796.02 |
PP |
16,788.32 |
16,783.55 |
S1 |
16,778.23 |
16,771.08 |
|