Trading Metrics calculated at close of trading on 17-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,267.0 |
3,271.0 |
4.0 |
0.1% |
3,305.0 |
High |
3,278.0 |
3,285.0 |
7.0 |
0.2% |
3,319.0 |
Low |
3,257.0 |
3,254.0 |
-3.0 |
-0.1% |
3,253.0 |
Close |
3,265.0 |
3,273.0 |
8.0 |
0.2% |
3,284.0 |
Range |
21.0 |
31.0 |
10.0 |
47.6% |
66.0 |
ATR |
34.7 |
34.4 |
-0.3 |
-0.8% |
0.0 |
Volume |
1,801,261 |
1,950,929 |
149,668 |
8.3% |
5,029,186 |
|
Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,363.7 |
3,349.3 |
3,290.1 |
|
R3 |
3,332.7 |
3,318.3 |
3,281.5 |
|
R2 |
3,301.7 |
3,301.7 |
3,278.7 |
|
R1 |
3,287.3 |
3,287.3 |
3,275.8 |
3,294.5 |
PP |
3,270.7 |
3,270.7 |
3,270.7 |
3,274.3 |
S1 |
3,256.3 |
3,256.3 |
3,270.2 |
3,263.5 |
S2 |
3,239.7 |
3,239.7 |
3,267.3 |
|
S3 |
3,208.7 |
3,225.3 |
3,264.5 |
|
S4 |
3,177.7 |
3,194.3 |
3,256.0 |
|
|
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 |
3,313.0 |
3,253.0 |
60.0 |
1.8% |
30.8 |
0.9% |
33% |
False |
False |
1,441,809 |
10 |
3,319.0 |
3,216.0 |
103.0 |
3.1% |
34.9 |
1.1% |
55% |
False |
False |
1,248,464 |
20 |
3,319.0 |
3,133.0 |
186.0 |
5.7% |
30.3 |
0.9% |
75% |
False |
False |
929,190 |
40 |
3,319.0 |
3,063.0 |
256.0 |
7.8% |
35.1 |
1.1% |
82% |
False |
False |
884,346 |
60 |
3,319.0 |
2,968.0 |
351.0 |
10.7% |
37.9 |
1.2% |
87% |
False |
False |
907,913 |
80 |
3,319.0 |
2,902.0 |
417.0 |
12.7% |
39.4 |
1.2% |
89% |
False |
False |
735,955 |
100 |
3,319.0 |
2,868.0 |
451.0 |
13.8% |
41.1 |
1.3% |
90% |
False |
False |
589,172 |
120 |
3,319.0 |
2,868.0 |
451.0 |
13.8% |
39.5 |
1.2% |
90% |
False |
False |
491,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,416.8 |
2.618 |
3,366.2 |
1.618 |
3,335.2 |
1.000 |
3,316.0 |
0.618 |
3,304.2 |
HIGH |
3,285.0 |
0.618 |
3,273.2 |
0.500 |
3,269.5 |
0.382 |
3,265.8 |
LOW |
3,254.0 |
0.618 |
3,234.8 |
1.000 |
3,223.0 |
1.618 |
3,203.8 |
2.618 |
3,172.8 |
4.250 |
3,122.3 |
|
|
Fisher Pivots for day following 17-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,271.8 |
3,272.8 |
PP |
3,270.7 |
3,272.7 |
S1 |
3,269.5 |
3,272.5 |
|