Trading Metrics calculated at close of trading on 17-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,934.25 |
1,936.50 |
2.25 |
0.1% |
1,949.25 |
High |
1,940.75 |
1,943.50 |
2.75 |
0.1% |
1,954.75 |
Low |
1,926.50 |
1,931.25 |
4.75 |
0.2% |
1,924.75 |
Close |
1,936.50 |
1,941.50 |
5.00 |
0.3% |
1,935.75 |
Range |
14.25 |
12.25 |
-2.00 |
-14.0% |
30.00 |
ATR |
14.07 |
13.94 |
-0.13 |
-0.9% |
0.00 |
Volume |
866,802 |
881,102 |
14,300 |
1.6% |
6,024,514 |
|
Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,975.50 |
1,970.75 |
1,948.25 |
|
R3 |
1,963.25 |
1,958.50 |
1,944.75 |
|
R2 |
1,951.00 |
1,951.00 |
1,943.75 |
|
R1 |
1,946.25 |
1,946.25 |
1,942.50 |
1,948.50 |
PP |
1,938.75 |
1,938.75 |
1,938.75 |
1,940.00 |
S1 |
1,934.00 |
1,934.00 |
1,940.50 |
1,936.50 |
S2 |
1,926.50 |
1,926.50 |
1,939.25 |
|
S3 |
1,914.25 |
1,921.75 |
1,938.25 |
|
S4 |
1,902.00 |
1,909.50 |
1,934.75 |
|
|
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 |
1,951.00 |
1,924.75 |
26.25 |
1.4% |
14.50 |
0.7% |
64% |
False |
False |
1,141,475 |
10 |
1,954.75 |
1,916.00 |
38.75 |
2.0% |
13.25 |
0.7% |
66% |
False |
False |
1,157,192 |
20 |
1,954.75 |
1,864.75 |
90.00 |
4.6% |
12.75 |
0.7% |
85% |
False |
False |
1,120,996 |
40 |
1,954.75 |
1,844.00 |
110.75 |
5.7% |
15.00 |
0.8% |
88% |
False |
False |
1,277,295 |
60 |
1,954.75 |
1,803.25 |
151.50 |
7.8% |
17.00 |
0.9% |
91% |
False |
False |
1,433,383 |
80 |
1,954.75 |
1,803.25 |
151.50 |
7.8% |
17.75 |
0.9% |
91% |
False |
False |
1,241,898 |
100 |
1,954.75 |
1,725.25 |
229.50 |
11.8% |
19.00 |
1.0% |
94% |
False |
False |
995,134 |
120 |
1,954.75 |
1,725.25 |
229.50 |
11.8% |
18.25 |
0.9% |
94% |
False |
False |
829,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,995.50 |
2.618 |
1,975.50 |
1.618 |
1,963.25 |
1.000 |
1,955.75 |
0.618 |
1,951.00 |
HIGH |
1,943.50 |
0.618 |
1,938.75 |
0.500 |
1,937.50 |
0.382 |
1,936.00 |
LOW |
1,931.25 |
0.618 |
1,923.75 |
1.000 |
1,919.00 |
1.618 |
1,911.50 |
2.618 |
1,899.25 |
4.250 |
1,879.25 |
|
|
Fisher Pivots for day following 17-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,940.00 |
1,939.25 |
PP |
1,938.75 |
1,937.25 |
S1 |
1,937.50 |
1,935.00 |
|