Trading Metrics calculated at close of trading on 12-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,802.00 |
3,797.50 |
-4.50 |
-0.1% |
3,735.00 |
High |
3,804.75 |
3,806.50 |
1.75 |
0.0% |
3,800.25 |
Low |
3,779.50 |
3,751.50 |
-28.00 |
-0.7% |
3,707.25 |
Close |
3,798.25 |
3,771.25 |
-27.00 |
-0.7% |
3,798.00 |
Range |
25.25 |
55.00 |
29.75 |
117.8% |
93.00 |
ATR |
36.47 |
37.79 |
1.32 |
3.6% |
0.00 |
Volume |
203,579 |
295,542 |
91,963 |
45.2% |
1,082,091 |
|
Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,941.50 |
3,911.25 |
3,801.50 |
|
R3 |
3,886.50 |
3,856.25 |
3,786.50 |
|
R2 |
3,831.50 |
3,831.50 |
3,781.25 |
|
R1 |
3,801.25 |
3,801.25 |
3,776.25 |
3,789.00 |
PP |
3,776.50 |
3,776.50 |
3,776.50 |
3,770.25 |
S1 |
3,746.25 |
3,746.25 |
3,766.25 |
3,734.00 |
S2 |
3,721.50 |
3,721.50 |
3,761.25 |
|
S3 |
3,666.50 |
3,691.25 |
3,756.00 |
|
S4 |
3,611.50 |
3,636.25 |
3,741.00 |
|
|
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 |
3,806.50 |
3,751.50 |
55.00 |
1.5% |
28.50 |
0.8% |
36% |
True |
True |
200,630 |
10 |
3,806.50 |
3,707.25 |
99.25 |
2.6% |
30.75 |
0.8% |
64% |
True |
False |
209,920 |
20 |
3,806.50 |
3,540.25 |
266.25 |
7.1% |
35.25 |
0.9% |
87% |
True |
False |
228,001 |
40 |
3,806.50 |
3,479.50 |
327.00 |
8.7% |
42.75 |
1.1% |
89% |
True |
False |
262,349 |
60 |
3,806.50 |
3,404.75 |
401.75 |
10.7% |
51.00 |
1.4% |
91% |
True |
False |
305,635 |
80 |
3,806.50 |
3,404.75 |
401.75 |
10.7% |
49.25 |
1.3% |
91% |
True |
False |
244,989 |
100 |
3,806.50 |
3,404.75 |
401.75 |
10.7% |
49.00 |
1.3% |
91% |
True |
False |
196,082 |
120 |
3,806.50 |
3,404.75 |
401.75 |
10.7% |
44.75 |
1.2% |
91% |
True |
False |
163,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,040.25 |
2.618 |
3,950.50 |
1.618 |
3,895.50 |
1.000 |
3,861.50 |
0.618 |
3,840.50 |
HIGH |
3,806.50 |
0.618 |
3,785.50 |
0.500 |
3,779.00 |
0.382 |
3,772.50 |
LOW |
3,751.50 |
0.618 |
3,717.50 |
1.000 |
3,696.50 |
1.618 |
3,662.50 |
2.618 |
3,607.50 |
4.250 |
3,517.75 |
|
|
Fisher Pivots for day following 12-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,779.00 |
3,779.00 |
PP |
3,776.50 |
3,776.50 |
S1 |
3,773.75 |
3,773.75 |
|