Trading Metrics calculated at close of trading on 13-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,943.75 |
1,930.75 |
-13.00 |
-0.7% |
1,949.25 |
High |
1,947.75 |
1,937.00 |
-10.75 |
-0.6% |
1,954.75 |
Low |
1,924.75 |
1,926.50 |
1.75 |
0.1% |
1,924.75 |
Close |
1,930.50 |
1,935.75 |
5.25 |
0.3% |
1,935.75 |
Range |
23.00 |
10.50 |
-12.50 |
-54.3% |
30.00 |
ATR |
14.33 |
14.06 |
-0.27 |
-1.9% |
0.00 |
Volume |
1,665,612 |
945,294 |
-720,318 |
-43.2% |
6,024,514 |
|
Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,964.50 |
1,960.75 |
1,941.50 |
|
R3 |
1,954.00 |
1,950.25 |
1,938.75 |
|
R2 |
1,943.50 |
1,943.50 |
1,937.75 |
|
R1 |
1,939.75 |
1,939.75 |
1,936.75 |
1,941.50 |
PP |
1,933.00 |
1,933.00 |
1,933.00 |
1,934.00 |
S1 |
1,929.25 |
1,929.25 |
1,934.75 |
1,931.00 |
S2 |
1,922.50 |
1,922.50 |
1,933.75 |
|
S3 |
1,912.00 |
1,918.75 |
1,932.75 |
|
S4 |
1,901.50 |
1,908.25 |
1,930.00 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,028.50 |
2,012.00 |
1,952.25 |
|
R3 |
1,998.50 |
1,982.00 |
1,944.00 |
|
R2 |
1,968.50 |
1,968.50 |
1,941.25 |
|
R1 |
1,952.00 |
1,952.00 |
1,938.50 |
1,945.25 |
PP |
1,938.50 |
1,938.50 |
1,938.50 |
1,935.00 |
S1 |
1,922.00 |
1,922.00 |
1,933.00 |
1,915.25 |
S2 |
1,908.50 |
1,908.50 |
1,930.25 |
|
S3 |
1,878.50 |
1,892.00 |
1,927.50 |
|
S4 |
1,848.50 |
1,862.00 |
1,919.25 |
|
|
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 |
1.5% |
12.75 |
0.7% |
37% |
False |
False |
1,204,902 |
10 |
1,954.75 |
1,913.75 |
41.00 |
2.1% |
12.50 |
0.6% |
54% |
False |
False |
1,182,554 |
20 |
1,954.75 |
1,861.25 |
93.50 |
4.8% |
13.00 |
0.7% |
80% |
False |
False |
1,161,508 |
40 |
1,954.75 |
1,844.00 |
110.75 |
5.7% |
15.00 |
0.8% |
83% |
False |
False |
1,278,328 |
60 |
1,954.75 |
1,803.25 |
151.50 |
7.8% |
17.25 |
0.9% |
87% |
False |
False |
1,461,288 |
80 |
1,954.75 |
1,803.25 |
151.50 |
7.8% |
17.75 |
0.9% |
87% |
False |
False |
1,220,248 |
100 |
1,954.75 |
1,725.25 |
229.50 |
11.9% |
19.25 |
1.0% |
92% |
False |
False |
977,720 |
120 |
1,954.75 |
1,725.25 |
229.50 |
11.9% |
18.25 |
0.9% |
92% |
False |
False |
815,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,981.50 |
2.618 |
1,964.50 |
1.618 |
1,954.00 |
1.000 |
1,947.50 |
0.618 |
1,943.50 |
HIGH |
1,937.00 |
0.618 |
1,933.00 |
0.500 |
1,931.75 |
0.382 |
1,930.50 |
LOW |
1,926.50 |
0.618 |
1,920.00 |
1.000 |
1,916.00 |
1.618 |
1,909.50 |
2.618 |
1,899.00 |
4.250 |
1,882.00 |
|
|
Fisher Pivots for day following 13-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,934.50 |
1,938.00 |
PP |
1,933.00 |
1,937.25 |
S1 |
1,931.75 |
1,936.50 |
|