Trading Metrics calculated at close of trading on 16-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
5,395.0 |
5,400.0 |
5.0 |
0.1% |
5,490.0 |
High |
5,410.0 |
5,419.0 |
9.0 |
0.2% |
5,500.0 |
Low |
5,371.0 |
5,378.0 |
7.0 |
0.1% |
5,371.0 |
Close |
5,405.0 |
5,417.0 |
12.0 |
0.2% |
5,405.0 |
Range |
39.0 |
41.0 |
2.0 |
5.1% |
129.0 |
ATR |
45.4 |
45.1 |
-0.3 |
-0.7% |
0.0 |
Volume |
47,577 |
100,735 |
53,158 |
111.7% |
109,650 |
|
Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,527.7 |
5,513.3 |
5,439.6 |
|
R3 |
5,486.7 |
5,472.3 |
5,428.3 |
|
R2 |
5,445.7 |
5,445.7 |
5,424.5 |
|
R1 |
5,431.3 |
5,431.3 |
5,420.8 |
5,438.5 |
PP |
5,404.7 |
5,404.7 |
5,404.7 |
5,408.3 |
S1 |
5,390.3 |
5,390.3 |
5,413.2 |
5,397.5 |
S2 |
5,363.7 |
5,363.7 |
5,409.5 |
|
S3 |
5,322.7 |
5,349.3 |
5,405.7 |
|
S4 |
5,281.7 |
5,308.3 |
5,394.5 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,812.3 |
5,737.7 |
5,476.0 |
|
R3 |
5,683.3 |
5,608.7 |
5,440.5 |
|
R2 |
5,554.3 |
5,554.3 |
5,428.7 |
|
R1 |
5,479.7 |
5,479.7 |
5,416.8 |
5,452.5 |
PP |
5,425.3 |
5,425.3 |
5,425.3 |
5,411.8 |
S1 |
5,350.7 |
5,350.7 |
5,393.2 |
5,323.5 |
S2 |
5,296.3 |
5,296.3 |
5,381.4 |
|
S3 |
5,167.3 |
5,221.7 |
5,369.5 |
|
S4 |
5,038.3 |
5,092.7 |
5,334.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,500.0 |
5,371.0 |
129.0 |
2.4% |
32.2 |
0.6% |
36% |
False |
False |
42,077 |
10 |
5,534.0 |
5,371.0 |
163.0 |
3.0% |
40.2 |
0.7% |
28% |
False |
False |
32,551 |
20 |
5,553.0 |
5,371.0 |
182.0 |
3.4% |
41.9 |
0.8% |
25% |
False |
False |
26,399 |
40 |
5,553.0 |
5,371.0 |
182.0 |
3.4% |
42.9 |
0.8% |
25% |
False |
False |
24,180 |
60 |
5,553.0 |
5,286.0 |
267.0 |
4.9% |
42.2 |
0.8% |
49% |
False |
False |
24,315 |
80 |
5,553.0 |
5,286.0 |
267.0 |
4.9% |
38.1 |
0.7% |
49% |
False |
False |
21,135 |
100 |
5,553.0 |
4,998.0 |
555.0 |
10.2% |
33.4 |
0.6% |
75% |
False |
False |
16,928 |
120 |
5,553.0 |
4,998.0 |
555.0 |
10.2% |
29.1 |
0.5% |
75% |
False |
False |
14,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,593.3 |
2.618 |
5,526.3 |
1.618 |
5,485.3 |
1.000 |
5,460.0 |
0.618 |
5,444.3 |
HIGH |
5,419.0 |
0.618 |
5,403.3 |
0.500 |
5,398.5 |
0.382 |
5,393.7 |
LOW |
5,378.0 |
0.618 |
5,352.7 |
1.000 |
5,337.0 |
1.618 |
5,311.7 |
2.618 |
5,270.7 |
4.250 |
5,203.8 |
|
|
Fisher Pivots for day following 16-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
5,410.8 |
5,413.7 |
PP |
5,404.7 |
5,410.3 |
S1 |
5,398.5 |
5,407.0 |
|