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 |
3,306.0 |
3,312.0 |
6.0 |
0.2% |
3,252.0 |
High |
3,319.0 |
3,313.0 |
-6.0 |
-0.2% |
3,309.0 |
Low |
3,297.0 |
3,282.0 |
-15.0 |
-0.5% |
3,216.0 |
Close |
3,310.0 |
3,289.0 |
-21.0 |
-0.6% |
3,291.0 |
Range |
22.0 |
31.0 |
9.0 |
40.9% |
93.0 |
ATR |
35.6 |
35.2 |
-0.3 |
-0.9% |
0.0 |
Volume |
812,547 |
877,630 |
65,083 |
8.0% |
5,075,756 |
|
Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,387.7 |
3,369.3 |
3,306.1 |
|
R3 |
3,356.7 |
3,338.3 |
3,297.5 |
|
R2 |
3,325.7 |
3,325.7 |
3,294.7 |
|
R1 |
3,307.3 |
3,307.3 |
3,291.8 |
3,301.0 |
PP |
3,294.7 |
3,294.7 |
3,294.7 |
3,291.5 |
S1 |
3,276.3 |
3,276.3 |
3,286.2 |
3,270.0 |
S2 |
3,263.7 |
3,263.7 |
3,283.3 |
|
S3 |
3,232.7 |
3,245.3 |
3,280.5 |
|
S4 |
3,201.7 |
3,214.3 |
3,272.0 |
|
|
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 |
3,225.0 |
94.0 |
2.9% |
39.6 |
1.2% |
68% |
False |
False |
917,528 |
10 |
3,319.0 |
3,216.0 |
103.0 |
3.1% |
30.8 |
0.9% |
71% |
False |
False |
876,644 |
20 |
3,319.0 |
3,121.0 |
198.0 |
6.0% |
32.4 |
1.0% |
85% |
False |
False |
796,367 |
40 |
3,319.0 |
3,010.0 |
309.0 |
9.4% |
37.1 |
1.1% |
90% |
False |
False |
830,216 |
60 |
3,319.0 |
2,902.0 |
417.0 |
12.7% |
40.1 |
1.2% |
93% |
False |
False |
861,356 |
80 |
3,319.0 |
2,902.0 |
417.0 |
12.7% |
39.4 |
1.2% |
93% |
False |
False |
656,821 |
100 |
3,319.0 |
2,868.0 |
451.0 |
13.7% |
40.8 |
1.2% |
93% |
False |
False |
525,861 |
120 |
3,319.0 |
2,847.0 |
472.0 |
14.4% |
39.6 |
1.2% |
94% |
False |
False |
438,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,444.8 |
2.618 |
3,394.2 |
1.618 |
3,363.2 |
1.000 |
3,344.0 |
0.618 |
3,332.2 |
HIGH |
3,313.0 |
0.618 |
3,301.2 |
0.500 |
3,297.5 |
0.382 |
3,293.8 |
LOW |
3,282.0 |
0.618 |
3,262.8 |
1.000 |
3,251.0 |
1.618 |
3,231.8 |
2.618 |
3,200.8 |
4.250 |
3,150.3 |
|
|
Fisher Pivots for day following 11-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,297.5 |
3,300.5 |
PP |
3,294.7 |
3,296.7 |
S1 |
3,291.8 |
3,292.8 |
|