Trading Metrics calculated at close of trading on 10-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,800.00 |
3,792.50 |
-7.50 |
-0.2% |
3,735.00 |
High |
3,803.00 |
3,802.75 |
-0.25 |
0.0% |
3,800.25 |
Low |
3,783.00 |
3,784.75 |
1.75 |
0.0% |
3,707.25 |
Close |
3,793.75 |
3,800.50 |
6.75 |
0.2% |
3,798.00 |
Range |
20.00 |
18.00 |
-2.00 |
-10.0% |
93.00 |
ATR |
38.82 |
37.33 |
-1.49 |
-3.8% |
0.00 |
Volume |
148,831 |
154,780 |
5,949 |
4.0% |
1,082,091 |
|
Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,850.00 |
3,843.25 |
3,810.50 |
|
R3 |
3,832.00 |
3,825.25 |
3,805.50 |
|
R2 |
3,814.00 |
3,814.00 |
3,803.75 |
|
R1 |
3,807.25 |
3,807.25 |
3,802.25 |
3,810.50 |
PP |
3,796.00 |
3,796.00 |
3,796.00 |
3,797.75 |
S1 |
3,789.25 |
3,789.25 |
3,798.75 |
3,792.50 |
S2 |
3,778.00 |
3,778.00 |
3,797.25 |
|
S3 |
3,760.00 |
3,771.25 |
3,795.50 |
|
S4 |
3,742.00 |
3,753.25 |
3,790.50 |
|
|
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% |
29.25 |
0.8% |
97% |
False |
False |
195,224 |
10 |
3,803.00 |
3,707.25 |
95.75 |
2.5% |
27.50 |
0.7% |
97% |
False |
False |
200,321 |
20 |
3,803.00 |
3,540.25 |
262.75 |
6.9% |
34.00 |
0.9% |
99% |
False |
False |
225,868 |
40 |
3,803.00 |
3,404.75 |
398.25 |
10.5% |
44.75 |
1.2% |
99% |
False |
False |
274,396 |
60 |
3,803.00 |
3,404.75 |
398.25 |
10.5% |
52.00 |
1.4% |
99% |
False |
False |
308,539 |
80 |
3,803.00 |
3,404.75 |
398.25 |
10.5% |
49.00 |
1.3% |
99% |
False |
False |
238,759 |
100 |
3,803.00 |
3,404.75 |
398.25 |
10.5% |
48.50 |
1.3% |
99% |
False |
False |
191,094 |
120 |
3,803.00 |
3,404.75 |
398.25 |
10.5% |
44.75 |
1.2% |
99% |
False |
False |
159,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,879.25 |
2.618 |
3,849.75 |
1.618 |
3,831.75 |
1.000 |
3,820.75 |
0.618 |
3,813.75 |
HIGH |
3,802.75 |
0.618 |
3,795.75 |
0.500 |
3,793.75 |
0.382 |
3,791.75 |
LOW |
3,784.75 |
0.618 |
3,773.75 |
1.000 |
3,766.75 |
1.618 |
3,755.75 |
2.618 |
3,737.75 |
4.250 |
3,708.25 |
|
|
Fisher Pivots for day following 10-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,798.25 |
3,796.75 |
PP |
3,796.00 |
3,793.00 |
S1 |
3,793.75 |
3,789.50 |
|