Trading Metrics calculated at close of trading on 16-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,283.0 |
3,267.0 |
-16.0 |
-0.5% |
3,305.0 |
High |
3,292.0 |
3,278.0 |
-14.0 |
-0.4% |
3,319.0 |
Low |
3,253.0 |
3,257.0 |
4.0 |
0.1% |
3,253.0 |
Close |
3,284.0 |
3,265.0 |
-19.0 |
-0.6% |
3,284.0 |
Range |
39.0 |
21.0 |
-18.0 |
-46.2% |
66.0 |
ATR |
35.3 |
34.7 |
-0.6 |
-1.7% |
0.0 |
Volume |
1,458,355 |
1,801,261 |
342,906 |
23.5% |
5,029,186 |
|
Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,329.7 |
3,318.3 |
3,276.6 |
|
R3 |
3,308.7 |
3,297.3 |
3,270.8 |
|
R2 |
3,287.7 |
3,287.7 |
3,268.9 |
|
R1 |
3,276.3 |
3,276.3 |
3,266.9 |
3,271.5 |
PP |
3,266.7 |
3,266.7 |
3,266.7 |
3,264.3 |
S1 |
3,255.3 |
3,255.3 |
3,263.1 |
3,250.5 |
S2 |
3,245.7 |
3,245.7 |
3,261.2 |
|
S3 |
3,224.7 |
3,234.3 |
3,259.2 |
|
S4 |
3,203.7 |
3,213.3 |
3,253.5 |
|
|
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% |
29.0 |
0.9% |
18% |
False |
False |
1,214,133 |
10 |
3,319.0 |
3,216.0 |
103.0 |
3.2% |
33.9 |
1.0% |
48% |
False |
False |
1,119,977 |
20 |
3,319.0 |
3,121.0 |
198.0 |
6.1% |
30.8 |
0.9% |
73% |
False |
False |
865,047 |
40 |
3,319.0 |
3,054.0 |
265.0 |
8.1% |
35.3 |
1.1% |
80% |
False |
False |
856,556 |
60 |
3,319.0 |
2,961.0 |
358.0 |
11.0% |
38.5 |
1.2% |
85% |
False |
False |
895,143 |
80 |
3,319.0 |
2,902.0 |
417.0 |
12.8% |
39.4 |
1.2% |
87% |
False |
False |
711,571 |
100 |
3,319.0 |
2,868.0 |
451.0 |
13.8% |
41.0 |
1.3% |
88% |
False |
False |
569,665 |
120 |
3,319.0 |
2,868.0 |
451.0 |
13.8% |
39.5 |
1.2% |
88% |
False |
False |
474,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,367.3 |
2.618 |
3,333.0 |
1.618 |
3,312.0 |
1.000 |
3,299.0 |
0.618 |
3,291.0 |
HIGH |
3,278.0 |
0.618 |
3,270.0 |
0.500 |
3,267.5 |
0.382 |
3,265.0 |
LOW |
3,257.0 |
0.618 |
3,244.0 |
1.000 |
3,236.0 |
1.618 |
3,223.0 |
2.618 |
3,202.0 |
4.250 |
3,167.8 |
|
|
Fisher Pivots for day following 16-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,267.5 |
3,276.5 |
PP |
3,266.7 |
3,272.7 |
S1 |
3,265.8 |
3,268.8 |
|