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 |
1,949.25 |
1,950.75 |
1.50 |
0.1% |
1,921.25 |
High |
1,951.75 |
1,951.00 |
-0.75 |
0.0% |
1,949.50 |
Low |
1,943.00 |
1,938.50 |
-4.50 |
-0.2% |
1,913.75 |
Close |
1,950.50 |
1,944.00 |
-6.50 |
-0.3% |
1,949.25 |
Range |
8.75 |
12.50 |
3.75 |
42.9% |
35.75 |
ATR |
13.75 |
13.66 |
-0.09 |
-0.6% |
0.00 |
Volume |
1,038,073 |
1,348,569 |
310,496 |
29.9% |
5,801,033 |
|
Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,982.00 |
1,975.50 |
1,951.00 |
|
R3 |
1,969.50 |
1,963.00 |
1,947.50 |
|
R2 |
1,957.00 |
1,957.00 |
1,946.25 |
|
R1 |
1,950.50 |
1,950.50 |
1,945.25 |
1,947.50 |
PP |
1,944.50 |
1,944.50 |
1,944.50 |
1,943.00 |
S1 |
1,938.00 |
1,938.00 |
1,942.75 |
1,935.00 |
S2 |
1,932.00 |
1,932.00 |
1,941.75 |
|
S3 |
1,919.50 |
1,925.50 |
1,940.50 |
|
S4 |
1,907.00 |
1,913.00 |
1,937.00 |
|
|
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 |
1,921.00 |
33.75 |
1.7% |
12.25 |
0.6% |
68% |
False |
False |
1,259,201 |
10 |
1,954.75 |
1,907.25 |
47.50 |
2.4% |
11.00 |
0.6% |
77% |
False |
False |
1,136,549 |
20 |
1,954.75 |
1,859.00 |
95.75 |
4.9% |
13.50 |
0.7% |
89% |
False |
False |
1,202,668 |
40 |
1,954.75 |
1,809.25 |
145.50 |
7.5% |
15.25 |
0.8% |
93% |
False |
False |
1,319,390 |
60 |
1,954.75 |
1,803.25 |
151.50 |
7.8% |
17.50 |
0.9% |
93% |
False |
False |
1,485,416 |
80 |
1,954.75 |
1,803.25 |
151.50 |
7.8% |
17.75 |
0.9% |
93% |
False |
False |
1,187,763 |
100 |
1,954.75 |
1,725.25 |
229.50 |
11.8% |
19.25 |
1.0% |
95% |
False |
False |
951,668 |
120 |
1,954.75 |
1,725.25 |
229.50 |
11.8% |
18.50 |
0.9% |
95% |
False |
False |
793,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,004.00 |
2.618 |
1,983.75 |
1.618 |
1,971.25 |
1.000 |
1,963.50 |
0.618 |
1,958.75 |
HIGH |
1,951.00 |
0.618 |
1,946.25 |
0.500 |
1,944.75 |
0.382 |
1,943.25 |
LOW |
1,938.50 |
0.618 |
1,930.75 |
1.000 |
1,926.00 |
1.618 |
1,918.25 |
2.618 |
1,905.75 |
4.250 |
1,885.50 |
|
|
Fisher Pivots for day following 11-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,944.75 |
1,946.50 |
PP |
1,944.50 |
1,945.75 |
S1 |
1,944.25 |
1,945.00 |
|