Trading Metrics calculated at close of trading on 11-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,252.4 |
1,259.9 |
7.5 |
0.6% |
1,250.0 |
High |
1,262.3 |
1,264.4 |
2.1 |
0.2% |
1,256.6 |
Low |
1,251.0 |
1,259.1 |
8.1 |
0.6% |
1,240.5 |
Close |
1,259.8 |
1,260.8 |
1.0 |
0.1% |
1,252.1 |
Range |
11.3 |
5.3 |
-6.0 |
-53.1% |
16.1 |
ATR |
13.3 |
12.7 |
-0.6 |
-4.3% |
0.0 |
Volume |
1,007 |
128 |
-879 |
-87.3% |
3,730 |
|
Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,277.3 |
1,274.4 |
1,263.7 |
|
R3 |
1,272.0 |
1,269.1 |
1,262.3 |
|
R2 |
1,266.7 |
1,266.7 |
1,261.8 |
|
R1 |
1,263.8 |
1,263.8 |
1,261.3 |
1,265.3 |
PP |
1,261.4 |
1,261.4 |
1,261.4 |
1,262.2 |
S1 |
1,258.5 |
1,258.5 |
1,260.3 |
1,260.0 |
S2 |
1,256.1 |
1,256.1 |
1,259.8 |
|
S3 |
1,250.8 |
1,253.2 |
1,259.3 |
|
S4 |
1,245.5 |
1,247.9 |
1,257.9 |
|
|
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 |
1,264.4 |
1,241.2 |
23.2 |
1.8% |
9.2 |
0.7% |
84% |
True |
False |
586 |
10 |
1,264.4 |
1,240.5 |
23.9 |
1.9% |
9.6 |
0.8% |
85% |
True |
False |
4,684 |
20 |
1,309.2 |
1,240.5 |
68.7 |
5.4% |
12.4 |
1.0% |
30% |
False |
False |
74,576 |
40 |
1,328.4 |
1,240.5 |
87.9 |
7.0% |
15.3 |
1.2% |
23% |
False |
False |
100,399 |
60 |
1,368.0 |
1,240.5 |
127.5 |
10.1% |
15.5 |
1.2% |
16% |
False |
False |
97,315 |
80 |
1,392.2 |
1,240.5 |
151.7 |
12.0% |
16.2 |
1.3% |
13% |
False |
False |
76,287 |
100 |
1,392.2 |
1,233.0 |
159.2 |
12.6% |
16.5 |
1.3% |
17% |
False |
False |
61,802 |
120 |
1,392.2 |
1,186.7 |
205.5 |
16.3% |
16.5 |
1.3% |
36% |
False |
False |
51,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,286.9 |
2.618 |
1,278.3 |
1.618 |
1,273.0 |
1.000 |
1,269.7 |
0.618 |
1,267.7 |
HIGH |
1,264.4 |
0.618 |
1,262.4 |
0.500 |
1,261.8 |
0.382 |
1,261.1 |
LOW |
1,259.1 |
0.618 |
1,255.8 |
1.000 |
1,253.8 |
1.618 |
1,250.5 |
2.618 |
1,245.2 |
4.250 |
1,236.6 |
|
|
Fisher Pivots for day following 11-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,261.8 |
1,259.8 |
PP |
1,261.4 |
1,258.7 |
S1 |
1,261.1 |
1,257.7 |
|