Trading Metrics calculated at close of trading on 10-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
6,868.0 |
6,855.0 |
-13.0 |
-0.2% |
6,842.0 |
High |
6,873.0 |
6,873.0 |
0.0 |
0.0% |
6,871.5 |
Low |
6,852.5 |
6,826.5 |
-26.0 |
-0.4% |
6,786.5 |
Close |
6,866.0 |
6,859.5 |
-6.5 |
-0.1% |
6,846.5 |
Range |
20.5 |
46.5 |
26.0 |
126.8% |
85.0 |
ATR |
50.4 |
50.2 |
-0.3 |
-0.6% |
0.0 |
Volume |
75,004 |
93,530 |
18,526 |
24.7% |
364,364 |
|
Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,992.5 |
6,972.5 |
6,885.0 |
|
R3 |
6,946.0 |
6,926.0 |
6,872.5 |
|
R2 |
6,899.5 |
6,899.5 |
6,868.0 |
|
R1 |
6,879.5 |
6,879.5 |
6,864.0 |
6,889.5 |
PP |
6,853.0 |
6,853.0 |
6,853.0 |
6,858.0 |
S1 |
6,833.0 |
6,833.0 |
6,855.0 |
6,843.0 |
S2 |
6,806.5 |
6,806.5 |
6,851.0 |
|
S3 |
6,760.0 |
6,786.5 |
6,846.5 |
|
S4 |
6,713.5 |
6,740.0 |
6,834.0 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,090.0 |
7,053.0 |
6,893.0 |
|
R3 |
7,005.0 |
6,968.0 |
6,870.0 |
|
R2 |
6,920.0 |
6,920.0 |
6,862.0 |
|
R1 |
6,883.0 |
6,883.0 |
6,854.5 |
6,901.5 |
PP |
6,835.0 |
6,835.0 |
6,835.0 |
6,844.0 |
S1 |
6,798.0 |
6,798.0 |
6,838.5 |
6,816.5 |
S2 |
6,750.0 |
6,750.0 |
6,831.0 |
|
S3 |
6,665.0 |
6,713.0 |
6,823.0 |
|
S4 |
6,580.0 |
6,628.0 |
6,800.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,873.0 |
6,786.5 |
86.5 |
1.3% |
45.5 |
0.7% |
84% |
True |
False |
76,904 |
10 |
6,873.0 |
6,786.5 |
86.5 |
1.3% |
41.5 |
0.6% |
84% |
True |
False |
74,001 |
20 |
6,880.0 |
6,762.5 |
117.5 |
1.7% |
45.5 |
0.7% |
83% |
False |
False |
78,000 |
40 |
6,880.0 |
6,452.0 |
428.0 |
6.2% |
52.5 |
0.8% |
95% |
False |
False |
87,185 |
60 |
6,880.0 |
6,431.5 |
448.5 |
6.5% |
60.0 |
0.9% |
95% |
False |
False |
96,487 |
80 |
6,880.0 |
6,431.5 |
448.5 |
6.5% |
60.5 |
0.9% |
95% |
False |
False |
73,595 |
100 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
58.0 |
0.8% |
96% |
False |
False |
58,897 |
120 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
50.0 |
0.7% |
96% |
False |
False |
49,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,070.5 |
2.618 |
6,994.5 |
1.618 |
6,948.0 |
1.000 |
6,919.5 |
0.618 |
6,901.5 |
HIGH |
6,873.0 |
0.618 |
6,855.0 |
0.500 |
6,850.0 |
0.382 |
6,844.5 |
LOW |
6,826.5 |
0.618 |
6,798.0 |
1.000 |
6,780.0 |
1.618 |
6,751.5 |
2.618 |
6,705.0 |
4.250 |
6,629.0 |
|
|
Fisher Pivots for day following 10-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
6,856.0 |
6,853.0 |
PP |
6,853.0 |
6,847.0 |
S1 |
6,850.0 |
6,840.5 |
|