Trading Metrics calculated at close of trading on 10-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
5,459.0 |
5,490.0 |
31.0 |
0.6% |
5,498.0 |
High |
5,477.0 |
5,500.0 |
23.0 |
0.4% |
5,534.0 |
Low |
5,444.0 |
5,466.0 |
22.0 |
0.4% |
5,418.0 |
Close |
5,461.0 |
5,477.0 |
16.0 |
0.3% |
5,461.0 |
Range |
33.0 |
34.0 |
1.0 |
3.0% |
116.0 |
ATR |
46.4 |
45.9 |
-0.5 |
-1.1% |
0.0 |
Volume |
19,486 |
18,384 |
-1,102 |
-5.7% |
115,132 |
|
Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,583.0 |
5,564.0 |
5,495.7 |
|
R3 |
5,549.0 |
5,530.0 |
5,486.4 |
|
R2 |
5,515.0 |
5,515.0 |
5,483.2 |
|
R1 |
5,496.0 |
5,496.0 |
5,480.1 |
5,488.5 |
PP |
5,481.0 |
5,481.0 |
5,481.0 |
5,477.3 |
S1 |
5,462.0 |
5,462.0 |
5,473.9 |
5,454.5 |
S2 |
5,447.0 |
5,447.0 |
5,470.8 |
|
S3 |
5,413.0 |
5,428.0 |
5,467.7 |
|
S4 |
5,379.0 |
5,394.0 |
5,458.3 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,819.0 |
5,756.0 |
5,524.8 |
|
R3 |
5,703.0 |
5,640.0 |
5,492.9 |
|
R2 |
5,587.0 |
5,587.0 |
5,482.3 |
|
R1 |
5,524.0 |
5,524.0 |
5,471.6 |
5,497.5 |
PP |
5,471.0 |
5,471.0 |
5,471.0 |
5,457.8 |
S1 |
5,408.0 |
5,408.0 |
5,450.4 |
5,381.5 |
S2 |
5,355.0 |
5,355.0 |
5,439.7 |
|
S3 |
5,239.0 |
5,292.0 |
5,429.1 |
|
S4 |
5,123.0 |
5,176.0 |
5,397.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,534.0 |
5,418.0 |
116.0 |
2.1% |
45.8 |
0.8% |
51% |
False |
False |
22,898 |
10 |
5,553.0 |
5,418.0 |
135.0 |
2.5% |
40.7 |
0.7% |
44% |
False |
False |
20,984 |
20 |
5,553.0 |
5,379.0 |
174.0 |
3.2% |
42.1 |
0.8% |
56% |
False |
False |
21,345 |
40 |
5,553.0 |
5,337.0 |
216.0 |
3.9% |
43.7 |
0.8% |
65% |
False |
False |
21,741 |
60 |
5,553.0 |
5,286.0 |
267.0 |
4.9% |
42.4 |
0.8% |
72% |
False |
False |
24,930 |
80 |
5,553.0 |
5,261.0 |
292.0 |
5.3% |
36.7 |
0.7% |
74% |
False |
False |
18,739 |
100 |
5,553.0 |
4,998.0 |
555.0 |
10.1% |
32.5 |
0.6% |
86% |
False |
False |
15,009 |
120 |
5,553.0 |
4,998.0 |
555.0 |
10.1% |
28.6 |
0.5% |
86% |
False |
False |
12,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,644.5 |
2.618 |
5,589.0 |
1.618 |
5,555.0 |
1.000 |
5,534.0 |
0.618 |
5,521.0 |
HIGH |
5,500.0 |
0.618 |
5,487.0 |
0.500 |
5,483.0 |
0.382 |
5,479.0 |
LOW |
5,466.0 |
0.618 |
5,445.0 |
1.000 |
5,432.0 |
1.618 |
5,411.0 |
2.618 |
5,377.0 |
4.250 |
5,321.5 |
|
|
Fisher Pivots for day following 10-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
5,483.0 |
5,471.0 |
PP |
5,481.0 |
5,465.0 |
S1 |
5,479.0 |
5,459.0 |
|