Trading Metrics calculated at close of trading on 12-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,312.0 |
3,292.0 |
-20.0 |
-0.6% |
3,252.0 |
High |
3,313.0 |
3,300.0 |
-13.0 |
-0.4% |
3,309.0 |
Low |
3,282.0 |
3,268.0 |
-14.0 |
-0.4% |
3,216.0 |
Close |
3,289.0 |
3,285.0 |
-4.0 |
-0.1% |
3,291.0 |
Range |
31.0 |
32.0 |
1.0 |
3.2% |
93.0 |
ATR |
35.2 |
35.0 |
-0.2 |
-0.7% |
0.0 |
Volume |
877,630 |
1,120,874 |
243,244 |
27.7% |
5,075,756 |
|
Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,380.3 |
3,364.7 |
3,302.6 |
|
R3 |
3,348.3 |
3,332.7 |
3,293.8 |
|
R2 |
3,316.3 |
3,316.3 |
3,290.9 |
|
R1 |
3,300.7 |
3,300.7 |
3,287.9 |
3,292.5 |
PP |
3,284.3 |
3,284.3 |
3,284.3 |
3,280.3 |
S1 |
3,268.7 |
3,268.7 |
3,282.1 |
3,260.5 |
S2 |
3,252.3 |
3,252.3 |
3,279.1 |
|
S3 |
3,220.3 |
3,236.7 |
3,276.2 |
|
S4 |
3,188.3 |
3,204.7 |
3,267.4 |
|
|
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 |
3,261.0 |
58.0 |
1.8% |
32.4 |
1.0% |
41% |
False |
False |
828,587 |
10 |
3,319.0 |
3,216.0 |
103.0 |
3.1% |
32.4 |
1.0% |
67% |
False |
False |
918,907 |
20 |
3,319.0 |
3,121.0 |
198.0 |
6.0% |
33.1 |
1.0% |
83% |
False |
False |
788,806 |
40 |
3,319.0 |
3,010.0 |
309.0 |
9.4% |
36.9 |
1.1% |
89% |
False |
False |
833,467 |
60 |
3,319.0 |
2,902.0 |
417.0 |
12.7% |
39.1 |
1.2% |
92% |
False |
False |
870,663 |
80 |
3,319.0 |
2,902.0 |
417.0 |
12.7% |
39.2 |
1.2% |
92% |
False |
False |
670,828 |
100 |
3,319.0 |
2,868.0 |
451.0 |
13.7% |
40.8 |
1.2% |
92% |
False |
False |
537,069 |
120 |
3,319.0 |
2,847.0 |
472.0 |
14.4% |
39.6 |
1.2% |
93% |
False |
False |
447,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,436.0 |
2.618 |
3,383.8 |
1.618 |
3,351.8 |
1.000 |
3,332.0 |
0.618 |
3,319.8 |
HIGH |
3,300.0 |
0.618 |
3,287.8 |
0.500 |
3,284.0 |
0.382 |
3,280.2 |
LOW |
3,268.0 |
0.618 |
3,248.2 |
1.000 |
3,236.0 |
1.618 |
3,216.2 |
2.618 |
3,184.2 |
4.250 |
3,132.0 |
|
|
Fisher Pivots for day following 12-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,284.7 |
3,293.5 |
PP |
3,284.3 |
3,290.7 |
S1 |
3,284.0 |
3,287.8 |
|