Trading Metrics calculated at close of trading on 19-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,781.50 |
3,801.75 |
20.25 |
0.5% |
3,800.00 |
High |
3,807.50 |
3,811.25 |
3.75 |
0.1% |
3,806.50 |
Low |
3,763.00 |
3,782.50 |
19.50 |
0.5% |
3,751.50 |
Close |
3,803.50 |
3,797.25 |
-6.25 |
-0.2% |
3,775.75 |
Range |
44.50 |
28.75 |
-15.75 |
-35.4% |
55.00 |
ATR |
36.30 |
35.76 |
-0.54 |
-1.5% |
0.00 |
Volume |
77,778 |
40,592 |
-37,186 |
-47.8% |
961,632 |
|
Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,883.25 |
3,869.00 |
3,813.00 |
|
R3 |
3,854.50 |
3,840.25 |
3,805.25 |
|
R2 |
3,825.75 |
3,825.75 |
3,802.50 |
|
R1 |
3,811.50 |
3,811.50 |
3,800.00 |
3,804.25 |
PP |
3,797.00 |
3,797.00 |
3,797.00 |
3,793.50 |
S1 |
3,782.75 |
3,782.75 |
3,794.50 |
3,775.50 |
S2 |
3,768.25 |
3,768.25 |
3,792.00 |
|
S3 |
3,739.50 |
3,754.00 |
3,789.25 |
|
S4 |
3,710.75 |
3,725.25 |
3,781.50 |
|
|
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 |
3,811.25 |
3,757.00 |
54.25 |
1.4% |
31.00 |
0.8% |
74% |
True |
False |
101,663 |
10 |
3,811.25 |
3,751.50 |
59.75 |
1.6% |
29.75 |
0.8% |
77% |
True |
False |
151,147 |
20 |
3,811.25 |
3,631.25 |
180.00 |
4.7% |
30.75 |
0.8% |
92% |
True |
False |
179,949 |
40 |
3,811.25 |
3,480.50 |
330.75 |
8.7% |
41.00 |
1.1% |
96% |
True |
False |
242,916 |
60 |
3,811.25 |
3,404.75 |
406.50 |
10.7% |
48.50 |
1.3% |
97% |
True |
False |
284,806 |
80 |
3,811.25 |
3,404.75 |
406.50 |
10.7% |
49.25 |
1.3% |
97% |
True |
False |
251,281 |
100 |
3,811.25 |
3,404.75 |
406.50 |
10.7% |
48.25 |
1.3% |
97% |
True |
False |
201,162 |
120 |
3,811.25 |
3,404.75 |
406.50 |
10.7% |
45.50 |
1.2% |
97% |
True |
False |
167,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,933.50 |
2.618 |
3,886.50 |
1.618 |
3,857.75 |
1.000 |
3,840.00 |
0.618 |
3,829.00 |
HIGH |
3,811.25 |
0.618 |
3,800.25 |
0.500 |
3,797.00 |
0.382 |
3,793.50 |
LOW |
3,782.50 |
0.618 |
3,764.75 |
1.000 |
3,753.75 |
1.618 |
3,736.00 |
2.618 |
3,707.25 |
4.250 |
3,660.25 |
|
|
Fisher Pivots for day following 19-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,797.00 |
3,794.00 |
PP |
3,797.00 |
3,790.50 |
S1 |
3,797.00 |
3,787.00 |
|