Trading Metrics calculated at close of trading on 11-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,174.1 |
1,172.0 |
-2.1 |
-0.2% |
1,133.8 |
High |
1,174.3 |
1,172.0 |
-2.3 |
-0.2% |
1,167.9 |
Low |
1,165.0 |
1,159.6 |
-5.4 |
-0.5% |
1,116.0 |
Close |
1,172.3 |
1,166.0 |
-6.3 |
-0.5% |
1,166.5 |
Range |
9.3 |
12.4 |
3.1 |
33.3% |
51.9 |
ATR |
17.7 |
17.3 |
-0.4 |
-2.0% |
0.0 |
Volume |
101,615 |
103,167 |
1,552 |
1.5% |
543,595 |
|
Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,203.0 |
1,197.0 |
1,172.8 |
|
R3 |
1,190.8 |
1,184.5 |
1,169.5 |
|
R2 |
1,178.3 |
1,178.3 |
1,168.3 |
|
R1 |
1,172.3 |
1,172.3 |
1,167.3 |
1,169.0 |
PP |
1,165.8 |
1,165.8 |
1,165.8 |
1,164.3 |
S1 |
1,159.8 |
1,159.8 |
1,164.8 |
1,156.5 |
S2 |
1,153.5 |
1,153.5 |
1,163.8 |
|
S3 |
1,141.0 |
1,147.3 |
1,162.5 |
|
S4 |
1,128.8 |
1,135.0 |
1,159.3 |
|
|
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 |
1,126.0 |
54.4 |
4.7% |
16.8 |
1.4% |
74% |
False |
False |
112,085 |
10 |
1,180.4 |
1,116.0 |
64.4 |
5.5% |
15.0 |
1.3% |
78% |
False |
False |
104,533 |
20 |
1,180.4 |
1,078.7 |
101.7 |
8.7% |
16.8 |
1.4% |
86% |
False |
False |
114,842 |
40 |
1,180.4 |
1,078.7 |
101.7 |
8.7% |
18.5 |
1.6% |
86% |
False |
False |
127,884 |
60 |
1,204.8 |
1,078.7 |
126.1 |
10.8% |
20.0 |
1.7% |
69% |
False |
False |
131,915 |
80 |
1,208.2 |
1,078.7 |
129.5 |
11.1% |
18.5 |
1.6% |
67% |
False |
False |
105,227 |
100 |
1,208.2 |
1,078.7 |
129.5 |
11.1% |
15.3 |
1.3% |
67% |
False |
False |
84,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,224.8 |
2.618 |
1,204.5 |
1.618 |
1,192.0 |
1.000 |
1,184.5 |
0.618 |
1,179.8 |
HIGH |
1,172.0 |
0.618 |
1,167.3 |
0.500 |
1,165.8 |
0.382 |
1,164.3 |
LOW |
1,159.5 |
0.618 |
1,152.0 |
1.000 |
1,147.3 |
1.618 |
1,139.5 |
2.618 |
1,127.3 |
4.250 |
1,107.0 |
|
|
Fisher Pivots for day following 11-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,166.0 |
1,170.0 |
PP |
1,165.8 |
1,168.8 |
S1 |
1,165.8 |
1,167.3 |
|