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 |
3,305.0 |
3,306.0 |
1.0 |
0.0% |
3,252.0 |
High |
3,316.0 |
3,319.0 |
3.0 |
0.1% |
3,309.0 |
Low |
3,287.0 |
3,297.0 |
10.0 |
0.3% |
3,216.0 |
Close |
3,305.0 |
3,310.0 |
5.0 |
0.2% |
3,291.0 |
Range |
29.0 |
22.0 |
-7.0 |
-24.1% |
93.0 |
ATR |
36.6 |
35.6 |
-1.0 |
-2.8% |
0.0 |
Volume |
759,780 |
812,547 |
52,767 |
6.9% |
5,075,756 |
|
Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,374.7 |
3,364.3 |
3,322.1 |
|
R3 |
3,352.7 |
3,342.3 |
3,316.1 |
|
R2 |
3,330.7 |
3,330.7 |
3,314.0 |
|
R1 |
3,320.3 |
3,320.3 |
3,312.0 |
3,325.5 |
PP |
3,308.7 |
3,308.7 |
3,308.7 |
3,311.3 |
S1 |
3,298.3 |
3,298.3 |
3,308.0 |
3,303.5 |
S2 |
3,286.7 |
3,286.7 |
3,306.0 |
|
S3 |
3,264.7 |
3,276.3 |
3,304.0 |
|
S4 |
3,242.7 |
3,254.3 |
3,297.9 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,551.0 |
3,514.0 |
3,342.2 |
|
R3 |
3,458.0 |
3,421.0 |
3,316.6 |
|
R2 |
3,365.0 |
3,365.0 |
3,308.1 |
|
R1 |
3,328.0 |
3,328.0 |
3,299.5 |
3,346.5 |
PP |
3,272.0 |
3,272.0 |
3,272.0 |
3,281.3 |
S1 |
3,235.0 |
3,235.0 |
3,282.5 |
3,253.5 |
S2 |
3,179.0 |
3,179.0 |
3,274.0 |
|
S3 |
3,086.0 |
3,142.0 |
3,265.4 |
|
S4 |
2,993.0 |
3,049.0 |
3,239.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,319.0 |
3,216.0 |
103.0 |
3.1% |
39.0 |
1.2% |
91% |
True |
False |
1,055,119 |
10 |
3,319.0 |
3,216.0 |
103.0 |
3.1% |
29.5 |
0.9% |
91% |
True |
False |
831,971 |
20 |
3,319.0 |
3,121.0 |
198.0 |
6.0% |
31.8 |
1.0% |
95% |
True |
False |
786,636 |
40 |
3,319.0 |
3,010.0 |
309.0 |
9.3% |
38.4 |
1.2% |
97% |
True |
False |
842,323 |
60 |
3,319.0 |
2,902.0 |
417.0 |
12.6% |
40.2 |
1.2% |
98% |
True |
False |
851,878 |
80 |
3,319.0 |
2,902.0 |
417.0 |
12.6% |
39.3 |
1.2% |
98% |
True |
False |
645,851 |
100 |
3,319.0 |
2,868.0 |
451.0 |
13.6% |
41.0 |
1.2% |
98% |
True |
False |
517,086 |
120 |
3,319.0 |
2,847.0 |
472.0 |
14.3% |
39.6 |
1.2% |
98% |
True |
False |
430,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,412.5 |
2.618 |
3,376.6 |
1.618 |
3,354.6 |
1.000 |
3,341.0 |
0.618 |
3,332.6 |
HIGH |
3,319.0 |
0.618 |
3,310.6 |
0.500 |
3,308.0 |
0.382 |
3,305.4 |
LOW |
3,297.0 |
0.618 |
3,283.4 |
1.000 |
3,275.0 |
1.618 |
3,261.4 |
2.618 |
3,239.4 |
4.250 |
3,203.5 |
|
|
Fisher Pivots for day following 10-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,309.3 |
3,303.3 |
PP |
3,308.7 |
3,296.7 |
S1 |
3,308.0 |
3,290.0 |
|