Trading Metrics calculated at close of trading on 16-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,773.00 |
3,774.75 |
1.75 |
0.0% |
3,800.00 |
High |
3,785.75 |
3,790.50 |
4.75 |
0.1% |
3,806.50 |
Low |
3,760.00 |
3,757.00 |
-3.00 |
-0.1% |
3,751.50 |
Close |
3,775.75 |
3,779.25 |
3.50 |
0.1% |
3,775.75 |
Range |
25.75 |
33.50 |
7.75 |
30.1% |
55.00 |
ATR |
36.93 |
36.69 |
-0.25 |
-0.7% |
0.00 |
Volume |
158,900 |
119,711 |
-39,189 |
-24.7% |
961,632 |
|
Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,876.00 |
3,861.25 |
3,797.75 |
|
R3 |
3,842.50 |
3,827.75 |
3,788.50 |
|
R2 |
3,809.00 |
3,809.00 |
3,785.50 |
|
R1 |
3,794.25 |
3,794.25 |
3,782.25 |
3,801.50 |
PP |
3,775.50 |
3,775.50 |
3,775.50 |
3,779.25 |
S1 |
3,760.75 |
3,760.75 |
3,776.25 |
3,768.00 |
S2 |
3,742.00 |
3,742.00 |
3,773.00 |
|
S3 |
3,708.50 |
3,727.25 |
3,770.00 |
|
S4 |
3,675.00 |
3,693.75 |
3,760.75 |
|
|
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% |
31.50 |
0.8% |
50% |
False |
False |
186,502 |
10 |
3,806.50 |
3,714.00 |
92.50 |
2.4% |
30.75 |
0.8% |
71% |
False |
False |
193,784 |
20 |
3,806.50 |
3,565.50 |
241.00 |
6.4% |
32.75 |
0.9% |
89% |
False |
False |
207,266 |
40 |
3,806.50 |
3,480.50 |
326.00 |
8.6% |
42.00 |
1.1% |
92% |
False |
False |
252,574 |
60 |
3,806.50 |
3,404.75 |
401.75 |
10.6% |
50.50 |
1.3% |
93% |
False |
False |
300,047 |
80 |
3,806.50 |
3,404.75 |
401.75 |
10.6% |
49.25 |
1.3% |
93% |
False |
False |
248,454 |
100 |
3,806.50 |
3,404.75 |
401.75 |
10.6% |
49.25 |
1.3% |
93% |
False |
False |
198,868 |
120 |
3,806.50 |
3,404.75 |
401.75 |
10.6% |
44.75 |
1.2% |
93% |
False |
False |
165,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,933.00 |
2.618 |
3,878.25 |
1.618 |
3,844.75 |
1.000 |
3,824.00 |
0.618 |
3,811.25 |
HIGH |
3,790.50 |
0.618 |
3,777.75 |
0.500 |
3,773.75 |
0.382 |
3,769.75 |
LOW |
3,757.00 |
0.618 |
3,736.25 |
1.000 |
3,723.50 |
1.618 |
3,702.75 |
2.618 |
3,669.25 |
4.250 |
3,614.50 |
|
|
Fisher Pivots for day following 16-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,777.50 |
3,779.25 |
PP |
3,775.50 |
3,779.00 |
S1 |
3,773.75 |
3,779.00 |
|