Trading Metrics calculated at close of trading on 17-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
5,400.0 |
5,401.0 |
1.0 |
0.0% |
5,490.0 |
High |
5,419.0 |
5,417.0 |
-2.0 |
0.0% |
5,500.0 |
Low |
5,378.0 |
5,381.0 |
3.0 |
0.1% |
5,371.0 |
Close |
5,417.0 |
5,398.0 |
-19.0 |
-0.4% |
5,405.0 |
Range |
41.0 |
36.0 |
-5.0 |
-12.2% |
129.0 |
ATR |
45.1 |
44.5 |
-0.7 |
-1.4% |
0.0 |
Volume |
100,735 |
142,648 |
41,913 |
41.6% |
109,650 |
|
Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,506.7 |
5,488.3 |
5,417.8 |
|
R3 |
5,470.7 |
5,452.3 |
5,407.9 |
|
R2 |
5,434.7 |
5,434.7 |
5,404.6 |
|
R1 |
5,416.3 |
5,416.3 |
5,401.3 |
5,407.5 |
PP |
5,398.7 |
5,398.7 |
5,398.7 |
5,394.3 |
S1 |
5,380.3 |
5,380.3 |
5,394.7 |
5,371.5 |
S2 |
5,362.7 |
5,362.7 |
5,391.4 |
|
S3 |
5,326.7 |
5,344.3 |
5,388.1 |
|
S4 |
5,290.7 |
5,308.3 |
5,378.2 |
|
|
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 |
5,471.0 |
5,371.0 |
100.0 |
1.9% |
32.6 |
0.6% |
27% |
False |
False |
66,929 |
10 |
5,534.0 |
5,371.0 |
163.0 |
3.0% |
39.2 |
0.7% |
17% |
False |
False |
44,914 |
20 |
5,553.0 |
5,371.0 |
182.0 |
3.4% |
39.4 |
0.7% |
15% |
False |
False |
32,173 |
40 |
5,553.0 |
5,371.0 |
182.0 |
3.4% |
42.9 |
0.8% |
15% |
False |
False |
27,224 |
60 |
5,553.0 |
5,286.0 |
267.0 |
4.9% |
42.2 |
0.8% |
42% |
False |
False |
25,489 |
80 |
5,553.0 |
5,286.0 |
267.0 |
4.9% |
38.6 |
0.7% |
42% |
False |
False |
22,918 |
100 |
5,553.0 |
4,998.0 |
555.0 |
10.3% |
33.6 |
0.6% |
72% |
False |
False |
18,354 |
120 |
5,553.0 |
4,998.0 |
555.0 |
10.3% |
29.1 |
0.5% |
72% |
False |
False |
15,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,570.0 |
2.618 |
5,511.2 |
1.618 |
5,475.2 |
1.000 |
5,453.0 |
0.618 |
5,439.2 |
HIGH |
5,417.0 |
0.618 |
5,403.2 |
0.500 |
5,399.0 |
0.382 |
5,394.8 |
LOW |
5,381.0 |
0.618 |
5,358.8 |
1.000 |
5,345.0 |
1.618 |
5,322.8 |
2.618 |
5,286.8 |
4.250 |
5,228.0 |
|
|
Fisher Pivots for day following 17-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
5,399.0 |
5,397.0 |
PP |
5,398.7 |
5,396.0 |
S1 |
5,398.3 |
5,395.0 |
|