Trading Metrics calculated at close of trading on 13-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,292.0 |
3,283.0 |
-9.0 |
-0.3% |
3,305.0 |
High |
3,300.0 |
3,292.0 |
-8.0 |
-0.2% |
3,319.0 |
Low |
3,268.0 |
3,253.0 |
-15.0 |
-0.5% |
3,253.0 |
Close |
3,285.0 |
3,284.0 |
-1.0 |
0.0% |
3,284.0 |
Range |
32.0 |
39.0 |
7.0 |
21.9% |
66.0 |
ATR |
35.0 |
35.3 |
0.3 |
0.8% |
0.0 |
Volume |
1,120,874 |
1,458,355 |
337,481 |
30.1% |
5,029,186 |
|
Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,393.3 |
3,377.7 |
3,305.5 |
|
R3 |
3,354.3 |
3,338.7 |
3,294.7 |
|
R2 |
3,315.3 |
3,315.3 |
3,291.2 |
|
R1 |
3,299.7 |
3,299.7 |
3,287.6 |
3,307.5 |
PP |
3,276.3 |
3,276.3 |
3,276.3 |
3,280.3 |
S1 |
3,260.7 |
3,260.7 |
3,280.4 |
3,268.5 |
S2 |
3,237.3 |
3,237.3 |
3,276.9 |
|
S3 |
3,198.3 |
3,221.7 |
3,273.3 |
|
S4 |
3,159.3 |
3,182.7 |
3,262.6 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,483.3 |
3,449.7 |
3,320.3 |
|
R3 |
3,417.3 |
3,383.7 |
3,302.2 |
|
R2 |
3,351.3 |
3,351.3 |
3,296.1 |
|
R1 |
3,317.7 |
3,317.7 |
3,290.1 |
3,301.5 |
PP |
3,285.3 |
3,285.3 |
3,285.3 |
3,277.3 |
S1 |
3,251.7 |
3,251.7 |
3,278.0 |
3,235.5 |
S2 |
3,219.3 |
3,219.3 |
3,271.9 |
|
S3 |
3,153.3 |
3,185.7 |
3,265.9 |
|
S4 |
3,087.3 |
3,119.7 |
3,247.7 |
|
|
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 |
3,253.0 |
66.0 |
2.0% |
30.6 |
0.9% |
47% |
False |
True |
1,005,837 |
10 |
3,319.0 |
3,216.0 |
103.0 |
3.1% |
33.9 |
1.0% |
66% |
False |
False |
1,010,494 |
20 |
3,319.0 |
3,121.0 |
198.0 |
6.0% |
31.7 |
1.0% |
82% |
False |
False |
812,741 |
40 |
3,319.0 |
3,010.0 |
309.0 |
9.4% |
36.5 |
1.1% |
89% |
False |
False |
838,579 |
60 |
3,319.0 |
2,936.0 |
383.0 |
11.7% |
39.0 |
1.2% |
91% |
False |
False |
883,781 |
80 |
3,319.0 |
2,902.0 |
417.0 |
12.7% |
39.3 |
1.2% |
92% |
False |
False |
689,056 |
100 |
3,319.0 |
2,868.0 |
451.0 |
13.7% |
41.0 |
1.2% |
92% |
False |
False |
551,652 |
120 |
3,319.0 |
2,850.0 |
469.0 |
14.3% |
39.8 |
1.2% |
93% |
False |
False |
459,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,457.8 |
2.618 |
3,394.1 |
1.618 |
3,355.1 |
1.000 |
3,331.0 |
0.618 |
3,316.1 |
HIGH |
3,292.0 |
0.618 |
3,277.1 |
0.500 |
3,272.5 |
0.382 |
3,267.9 |
LOW |
3,253.0 |
0.618 |
3,228.9 |
1.000 |
3,214.0 |
1.618 |
3,189.9 |
2.618 |
3,150.9 |
4.250 |
3,087.3 |
|
|
Fisher Pivots for day following 13-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,280.2 |
3,283.7 |
PP |
3,276.3 |
3,283.3 |
S1 |
3,272.5 |
3,283.0 |
|