Trading Metrics calculated at close of trading on 09-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
16,822 |
16,940 |
118 |
0.7% |
16,704 |
High |
16,940 |
16,962 |
22 |
0.1% |
16,940 |
Low |
16,816 |
16,908 |
92 |
0.5% |
16,662 |
Close |
16,932 |
16,936 |
4 |
0.0% |
16,932 |
Range |
124 |
54 |
-70 |
-56.5% |
278 |
ATR |
115 |
111 |
-4 |
-3.8% |
0 |
Volume |
104,401 |
78,005 |
-26,396 |
-25.3% |
519,934 |
|
Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,097 |
17,071 |
16,966 |
|
R3 |
17,043 |
17,017 |
16,951 |
|
R2 |
16,989 |
16,989 |
16,946 |
|
R1 |
16,963 |
16,963 |
16,941 |
16,949 |
PP |
16,935 |
16,935 |
16,935 |
16,929 |
S1 |
16,909 |
16,909 |
16,931 |
16,895 |
S2 |
16,881 |
16,881 |
16,926 |
|
S3 |
16,827 |
16,855 |
16,921 |
|
S4 |
16,773 |
16,801 |
16,906 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,679 |
17,583 |
17,085 |
|
R3 |
17,401 |
17,305 |
17,009 |
|
R2 |
17,123 |
17,123 |
16,983 |
|
R1 |
17,027 |
17,027 |
16,958 |
17,075 |
PP |
16,845 |
16,845 |
16,845 |
16,869 |
S1 |
16,749 |
16,749 |
16,907 |
16,797 |
S2 |
16,567 |
16,567 |
16,881 |
|
S3 |
16,289 |
16,471 |
16,856 |
|
S4 |
16,011 |
16,193 |
16,779 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,962 |
16,662 |
300 |
1.8% |
88 |
0.5% |
91% |
True |
False |
101,255 |
10 |
16,962 |
16,589 |
373 |
2.2% |
83 |
0.5% |
93% |
True |
False |
95,717 |
20 |
16,962 |
16,310 |
652 |
3.8% |
108 |
0.6% |
96% |
True |
False |
109,533 |
40 |
16,962 |
15,881 |
1,081 |
6.4% |
126 |
0.7% |
98% |
True |
False |
131,584 |
60 |
16,962 |
15,881 |
1,081 |
6.4% |
143 |
0.8% |
98% |
True |
False |
144,818 |
80 |
16,962 |
15,755 |
1,207 |
7.1% |
145 |
0.9% |
98% |
True |
False |
109,680 |
100 |
16,962 |
15,216 |
1,746 |
10.3% |
150 |
0.9% |
99% |
True |
False |
87,752 |
120 |
16,962 |
15,216 |
1,746 |
10.3% |
139 |
0.8% |
99% |
True |
False |
73,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,192 |
2.618 |
17,103 |
1.618 |
17,049 |
1.000 |
17,016 |
0.618 |
16,995 |
HIGH |
16,962 |
0.618 |
16,941 |
0.500 |
16,935 |
0.382 |
16,929 |
LOW |
16,908 |
0.618 |
16,875 |
1.000 |
16,854 |
1.618 |
16,821 |
2.618 |
16,767 |
4.250 |
16,679 |
|
|
Fisher Pivots for day following 09-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
16,936 |
16,900 |
PP |
16,935 |
16,865 |
S1 |
16,935 |
16,829 |
|