Trading Metrics calculated at close of trading on 18-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,271.0 |
3,281.0 |
10.0 |
0.3% |
3,305.0 |
High |
3,285.0 |
3,307.0 |
22.0 |
0.7% |
3,319.0 |
Low |
3,254.0 |
3,274.0 |
20.0 |
0.6% |
3,253.0 |
Close |
3,273.0 |
3,279.0 |
6.0 |
0.2% |
3,284.0 |
Range |
31.0 |
33.0 |
2.0 |
6.5% |
66.0 |
ATR |
34.4 |
34.4 |
0.0 |
-0.1% |
0.0 |
Volume |
1,950,929 |
1,109,230 |
-841,699 |
-43.1% |
5,029,186 |
|
Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,385.7 |
3,365.3 |
3,297.2 |
|
R3 |
3,352.7 |
3,332.3 |
3,288.1 |
|
R2 |
3,319.7 |
3,319.7 |
3,285.1 |
|
R1 |
3,299.3 |
3,299.3 |
3,282.0 |
3,293.0 |
PP |
3,286.7 |
3,286.7 |
3,286.7 |
3,283.5 |
S1 |
3,266.3 |
3,266.3 |
3,276.0 |
3,260.0 |
S2 |
3,253.7 |
3,253.7 |
3,273.0 |
|
S3 |
3,220.7 |
3,233.3 |
3,269.9 |
|
S4 |
3,187.7 |
3,200.3 |
3,260.9 |
|
|
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 |
3,307.0 |
3,253.0 |
54.0 |
1.6% |
31.2 |
1.0% |
48% |
True |
False |
1,488,129 |
10 |
3,319.0 |
3,225.0 |
94.0 |
2.9% |
35.4 |
1.1% |
57% |
False |
False |
1,202,829 |
20 |
3,319.0 |
3,133.0 |
186.0 |
5.7% |
30.2 |
0.9% |
78% |
False |
False |
945,936 |
40 |
3,319.0 |
3,080.0 |
239.0 |
7.3% |
34.6 |
1.1% |
83% |
False |
False |
894,021 |
60 |
3,319.0 |
2,970.0 |
349.0 |
10.6% |
37.5 |
1.1% |
89% |
False |
False |
910,623 |
80 |
3,319.0 |
2,902.0 |
417.0 |
12.7% |
39.4 |
1.2% |
90% |
False |
False |
749,818 |
100 |
3,319.0 |
2,868.0 |
451.0 |
13.8% |
41.1 |
1.3% |
91% |
False |
False |
600,214 |
120 |
3,319.0 |
2,868.0 |
451.0 |
13.8% |
39.4 |
1.2% |
91% |
False |
False |
500,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,447.3 |
2.618 |
3,393.4 |
1.618 |
3,360.4 |
1.000 |
3,340.0 |
0.618 |
3,327.4 |
HIGH |
3,307.0 |
0.618 |
3,294.4 |
0.500 |
3,290.5 |
0.382 |
3,286.6 |
LOW |
3,274.0 |
0.618 |
3,253.6 |
1.000 |
3,241.0 |
1.618 |
3,220.6 |
2.618 |
3,187.6 |
4.250 |
3,133.8 |
|
|
Fisher Pivots for day following 18-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,290.5 |
3,280.5 |
PP |
3,286.7 |
3,280.0 |
S1 |
3,282.8 |
3,279.5 |
|