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 |
1,949.25 |
1,949.25 |
0.00 |
0.0% |
1,921.25 |
High |
1,954.75 |
1,951.75 |
-3.00 |
-0.2% |
1,949.50 |
Low |
1,945.75 |
1,943.00 |
-2.75 |
-0.1% |
1,913.75 |
Close |
1,950.25 |
1,950.50 |
0.25 |
0.0% |
1,949.25 |
Range |
9.00 |
8.75 |
-0.25 |
-2.8% |
35.75 |
ATR |
14.14 |
13.75 |
-0.38 |
-2.7% |
0.00 |
Volume |
1,026,966 |
1,038,073 |
11,107 |
1.1% |
5,801,033 |
|
Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,974.75 |
1,971.25 |
1,955.25 |
|
R3 |
1,966.00 |
1,962.50 |
1,953.00 |
|
R2 |
1,957.25 |
1,957.25 |
1,952.00 |
|
R1 |
1,953.75 |
1,953.75 |
1,951.25 |
1,955.50 |
PP |
1,948.50 |
1,948.50 |
1,948.50 |
1,949.25 |
S1 |
1,945.00 |
1,945.00 |
1,949.75 |
1,946.75 |
S2 |
1,939.75 |
1,939.75 |
1,949.00 |
|
S3 |
1,931.00 |
1,936.25 |
1,948.00 |
|
S4 |
1,922.25 |
1,927.50 |
1,945.75 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,044.75 |
2,032.75 |
1,969.00 |
|
R3 |
2,009.00 |
1,997.00 |
1,959.00 |
|
R2 |
1,973.25 |
1,973.25 |
1,955.75 |
|
R1 |
1,961.25 |
1,961.25 |
1,952.50 |
1,967.25 |
PP |
1,937.50 |
1,937.50 |
1,937.50 |
1,940.50 |
S1 |
1,925.50 |
1,925.50 |
1,946.00 |
1,931.50 |
S2 |
1,901.75 |
1,901.75 |
1,942.75 |
|
S3 |
1,866.00 |
1,889.75 |
1,939.50 |
|
S4 |
1,830.25 |
1,854.00 |
1,929.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,954.75 |
1,916.00 |
38.75 |
2.0% |
12.00 |
0.6% |
89% |
False |
False |
1,172,909 |
10 |
1,954.75 |
1,904.50 |
50.25 |
2.6% |
10.75 |
0.5% |
92% |
False |
False |
1,107,900 |
20 |
1,954.75 |
1,859.00 |
95.75 |
4.9% |
13.25 |
0.7% |
96% |
False |
False |
1,189,090 |
40 |
1,954.75 |
1,803.25 |
151.50 |
7.8% |
15.75 |
0.8% |
97% |
False |
False |
1,332,814 |
60 |
1,954.75 |
1,803.25 |
151.50 |
7.8% |
18.00 |
0.9% |
97% |
False |
False |
1,493,847 |
80 |
1,954.75 |
1,803.25 |
151.50 |
7.8% |
18.00 |
0.9% |
97% |
False |
False |
1,170,981 |
100 |
1,954.75 |
1,725.25 |
229.50 |
11.8% |
19.25 |
1.0% |
98% |
False |
False |
938,218 |
120 |
1,954.75 |
1,725.25 |
229.50 |
11.8% |
18.50 |
0.9% |
98% |
False |
False |
782,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,989.00 |
2.618 |
1,974.75 |
1.618 |
1,966.00 |
1.000 |
1,960.50 |
0.618 |
1,957.25 |
HIGH |
1,951.75 |
0.618 |
1,948.50 |
0.500 |
1,947.50 |
0.382 |
1,946.25 |
LOW |
1,943.00 |
0.618 |
1,937.50 |
1.000 |
1,934.25 |
1.618 |
1,928.75 |
2.618 |
1,920.00 |
4.250 |
1,905.75 |
|
|
Fisher Pivots for day following 10-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,949.50 |
1,949.00 |
PP |
1,948.50 |
1,947.75 |
S1 |
1,947.50 |
1,946.25 |
|