Trading Metrics calculated at close of trading on 16-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,930.75 |
1,934.25 |
3.50 |
0.2% |
1,949.25 |
High |
1,937.00 |
1,940.75 |
3.75 |
0.2% |
1,954.75 |
Low |
1,926.50 |
1,926.50 |
0.00 |
0.0% |
1,924.75 |
Close |
1,935.75 |
1,936.50 |
0.75 |
0.0% |
1,935.75 |
Range |
10.50 |
14.25 |
3.75 |
35.7% |
30.00 |
ATR |
14.06 |
14.07 |
0.01 |
0.1% |
0.00 |
Volume |
945,294 |
866,802 |
-78,492 |
-8.3% |
6,024,514 |
|
Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,977.25 |
1,971.25 |
1,944.25 |
|
R3 |
1,963.00 |
1,957.00 |
1,940.50 |
|
R2 |
1,948.75 |
1,948.75 |
1,939.00 |
|
R1 |
1,942.75 |
1,942.75 |
1,937.75 |
1,945.75 |
PP |
1,934.50 |
1,934.50 |
1,934.50 |
1,936.00 |
S1 |
1,928.50 |
1,928.50 |
1,935.25 |
1,931.50 |
S2 |
1,920.25 |
1,920.25 |
1,934.00 |
|
S3 |
1,906.00 |
1,914.25 |
1,932.50 |
|
S4 |
1,891.75 |
1,900.00 |
1,928.75 |
|
|
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 |
1,951.75 |
1,924.75 |
27.00 |
1.4% |
13.75 |
0.7% |
44% |
False |
False |
1,172,870 |
10 |
1,954.75 |
1,916.00 |
38.75 |
2.0% |
12.75 |
0.7% |
53% |
False |
False |
1,163,882 |
20 |
1,954.75 |
1,864.75 |
90.00 |
4.6% |
13.00 |
0.7% |
80% |
False |
False |
1,128,725 |
40 |
1,954.75 |
1,844.00 |
110.75 |
5.7% |
14.75 |
0.8% |
84% |
False |
False |
1,268,614 |
60 |
1,954.75 |
1,803.25 |
151.50 |
7.8% |
17.25 |
0.9% |
88% |
False |
False |
1,447,871 |
80 |
1,954.75 |
1,803.25 |
151.50 |
7.8% |
17.75 |
0.9% |
88% |
False |
False |
1,230,993 |
100 |
1,954.75 |
1,725.25 |
229.50 |
11.9% |
19.25 |
1.0% |
92% |
False |
False |
986,352 |
120 |
1,954.75 |
1,725.25 |
229.50 |
11.9% |
18.25 |
0.9% |
92% |
False |
False |
822,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,001.25 |
2.618 |
1,978.00 |
1.618 |
1,963.75 |
1.000 |
1,955.00 |
0.618 |
1,949.50 |
HIGH |
1,940.75 |
0.618 |
1,935.25 |
0.500 |
1,933.50 |
0.382 |
1,932.00 |
LOW |
1,926.50 |
0.618 |
1,917.75 |
1.000 |
1,912.25 |
1.618 |
1,903.50 |
2.618 |
1,889.25 |
4.250 |
1,866.00 |
|
|
Fisher Pivots for day following 16-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,935.50 |
1,936.50 |
PP |
1,934.50 |
1,936.25 |
S1 |
1,933.50 |
1,936.25 |
|