Trading Metrics calculated at close of trading on 11-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,792.50 |
3,802.00 |
9.50 |
0.3% |
3,735.00 |
High |
3,802.75 |
3,804.75 |
2.00 |
0.1% |
3,800.25 |
Low |
3,784.75 |
3,779.50 |
-5.25 |
-0.1% |
3,707.25 |
Close |
3,800.50 |
3,798.25 |
-2.25 |
-0.1% |
3,798.00 |
Range |
18.00 |
25.25 |
7.25 |
40.3% |
93.00 |
ATR |
37.33 |
36.47 |
-0.86 |
-2.3% |
0.00 |
Volume |
154,780 |
203,579 |
48,799 |
31.5% |
1,082,091 |
|
Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,870.00 |
3,859.25 |
3,812.25 |
|
R3 |
3,844.75 |
3,834.00 |
3,805.25 |
|
R2 |
3,819.50 |
3,819.50 |
3,803.00 |
|
R1 |
3,808.75 |
3,808.75 |
3,800.50 |
3,801.50 |
PP |
3,794.25 |
3,794.25 |
3,794.25 |
3,790.50 |
S1 |
3,783.50 |
3,783.50 |
3,796.00 |
3,776.25 |
S2 |
3,769.00 |
3,769.00 |
3,793.50 |
|
S3 |
3,743.75 |
3,758.25 |
3,791.25 |
|
S4 |
3,718.50 |
3,733.00 |
3,784.25 |
|
|
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 |
3,804.75 |
3,734.00 |
70.75 |
1.9% |
27.25 |
0.7% |
91% |
True |
False |
198,179 |
10 |
3,804.75 |
3,707.25 |
97.50 |
2.6% |
27.50 |
0.7% |
93% |
True |
False |
198,858 |
20 |
3,804.75 |
3,540.25 |
264.50 |
7.0% |
34.25 |
0.9% |
98% |
True |
False |
224,958 |
40 |
3,804.75 |
3,404.75 |
400.00 |
10.5% |
43.75 |
1.2% |
98% |
True |
False |
269,904 |
60 |
3,804.75 |
3,404.75 |
400.00 |
10.5% |
51.25 |
1.3% |
98% |
True |
False |
306,790 |
80 |
3,804.75 |
3,404.75 |
400.00 |
10.5% |
48.75 |
1.3% |
98% |
True |
False |
241,298 |
100 |
3,804.75 |
3,404.75 |
400.00 |
10.5% |
48.50 |
1.3% |
98% |
True |
False |
193,127 |
120 |
3,804.75 |
3,404.75 |
400.00 |
10.5% |
45.00 |
1.2% |
98% |
True |
False |
160,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,912.00 |
2.618 |
3,870.75 |
1.618 |
3,845.50 |
1.000 |
3,830.00 |
0.618 |
3,820.25 |
HIGH |
3,804.75 |
0.618 |
3,795.00 |
0.500 |
3,792.00 |
0.382 |
3,789.25 |
LOW |
3,779.50 |
0.618 |
3,764.00 |
1.000 |
3,754.25 |
1.618 |
3,738.75 |
2.618 |
3,713.50 |
4.250 |
3,672.25 |
|
|
Fisher Pivots for day following 11-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,796.25 |
3,796.25 |
PP |
3,794.25 |
3,794.25 |
S1 |
3,792.00 |
3,792.00 |
|