Trading Metrics calculated at close of trading on 19-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,281.0 |
3,307.0 |
26.0 |
0.8% |
3,305.0 |
High |
3,307.0 |
3,327.0 |
20.0 |
0.6% |
3,319.0 |
Low |
3,274.0 |
3,305.0 |
31.0 |
0.9% |
3,253.0 |
Close |
3,279.0 |
3,316.0 |
37.0 |
1.1% |
3,284.0 |
Range |
33.0 |
22.0 |
-11.0 |
-33.3% |
66.0 |
ATR |
34.4 |
35.4 |
1.0 |
2.8% |
0.0 |
Volume |
1,109,230 |
156,207 |
-953,023 |
-85.9% |
5,029,186 |
|
Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,382.0 |
3,371.0 |
3,328.1 |
|
R3 |
3,360.0 |
3,349.0 |
3,322.1 |
|
R2 |
3,338.0 |
3,338.0 |
3,320.0 |
|
R1 |
3,327.0 |
3,327.0 |
3,318.0 |
3,332.5 |
PP |
3,316.0 |
3,316.0 |
3,316.0 |
3,318.8 |
S1 |
3,305.0 |
3,305.0 |
3,314.0 |
3,310.5 |
S2 |
3,294.0 |
3,294.0 |
3,312.0 |
|
S3 |
3,272.0 |
3,283.0 |
3,310.0 |
|
S4 |
3,250.0 |
3,261.0 |
3,303.9 |
|
|
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 |
3,327.0 |
3,253.0 |
74.0 |
2.2% |
29.2 |
0.9% |
85% |
True |
False |
1,295,196 |
10 |
3,327.0 |
3,253.0 |
74.0 |
2.2% |
30.8 |
0.9% |
85% |
True |
False |
1,061,891 |
20 |
3,327.0 |
3,163.0 |
164.0 |
4.9% |
28.9 |
0.9% |
93% |
True |
False |
921,886 |
40 |
3,327.0 |
3,080.0 |
247.0 |
7.4% |
34.0 |
1.0% |
96% |
True |
False |
881,479 |
60 |
3,327.0 |
2,978.0 |
349.0 |
10.5% |
37.0 |
1.1% |
97% |
True |
False |
897,449 |
80 |
3,327.0 |
2,902.0 |
425.0 |
12.8% |
39.1 |
1.2% |
97% |
True |
False |
751,768 |
100 |
3,327.0 |
2,868.0 |
459.0 |
13.8% |
40.8 |
1.2% |
98% |
True |
False |
601,774 |
120 |
3,327.0 |
2,868.0 |
459.0 |
13.8% |
39.4 |
1.2% |
98% |
True |
False |
501,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,420.5 |
2.618 |
3,384.6 |
1.618 |
3,362.6 |
1.000 |
3,349.0 |
0.618 |
3,340.6 |
HIGH |
3,327.0 |
0.618 |
3,318.6 |
0.500 |
3,316.0 |
0.382 |
3,313.4 |
LOW |
3,305.0 |
0.618 |
3,291.4 |
1.000 |
3,283.0 |
1.618 |
3,269.4 |
2.618 |
3,247.4 |
4.250 |
3,211.5 |
|
|
Fisher Pivots for day following 19-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,316.0 |
3,307.5 |
PP |
3,316.0 |
3,299.0 |
S1 |
3,316.0 |
3,290.5 |
|