Trading Metrics calculated at close of trading on 10-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,252.7 |
1,252.4 |
-0.3 |
0.0% |
1,250.0 |
High |
1,256.1 |
1,262.3 |
6.2 |
0.5% |
1,256.6 |
Low |
1,252.6 |
1,251.0 |
-1.6 |
-0.1% |
1,240.5 |
Close |
1,253.5 |
1,259.8 |
6.3 |
0.5% |
1,252.1 |
Range |
3.5 |
11.3 |
7.8 |
222.9% |
16.1 |
ATR |
13.4 |
13.3 |
-0.2 |
-1.1% |
0.0 |
Volume |
97 |
1,007 |
910 |
938.1% |
3,730 |
|
Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,291.6 |
1,287.0 |
1,266.0 |
|
R3 |
1,280.3 |
1,275.7 |
1,262.9 |
|
R2 |
1,269.0 |
1,269.0 |
1,261.9 |
|
R1 |
1,264.4 |
1,264.4 |
1,260.8 |
1,266.7 |
PP |
1,257.7 |
1,257.7 |
1,257.7 |
1,258.9 |
S1 |
1,253.1 |
1,253.1 |
1,258.8 |
1,255.4 |
S2 |
1,246.4 |
1,246.4 |
1,257.7 |
|
S3 |
1,235.1 |
1,241.8 |
1,256.7 |
|
S4 |
1,223.8 |
1,230.5 |
1,253.6 |
|
|
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 |
1,262.3 |
1,241.2 |
21.1 |
1.7% |
9.3 |
0.7% |
88% |
True |
False |
681 |
10 |
1,267.3 |
1,240.5 |
26.8 |
2.1% |
10.2 |
0.8% |
72% |
False |
False |
21,554 |
20 |
1,309.2 |
1,240.5 |
68.7 |
5.5% |
12.6 |
1.0% |
28% |
False |
False |
80,614 |
40 |
1,331.4 |
1,240.5 |
90.9 |
7.2% |
15.5 |
1.2% |
21% |
False |
False |
102,904 |
60 |
1,392.2 |
1,240.5 |
151.7 |
12.0% |
16.0 |
1.3% |
13% |
False |
False |
97,462 |
80 |
1,392.2 |
1,240.5 |
151.7 |
12.0% |
16.4 |
1.3% |
13% |
False |
False |
76,333 |
100 |
1,392.2 |
1,233.0 |
159.2 |
12.6% |
16.5 |
1.3% |
17% |
False |
False |
61,828 |
120 |
1,392.2 |
1,186.7 |
205.5 |
16.3% |
16.6 |
1.3% |
36% |
False |
False |
51,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,310.3 |
2.618 |
1,291.9 |
1.618 |
1,280.6 |
1.000 |
1,273.6 |
0.618 |
1,269.3 |
HIGH |
1,262.3 |
0.618 |
1,258.0 |
0.500 |
1,256.7 |
0.382 |
1,255.3 |
LOW |
1,251.0 |
0.618 |
1,244.0 |
1.000 |
1,239.7 |
1.618 |
1,232.7 |
2.618 |
1,221.4 |
4.250 |
1,203.0 |
|
|
Fisher Pivots for day following 10-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,258.8 |
1,258.0 |
PP |
1,257.7 |
1,256.1 |
S1 |
1,256.7 |
1,254.3 |
|