Trading Metrics calculated at close of trading on 12-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,950.75 |
1,943.75 |
-7.00 |
-0.4% |
1,921.25 |
High |
1,951.00 |
1,947.75 |
-3.25 |
-0.2% |
1,949.50 |
Low |
1,938.50 |
1,924.75 |
-13.75 |
-0.7% |
1,913.75 |
Close |
1,944.00 |
1,930.50 |
-13.50 |
-0.7% |
1,949.25 |
Range |
12.50 |
23.00 |
10.50 |
84.0% |
35.75 |
ATR |
13.66 |
14.33 |
0.67 |
4.9% |
0.00 |
Volume |
1,348,569 |
1,665,612 |
317,043 |
23.5% |
5,801,033 |
|
Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,003.25 |
1,990.00 |
1,943.25 |
|
R3 |
1,980.25 |
1,967.00 |
1,936.75 |
|
R2 |
1,957.25 |
1,957.25 |
1,934.75 |
|
R1 |
1,944.00 |
1,944.00 |
1,932.50 |
1,939.00 |
PP |
1,934.25 |
1,934.25 |
1,934.25 |
1,932.00 |
S1 |
1,921.00 |
1,921.00 |
1,928.50 |
1,916.00 |
S2 |
1,911.25 |
1,911.25 |
1,926.25 |
|
S3 |
1,888.25 |
1,898.00 |
1,924.25 |
|
S4 |
1,865.25 |
1,875.00 |
1,917.75 |
|
|
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 |
1,924.75 |
30.00 |
1.6% |
13.00 |
0.7% |
19% |
False |
True |
1,256,991 |
10 |
1,954.75 |
1,913.75 |
41.00 |
2.1% |
12.25 |
0.6% |
41% |
False |
False |
1,204,928 |
20 |
1,954.75 |
1,859.00 |
95.75 |
5.0% |
13.75 |
0.7% |
75% |
False |
False |
1,226,605 |
40 |
1,954.75 |
1,840.50 |
114.25 |
5.9% |
15.00 |
0.8% |
79% |
False |
False |
1,295,793 |
60 |
1,954.75 |
1,803.25 |
151.50 |
7.8% |
17.50 |
0.9% |
84% |
False |
False |
1,478,937 |
80 |
1,954.75 |
1,803.25 |
151.50 |
7.8% |
18.00 |
0.9% |
84% |
False |
False |
1,208,501 |
100 |
1,954.75 |
1,725.25 |
229.50 |
11.9% |
19.25 |
1.0% |
89% |
False |
False |
968,292 |
120 |
1,954.75 |
1,725.25 |
229.50 |
11.9% |
18.25 |
0.9% |
89% |
False |
False |
807,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,045.50 |
2.618 |
2,008.00 |
1.618 |
1,985.00 |
1.000 |
1,970.75 |
0.618 |
1,962.00 |
HIGH |
1,947.75 |
0.618 |
1,939.00 |
0.500 |
1,936.25 |
0.382 |
1,933.50 |
LOW |
1,924.75 |
0.618 |
1,910.50 |
1.000 |
1,901.75 |
1.618 |
1,887.50 |
2.618 |
1,864.50 |
4.250 |
1,827.00 |
|
|
Fisher Pivots for day following 12-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,936.25 |
1,938.25 |
PP |
1,934.25 |
1,935.75 |
S1 |
1,932.50 |
1,933.00 |
|