Trading Metrics calculated at close of trading on 12-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
15,020 |
15,000 |
-20 |
-0.1% |
14,705 |
High |
15,075 |
15,050 |
-25 |
-0.2% |
15,210 |
Low |
14,905 |
14,805 |
-100 |
-0.7% |
14,705 |
Close |
14,945 |
14,855 |
-90 |
-0.6% |
15,205 |
Range |
170 |
245 |
75 |
44.1% |
505 |
ATR |
212 |
214 |
2 |
1.1% |
0 |
Volume |
28,059 |
6,756 |
-21,303 |
-75.9% |
76,589 |
|
Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,638 |
15,492 |
14,990 |
|
R3 |
15,393 |
15,247 |
14,923 |
|
R2 |
15,148 |
15,148 |
14,900 |
|
R1 |
15,002 |
15,002 |
14,878 |
14,953 |
PP |
14,903 |
14,903 |
14,903 |
14,879 |
S1 |
14,757 |
14,757 |
14,833 |
14,708 |
S2 |
14,658 |
14,658 |
14,810 |
|
S3 |
14,413 |
14,512 |
14,788 |
|
S4 |
14,168 |
14,267 |
14,720 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,555 |
16,385 |
15,483 |
|
R3 |
16,050 |
15,880 |
15,344 |
|
R2 |
15,545 |
15,545 |
15,298 |
|
R1 |
15,375 |
15,375 |
15,251 |
15,460 |
PP |
15,040 |
15,040 |
15,040 |
15,083 |
S1 |
14,870 |
14,870 |
15,159 |
14,955 |
S2 |
14,535 |
14,535 |
15,113 |
|
S3 |
14,030 |
14,365 |
15,066 |
|
S4 |
13,525 |
13,860 |
14,927 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,215 |
14,805 |
410 |
2.8% |
195 |
1.3% |
12% |
False |
True |
23,439 |
10 |
15,215 |
14,590 |
625 |
4.2% |
199 |
1.3% |
42% |
False |
False |
19,271 |
20 |
15,215 |
13,910 |
1,305 |
8.8% |
219 |
1.5% |
72% |
False |
False |
17,802 |
40 |
15,215 |
13,910 |
1,305 |
8.8% |
216 |
1.5% |
72% |
False |
False |
14,852 |
60 |
15,230 |
13,860 |
1,370 |
9.2% |
244 |
1.6% |
73% |
False |
False |
15,805 |
80 |
15,440 |
13,860 |
1,580 |
10.6% |
257 |
1.7% |
63% |
False |
False |
14,112 |
100 |
15,980 |
13,860 |
2,120 |
14.3% |
259 |
1.7% |
47% |
False |
False |
11,296 |
120 |
16,450 |
13,860 |
2,590 |
17.4% |
222 |
1.5% |
38% |
False |
False |
9,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,091 |
2.618 |
15,692 |
1.618 |
15,447 |
1.000 |
15,295 |
0.618 |
15,202 |
HIGH |
15,050 |
0.618 |
14,957 |
0.500 |
14,928 |
0.382 |
14,899 |
LOW |
14,805 |
0.618 |
14,654 |
1.000 |
14,560 |
1.618 |
14,409 |
2.618 |
14,164 |
4.250 |
13,764 |
|
|
Fisher Pivots for day following 12-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
14,928 |
14,995 |
PP |
14,903 |
14,948 |
S1 |
14,879 |
14,902 |
|