Trading Metrics calculated at close of trading on 18-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,780.25 |
3,781.50 |
1.25 |
0.0% |
3,800.00 |
High |
3,792.25 |
3,807.50 |
15.25 |
0.4% |
3,806.50 |
Low |
3,769.75 |
3,763.00 |
-6.75 |
-0.2% |
3,751.50 |
Close |
3,779.50 |
3,803.50 |
24.00 |
0.6% |
3,775.75 |
Range |
22.50 |
44.50 |
22.00 |
97.8% |
55.00 |
ATR |
35.67 |
36.30 |
0.63 |
1.8% |
0.00 |
Volume |
111,338 |
77,778 |
-33,560 |
-30.1% |
961,632 |
|
Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,924.75 |
3,908.75 |
3,828.00 |
|
R3 |
3,880.25 |
3,864.25 |
3,815.75 |
|
R2 |
3,835.75 |
3,835.75 |
3,811.75 |
|
R1 |
3,819.75 |
3,819.75 |
3,807.50 |
3,827.75 |
PP |
3,791.25 |
3,791.25 |
3,791.25 |
3,795.50 |
S1 |
3,775.25 |
3,775.25 |
3,799.50 |
3,783.25 |
S2 |
3,746.75 |
3,746.75 |
3,795.25 |
|
S3 |
3,702.25 |
3,730.75 |
3,791.25 |
|
S4 |
3,657.75 |
3,686.25 |
3,779.00 |
|
|
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 |
3,807.50 |
3,751.50 |
56.00 |
1.5% |
36.25 |
1.0% |
93% |
True |
False |
152,653 |
10 |
3,807.50 |
3,734.00 |
73.50 |
1.9% |
31.75 |
0.8% |
95% |
True |
False |
175,416 |
20 |
3,807.50 |
3,593.25 |
214.25 |
5.6% |
31.50 |
0.8% |
98% |
True |
False |
190,779 |
40 |
3,807.50 |
3,480.50 |
327.00 |
8.6% |
41.50 |
1.1% |
99% |
True |
False |
248,144 |
60 |
3,807.50 |
3,404.75 |
402.75 |
10.6% |
49.00 |
1.3% |
99% |
True |
False |
290,210 |
80 |
3,807.50 |
3,404.75 |
402.75 |
10.6% |
49.25 |
1.3% |
99% |
True |
False |
250,787 |
100 |
3,807.50 |
3,404.75 |
402.75 |
10.6% |
48.50 |
1.3% |
99% |
True |
False |
200,757 |
120 |
3,807.50 |
3,404.75 |
402.75 |
10.6% |
45.25 |
1.2% |
99% |
True |
False |
167,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,996.50 |
2.618 |
3,924.00 |
1.618 |
3,879.50 |
1.000 |
3,852.00 |
0.618 |
3,835.00 |
HIGH |
3,807.50 |
0.618 |
3,790.50 |
0.500 |
3,785.25 |
0.382 |
3,780.00 |
LOW |
3,763.00 |
0.618 |
3,735.50 |
1.000 |
3,718.50 |
1.618 |
3,691.00 |
2.618 |
3,646.50 |
4.250 |
3,574.00 |
|
|
Fisher Pivots for day following 18-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,797.50 |
3,796.50 |
PP |
3,791.25 |
3,789.25 |
S1 |
3,785.25 |
3,782.25 |
|