Trading Metrics calculated at close of trading on 09-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,777.50 |
3,800.00 |
22.50 |
0.6% |
3,735.00 |
High |
3,800.25 |
3,803.00 |
2.75 |
0.1% |
3,800.25 |
Low |
3,775.75 |
3,783.00 |
7.25 |
0.2% |
3,707.25 |
Close |
3,798.00 |
3,793.75 |
-4.25 |
-0.1% |
3,798.00 |
Range |
24.50 |
20.00 |
-4.50 |
-18.4% |
93.00 |
ATR |
40.27 |
38.82 |
-1.45 |
-3.6% |
0.00 |
Volume |
200,419 |
148,831 |
-51,588 |
-25.7% |
1,082,091 |
|
Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,853.25 |
3,843.50 |
3,804.75 |
|
R3 |
3,833.25 |
3,823.50 |
3,799.25 |
|
R2 |
3,813.25 |
3,813.25 |
3,797.50 |
|
R1 |
3,803.50 |
3,803.50 |
3,795.50 |
3,798.50 |
PP |
3,793.25 |
3,793.25 |
3,793.25 |
3,790.75 |
S1 |
3,783.50 |
3,783.50 |
3,792.00 |
3,778.50 |
S2 |
3,773.25 |
3,773.25 |
3,790.00 |
|
S3 |
3,753.25 |
3,763.50 |
3,788.25 |
|
S4 |
3,733.25 |
3,743.50 |
3,782.75 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,047.50 |
4,015.75 |
3,849.25 |
|
R3 |
3,954.50 |
3,922.75 |
3,823.50 |
|
R2 |
3,861.50 |
3,861.50 |
3,815.00 |
|
R1 |
3,829.75 |
3,829.75 |
3,806.50 |
3,845.50 |
PP |
3,768.50 |
3,768.50 |
3,768.50 |
3,776.50 |
S1 |
3,736.75 |
3,736.75 |
3,789.50 |
3,752.50 |
S2 |
3,675.50 |
3,675.50 |
3,781.00 |
|
S3 |
3,582.50 |
3,643.75 |
3,772.50 |
|
S4 |
3,489.50 |
3,550.75 |
3,746.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,803.00 |
3,714.00 |
89.00 |
2.3% |
30.00 |
0.8% |
90% |
True |
False |
201,066 |
10 |
3,803.00 |
3,677.50 |
125.50 |
3.3% |
30.00 |
0.8% |
93% |
True |
False |
205,200 |
20 |
3,803.00 |
3,540.25 |
262.75 |
6.9% |
36.25 |
1.0% |
96% |
True |
False |
230,466 |
40 |
3,803.00 |
3,404.75 |
398.25 |
10.5% |
45.75 |
1.2% |
98% |
True |
False |
283,869 |
60 |
3,803.00 |
3,404.75 |
398.25 |
10.5% |
52.25 |
1.4% |
98% |
True |
False |
312,101 |
80 |
3,803.00 |
3,404.75 |
398.25 |
10.5% |
49.25 |
1.3% |
98% |
True |
False |
236,837 |
100 |
3,803.00 |
3,404.75 |
398.25 |
10.5% |
48.50 |
1.3% |
98% |
True |
False |
189,546 |
120 |
3,803.00 |
3,404.75 |
398.25 |
10.5% |
44.75 |
1.2% |
98% |
True |
False |
157,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,888.00 |
2.618 |
3,855.25 |
1.618 |
3,835.25 |
1.000 |
3,823.00 |
0.618 |
3,815.25 |
HIGH |
3,803.00 |
0.618 |
3,795.25 |
0.500 |
3,793.00 |
0.382 |
3,790.75 |
LOW |
3,783.00 |
0.618 |
3,770.75 |
1.000 |
3,763.00 |
1.618 |
3,750.75 |
2.618 |
3,730.75 |
4.250 |
3,698.00 |
|
|
Fisher Pivots for day following 09-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,793.50 |
3,785.25 |
PP |
3,793.25 |
3,777.00 |
S1 |
3,793.00 |
3,768.50 |
|