Trading Metrics calculated at close of trading on 09-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,253.4 |
1,252.7 |
-0.7 |
-0.1% |
1,250.0 |
High |
1,256.6 |
1,256.1 |
-0.5 |
0.0% |
1,256.6 |
Low |
1,246.3 |
1,252.6 |
6.3 |
0.5% |
1,240.5 |
Close |
1,252.1 |
1,253.5 |
1.4 |
0.1% |
1,252.1 |
Range |
10.3 |
3.5 |
-6.8 |
-66.0% |
16.1 |
ATR |
14.1 |
13.4 |
-0.7 |
-5.1% |
0.0 |
Volume |
381 |
97 |
-284 |
-74.5% |
3,730 |
|
Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,264.6 |
1,262.5 |
1,255.4 |
|
R3 |
1,261.1 |
1,259.0 |
1,254.5 |
|
R2 |
1,257.6 |
1,257.6 |
1,254.1 |
|
R1 |
1,255.5 |
1,255.5 |
1,253.8 |
1,256.6 |
PP |
1,254.1 |
1,254.1 |
1,254.1 |
1,254.6 |
S1 |
1,252.0 |
1,252.0 |
1,253.2 |
1,253.1 |
S2 |
1,250.6 |
1,250.6 |
1,252.9 |
|
S3 |
1,247.1 |
1,248.5 |
1,252.5 |
|
S4 |
1,243.6 |
1,245.0 |
1,251.6 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.0 |
1,291.2 |
1,261.0 |
|
R3 |
1,281.9 |
1,275.1 |
1,256.5 |
|
R2 |
1,265.8 |
1,265.8 |
1,255.1 |
|
R1 |
1,259.0 |
1,259.0 |
1,253.6 |
1,262.4 |
PP |
1,249.7 |
1,249.7 |
1,249.7 |
1,251.5 |
S1 |
1,242.9 |
1,242.9 |
1,250.6 |
1,246.3 |
S2 |
1,233.6 |
1,233.6 |
1,249.1 |
|
S3 |
1,217.5 |
1,226.8 |
1,247.7 |
|
S4 |
1,201.4 |
1,210.7 |
1,243.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,256.6 |
1,240.5 |
16.1 |
1.3% |
8.5 |
0.7% |
81% |
False |
False |
610 |
10 |
1,294.8 |
1,240.5 |
54.3 |
4.3% |
12.3 |
1.0% |
24% |
False |
False |
46,664 |
20 |
1,309.2 |
1,240.5 |
68.7 |
5.5% |
13.4 |
1.1% |
19% |
False |
False |
87,104 |
40 |
1,331.4 |
1,240.5 |
90.9 |
7.3% |
15.4 |
1.2% |
14% |
False |
False |
105,176 |
60 |
1,392.2 |
1,240.5 |
151.7 |
12.1% |
16.1 |
1.3% |
9% |
False |
False |
97,778 |
80 |
1,392.2 |
1,240.5 |
151.7 |
12.1% |
16.4 |
1.3% |
9% |
False |
False |
76,374 |
100 |
1,392.2 |
1,233.0 |
159.2 |
12.7% |
16.5 |
1.3% |
13% |
False |
False |
61,866 |
120 |
1,392.2 |
1,186.7 |
205.5 |
16.4% |
16.7 |
1.3% |
33% |
False |
False |
51,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,271.0 |
2.618 |
1,265.3 |
1.618 |
1,261.8 |
1.000 |
1,259.6 |
0.618 |
1,258.3 |
HIGH |
1,256.1 |
0.618 |
1,254.8 |
0.500 |
1,254.4 |
0.382 |
1,253.9 |
LOW |
1,252.6 |
0.618 |
1,250.4 |
1.000 |
1,249.1 |
1.618 |
1,246.9 |
2.618 |
1,243.4 |
4.250 |
1,237.7 |
|
|
Fisher Pivots for day following 09-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,254.4 |
1,252.0 |
PP |
1,254.1 |
1,250.4 |
S1 |
1,253.8 |
1,248.9 |
|