Trading Metrics calculated at close of trading on 19-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,941.50 |
1,956.00 |
14.50 |
0.7% |
1,949.25 |
High |
1,958.00 |
1,960.25 |
2.25 |
0.1% |
1,954.75 |
Low |
1,938.00 |
1,952.25 |
14.25 |
0.7% |
1,924.75 |
Close |
1,957.00 |
1,958.50 |
1.50 |
0.1% |
1,935.75 |
Range |
20.00 |
8.00 |
-12.00 |
-60.0% |
30.00 |
ATR |
14.37 |
13.92 |
-0.46 |
-3.2% |
0.00 |
Volume |
522,409 |
369,578 |
-152,831 |
-29.3% |
6,024,514 |
|
Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,981.00 |
1,977.75 |
1,963.00 |
|
R3 |
1,973.00 |
1,969.75 |
1,960.75 |
|
R2 |
1,965.00 |
1,965.00 |
1,960.00 |
|
R1 |
1,961.75 |
1,961.75 |
1,959.25 |
1,963.50 |
PP |
1,957.00 |
1,957.00 |
1,957.00 |
1,957.75 |
S1 |
1,953.75 |
1,953.75 |
1,957.75 |
1,955.50 |
S2 |
1,949.00 |
1,949.00 |
1,957.00 |
|
S3 |
1,941.00 |
1,945.75 |
1,956.25 |
|
S4 |
1,933.00 |
1,937.75 |
1,954.00 |
|
|
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 |
1,960.25 |
1,926.50 |
33.75 |
1.7% |
13.00 |
0.7% |
95% |
True |
False |
717,037 |
10 |
1,960.25 |
1,924.75 |
35.50 |
1.8% |
13.00 |
0.7% |
95% |
True |
False |
987,014 |
20 |
1,960.25 |
1,882.75 |
77.50 |
4.0% |
12.00 |
0.6% |
98% |
True |
False |
1,019,451 |
40 |
1,960.25 |
1,844.00 |
116.25 |
5.9% |
14.75 |
0.8% |
98% |
True |
False |
1,246,919 |
60 |
1,960.25 |
1,803.25 |
157.00 |
8.0% |
16.75 |
0.9% |
99% |
True |
False |
1,390,024 |
80 |
1,960.25 |
1,803.25 |
157.00 |
8.0% |
17.75 |
0.9% |
99% |
True |
False |
1,252,862 |
100 |
1,960.25 |
1,725.25 |
235.00 |
12.0% |
18.75 |
1.0% |
99% |
True |
False |
1,003,897 |
120 |
1,960.25 |
1,725.25 |
235.00 |
12.0% |
18.25 |
0.9% |
99% |
True |
False |
837,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,994.25 |
2.618 |
1,981.25 |
1.618 |
1,973.25 |
1.000 |
1,968.25 |
0.618 |
1,965.25 |
HIGH |
1,960.25 |
0.618 |
1,957.25 |
0.500 |
1,956.25 |
0.382 |
1,955.25 |
LOW |
1,952.25 |
0.618 |
1,947.25 |
1.000 |
1,944.25 |
1.618 |
1,939.25 |
2.618 |
1,931.25 |
4.250 |
1,918.25 |
|
|
Fisher Pivots for day following 19-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,957.75 |
1,954.25 |
PP |
1,957.00 |
1,950.00 |
S1 |
1,956.25 |
1,945.75 |
|