Trading Metrics calculated at close of trading on 11-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
5,490.0 |
5,466.0 |
-24.0 |
-0.4% |
5,498.0 |
High |
5,500.0 |
5,471.0 |
-29.0 |
-0.5% |
5,534.0 |
Low |
5,466.0 |
5,445.0 |
-21.0 |
-0.4% |
5,418.0 |
Close |
5,477.0 |
5,459.0 |
-18.0 |
-0.3% |
5,461.0 |
Range |
34.0 |
26.0 |
-8.0 |
-23.5% |
116.0 |
ATR |
45.9 |
44.9 |
-1.0 |
-2.2% |
0.0 |
Volume |
18,384 |
18,400 |
16 |
0.1% |
115,132 |
|
Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,536.3 |
5,523.7 |
5,473.3 |
|
R3 |
5,510.3 |
5,497.7 |
5,466.2 |
|
R2 |
5,484.3 |
5,484.3 |
5,463.8 |
|
R1 |
5,471.7 |
5,471.7 |
5,461.4 |
5,465.0 |
PP |
5,458.3 |
5,458.3 |
5,458.3 |
5,455.0 |
S1 |
5,445.7 |
5,445.7 |
5,456.6 |
5,439.0 |
S2 |
5,432.3 |
5,432.3 |
5,454.2 |
|
S3 |
5,406.3 |
5,419.7 |
5,451.9 |
|
S4 |
5,380.3 |
5,393.7 |
5,444.7 |
|
|
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 |
5,504.0 |
5,418.0 |
86.0 |
1.6% |
40.0 |
0.7% |
48% |
False |
False |
21,458 |
10 |
5,553.0 |
5,418.0 |
135.0 |
2.5% |
40.9 |
0.7% |
30% |
False |
False |
21,390 |
20 |
5,553.0 |
5,379.0 |
174.0 |
3.2% |
42.0 |
0.8% |
46% |
False |
False |
21,098 |
40 |
5,553.0 |
5,337.0 |
216.0 |
4.0% |
43.6 |
0.8% |
56% |
False |
False |
21,710 |
60 |
5,553.0 |
5,286.0 |
267.0 |
4.9% |
42.2 |
0.8% |
65% |
False |
False |
25,209 |
80 |
5,553.0 |
5,286.0 |
267.0 |
4.9% |
36.9 |
0.7% |
65% |
False |
False |
18,968 |
100 |
5,553.0 |
4,998.0 |
555.0 |
10.2% |
32.7 |
0.6% |
83% |
False |
False |
15,193 |
120 |
5,553.0 |
4,998.0 |
555.0 |
10.2% |
28.8 |
0.5% |
83% |
False |
False |
12,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,581.5 |
2.618 |
5,539.1 |
1.618 |
5,513.1 |
1.000 |
5,497.0 |
0.618 |
5,487.1 |
HIGH |
5,471.0 |
0.618 |
5,461.1 |
0.500 |
5,458.0 |
0.382 |
5,454.9 |
LOW |
5,445.0 |
0.618 |
5,428.9 |
1.000 |
5,419.0 |
1.618 |
5,402.9 |
2.618 |
5,376.9 |
4.250 |
5,334.5 |
|
|
Fisher Pivots for day following 11-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
5,458.7 |
5,472.0 |
PP |
5,458.3 |
5,467.7 |
S1 |
5,458.0 |
5,463.3 |
|