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 |
1,166.6 |
1,174.1 |
7.5 |
0.6% |
1,133.8 |
High |
1,180.4 |
1,174.3 |
-6.1 |
-0.5% |
1,167.9 |
Low |
1,162.1 |
1,165.0 |
2.9 |
0.2% |
1,116.0 |
Close |
1,174.5 |
1,172.3 |
-2.2 |
-0.2% |
1,166.5 |
Range |
18.3 |
9.3 |
-9.0 |
-49.2% |
51.9 |
ATR |
18.3 |
17.7 |
-0.6 |
-3.4% |
0.0 |
Volume |
101,002 |
101,615 |
613 |
0.6% |
543,595 |
|
Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,198.5 |
1,194.8 |
1,177.5 |
|
R3 |
1,189.3 |
1,185.3 |
1,174.8 |
|
R2 |
1,179.8 |
1,179.8 |
1,174.0 |
|
R1 |
1,176.0 |
1,176.0 |
1,173.3 |
1,173.3 |
PP |
1,170.5 |
1,170.5 |
1,170.5 |
1,169.3 |
S1 |
1,166.8 |
1,166.8 |
1,171.5 |
1,164.0 |
S2 |
1,161.3 |
1,161.3 |
1,170.5 |
|
S3 |
1,152.0 |
1,157.5 |
1,169.8 |
|
S4 |
1,142.8 |
1,148.3 |
1,167.3 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,305.8 |
1,288.0 |
1,195.0 |
|
R3 |
1,254.0 |
1,236.3 |
1,180.8 |
|
R2 |
1,202.0 |
1,202.0 |
1,176.0 |
|
R1 |
1,184.3 |
1,184.3 |
1,171.3 |
1,193.3 |
PP |
1,150.3 |
1,150.3 |
1,150.3 |
1,154.5 |
S1 |
1,132.3 |
1,132.3 |
1,161.8 |
1,141.3 |
S2 |
1,098.3 |
1,098.3 |
1,157.0 |
|
S3 |
1,046.3 |
1,080.5 |
1,152.3 |
|
S4 |
994.5 |
1,028.5 |
1,138.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,180.4 |
1,116.6 |
63.8 |
5.4% |
17.0 |
1.5% |
87% |
False |
False |
107,933 |
10 |
1,180.4 |
1,116.0 |
64.4 |
5.5% |
15.3 |
1.3% |
87% |
False |
False |
105,427 |
20 |
1,180.4 |
1,078.7 |
101.7 |
8.7% |
17.0 |
1.4% |
92% |
False |
False |
116,987 |
40 |
1,180.4 |
1,078.7 |
101.7 |
8.7% |
18.8 |
1.6% |
92% |
False |
False |
128,798 |
60 |
1,204.8 |
1,078.7 |
126.1 |
10.8% |
20.3 |
1.7% |
74% |
False |
False |
133,037 |
80 |
1,208.2 |
1,078.7 |
129.5 |
11.0% |
18.5 |
1.6% |
72% |
False |
False |
103,937 |
100 |
1,208.2 |
1,078.7 |
129.5 |
11.0% |
15.3 |
1.3% |
72% |
False |
False |
83,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,213.8 |
2.618 |
1,198.8 |
1.618 |
1,189.3 |
1.000 |
1,183.5 |
0.618 |
1,180.0 |
HIGH |
1,174.3 |
0.618 |
1,170.8 |
0.500 |
1,169.8 |
0.382 |
1,168.5 |
LOW |
1,165.0 |
0.618 |
1,159.3 |
1.000 |
1,155.8 |
1.618 |
1,150.0 |
2.618 |
1,140.8 |
4.250 |
1,125.5 |
|
|
Fisher Pivots for day following 10-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,171.5 |
1,170.5 |
PP |
1,170.5 |
1,168.5 |
S1 |
1,169.8 |
1,166.5 |
|