Trading Metrics calculated at close of trading on 13-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,797.50 |
3,773.00 |
-24.50 |
-0.6% |
3,800.00 |
High |
3,806.50 |
3,785.75 |
-20.75 |
-0.5% |
3,806.50 |
Low |
3,751.50 |
3,760.00 |
8.50 |
0.2% |
3,751.50 |
Close |
3,771.25 |
3,775.75 |
4.50 |
0.1% |
3,775.75 |
Range |
55.00 |
25.75 |
-29.25 |
-53.2% |
55.00 |
ATR |
37.79 |
36.93 |
-0.86 |
-2.3% |
0.00 |
Volume |
295,542 |
158,900 |
-136,642 |
-46.2% |
961,632 |
|
Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,851.00 |
3,839.25 |
3,790.00 |
|
R3 |
3,825.25 |
3,813.50 |
3,782.75 |
|
R2 |
3,799.50 |
3,799.50 |
3,780.50 |
|
R1 |
3,787.75 |
3,787.75 |
3,778.00 |
3,793.50 |
PP |
3,773.75 |
3,773.75 |
3,773.75 |
3,776.75 |
S1 |
3,762.00 |
3,762.00 |
3,773.50 |
3,768.00 |
S2 |
3,748.00 |
3,748.00 |
3,771.00 |
|
S3 |
3,722.25 |
3,736.25 |
3,768.75 |
|
S4 |
3,696.50 |
3,710.50 |
3,761.50 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,943.00 |
3,914.25 |
3,806.00 |
|
R3 |
3,888.00 |
3,859.25 |
3,791.00 |
|
R2 |
3,833.00 |
3,833.00 |
3,785.75 |
|
R1 |
3,804.25 |
3,804.25 |
3,780.75 |
3,791.00 |
PP |
3,778.00 |
3,778.00 |
3,778.00 |
3,771.25 |
S1 |
3,749.25 |
3,749.25 |
3,770.75 |
3,736.00 |
S2 |
3,723.00 |
3,723.00 |
3,765.75 |
|
S3 |
3,668.00 |
3,694.25 |
3,760.50 |
|
S4 |
3,613.00 |
3,639.25 |
3,745.50 |
|
|
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% |
28.75 |
0.8% |
44% |
False |
False |
192,326 |
10 |
3,806.50 |
3,707.25 |
99.25 |
2.6% |
30.75 |
0.8% |
69% |
False |
False |
204,372 |
20 |
3,806.50 |
3,543.00 |
263.50 |
7.0% |
33.25 |
0.9% |
88% |
False |
False |
216,011 |
40 |
3,806.50 |
3,480.50 |
326.00 |
8.6% |
42.25 |
1.1% |
91% |
False |
False |
256,310 |
60 |
3,806.50 |
3,404.75 |
401.75 |
10.6% |
50.75 |
1.3% |
92% |
False |
False |
302,440 |
80 |
3,806.50 |
3,404.75 |
401.75 |
10.6% |
49.25 |
1.3% |
92% |
False |
False |
246,966 |
100 |
3,806.50 |
3,404.75 |
401.75 |
10.6% |
49.00 |
1.3% |
92% |
False |
False |
197,671 |
120 |
3,806.50 |
3,404.75 |
401.75 |
10.6% |
45.00 |
1.2% |
92% |
False |
False |
164,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,895.25 |
2.618 |
3,853.25 |
1.618 |
3,827.50 |
1.000 |
3,811.50 |
0.618 |
3,801.75 |
HIGH |
3,785.75 |
0.618 |
3,776.00 |
0.500 |
3,773.00 |
0.382 |
3,769.75 |
LOW |
3,760.00 |
0.618 |
3,744.00 |
1.000 |
3,734.25 |
1.618 |
3,718.25 |
2.618 |
3,692.50 |
4.250 |
3,650.50 |
|
|
Fisher Pivots for day following 13-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,774.75 |
3,779.00 |
PP |
3,773.75 |
3,778.00 |
S1 |
3,773.00 |
3,776.75 |
|