Trading Metrics calculated at close of trading on 13-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,260.0 |
1,272.5 |
12.5 |
1.0% |
1,252.7 |
High |
1,274.5 |
1,274.7 |
0.2 |
0.0% |
1,274.7 |
Low |
1,260.0 |
1,271.3 |
11.3 |
0.9% |
1,251.0 |
Close |
1,273.6 |
1,273.7 |
0.1 |
0.0% |
1,273.7 |
Range |
14.5 |
3.4 |
-11.1 |
-76.6% |
23.7 |
ATR |
12.8 |
12.2 |
-0.7 |
-5.2% |
0.0 |
Volume |
129 |
145 |
16 |
12.4% |
1,506 |
|
Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.4 |
1,282.0 |
1,275.6 |
|
R3 |
1,280.0 |
1,278.6 |
1,274.6 |
|
R2 |
1,276.6 |
1,276.6 |
1,274.3 |
|
R1 |
1,275.2 |
1,275.2 |
1,274.0 |
1,275.9 |
PP |
1,273.2 |
1,273.2 |
1,273.2 |
1,273.6 |
S1 |
1,271.8 |
1,271.8 |
1,273.4 |
1,272.5 |
S2 |
1,269.8 |
1,269.8 |
1,273.1 |
|
S3 |
1,266.4 |
1,268.4 |
1,272.8 |
|
S4 |
1,263.0 |
1,265.0 |
1,271.8 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,337.6 |
1,329.3 |
1,286.7 |
|
R3 |
1,313.9 |
1,305.6 |
1,280.2 |
|
R2 |
1,290.2 |
1,290.2 |
1,278.0 |
|
R1 |
1,281.9 |
1,281.9 |
1,275.9 |
1,286.1 |
PP |
1,266.5 |
1,266.5 |
1,266.5 |
1,268.5 |
S1 |
1,258.2 |
1,258.2 |
1,271.5 |
1,262.4 |
S2 |
1,242.8 |
1,242.8 |
1,269.4 |
|
S3 |
1,219.1 |
1,234.5 |
1,267.2 |
|
S4 |
1,195.4 |
1,210.8 |
1,260.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,274.7 |
1,251.0 |
23.7 |
1.9% |
7.6 |
0.6% |
96% |
True |
False |
301 |
10 |
1,274.7 |
1,240.5 |
34.2 |
2.7% |
8.7 |
0.7% |
97% |
True |
False |
523 |
20 |
1,305.7 |
1,240.5 |
65.2 |
5.1% |
11.6 |
0.9% |
51% |
False |
False |
61,204 |
40 |
1,315.8 |
1,240.5 |
75.3 |
5.9% |
14.3 |
1.1% |
44% |
False |
False |
92,745 |
60 |
1,343.2 |
1,240.5 |
102.7 |
8.1% |
15.0 |
1.2% |
32% |
False |
False |
96,724 |
80 |
1,392.2 |
1,240.5 |
151.7 |
11.9% |
16.0 |
1.3% |
22% |
False |
False |
76,179 |
100 |
1,392.2 |
1,233.0 |
159.2 |
12.5% |
16.3 |
1.3% |
26% |
False |
False |
61,721 |
120 |
1,392.2 |
1,186.7 |
205.5 |
16.1% |
16.1 |
1.3% |
42% |
False |
False |
51,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,289.2 |
2.618 |
1,283.6 |
1.618 |
1,280.2 |
1.000 |
1,278.1 |
0.618 |
1,276.8 |
HIGH |
1,274.7 |
0.618 |
1,273.4 |
0.500 |
1,273.0 |
0.382 |
1,272.6 |
LOW |
1,271.3 |
0.618 |
1,269.2 |
1.000 |
1,267.9 |
1.618 |
1,265.8 |
2.618 |
1,262.4 |
4.250 |
1,256.9 |
|
|
Fisher Pivots for day following 13-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,273.5 |
1,271.4 |
PP |
1,273.2 |
1,269.2 |
S1 |
1,273.0 |
1,266.9 |
|