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 |
1,253.7 |
1,253.0 |
-0.7 |
-0.1% |
1,250.5 |
High |
1,258.2 |
1,257.3 |
-0.9 |
-0.1% |
1,258.2 |
Low |
1,245.7 |
1,251.6 |
5.9 |
0.5% |
1,240.2 |
Close |
1,252.5 |
1,253.9 |
1.4 |
0.1% |
1,252.5 |
Range |
12.5 |
5.7 |
-6.8 |
-54.4% |
18.0 |
ATR |
14.1 |
13.5 |
-0.6 |
-4.3% |
0.0 |
Volume |
112,940 |
53,765 |
-59,175 |
-52.4% |
496,955 |
|
Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,271.4 |
1,268.3 |
1,257.0 |
|
R3 |
1,265.7 |
1,262.6 |
1,255.5 |
|
R2 |
1,260.0 |
1,260.0 |
1,254.9 |
|
R1 |
1,256.9 |
1,256.9 |
1,254.4 |
1,258.5 |
PP |
1,254.3 |
1,254.3 |
1,254.3 |
1,255.0 |
S1 |
1,251.2 |
1,251.2 |
1,253.4 |
1,252.8 |
S2 |
1,248.6 |
1,248.6 |
1,252.9 |
|
S3 |
1,242.9 |
1,245.5 |
1,252.3 |
|
S4 |
1,237.2 |
1,239.8 |
1,250.8 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,304.3 |
1,296.4 |
1,262.4 |
|
R3 |
1,286.3 |
1,278.4 |
1,257.5 |
|
R2 |
1,268.3 |
1,268.3 |
1,255.8 |
|
R1 |
1,260.4 |
1,260.4 |
1,254.2 |
1,264.4 |
PP |
1,250.3 |
1,250.3 |
1,250.3 |
1,252.3 |
S1 |
1,242.4 |
1,242.4 |
1,250.9 |
1,246.4 |
S2 |
1,232.3 |
1,232.3 |
1,249.2 |
|
S3 |
1,214.3 |
1,224.4 |
1,247.6 |
|
S4 |
1,196.3 |
1,206.4 |
1,242.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,258.2 |
1,240.2 |
18.0 |
1.4% |
9.9 |
0.8% |
76% |
False |
False |
91,863 |
10 |
1,294.7 |
1,240.2 |
54.5 |
4.3% |
13.0 |
1.0% |
25% |
False |
False |
105,212 |
20 |
1,309.4 |
1,240.2 |
69.2 |
5.5% |
13.5 |
1.1% |
20% |
False |
False |
63,865 |
40 |
1,331.0 |
1,240.2 |
90.8 |
7.2% |
14.9 |
1.2% |
15% |
False |
False |
36,096 |
60 |
1,392.0 |
1,240.2 |
151.8 |
12.1% |
15.2 |
1.2% |
9% |
False |
False |
25,071 |
80 |
1,392.0 |
1,240.2 |
151.8 |
12.1% |
15.1 |
1.2% |
9% |
False |
False |
19,315 |
100 |
1,392.0 |
1,234.6 |
157.4 |
12.6% |
14.7 |
1.2% |
12% |
False |
False |
15,758 |
120 |
1,392.0 |
1,187.2 |
204.8 |
16.3% |
14.3 |
1.1% |
33% |
False |
False |
13,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,281.5 |
2.618 |
1,272.2 |
1.618 |
1,266.5 |
1.000 |
1,263.0 |
0.618 |
1,260.8 |
HIGH |
1,257.3 |
0.618 |
1,255.1 |
0.500 |
1,254.5 |
0.382 |
1,253.8 |
LOW |
1,251.6 |
0.618 |
1,248.1 |
1.000 |
1,245.9 |
1.618 |
1,242.4 |
2.618 |
1,236.7 |
4.250 |
1,227.4 |
|
|
Fisher Pivots for day following 09-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,254.5 |
1,252.5 |
PP |
1,254.3 |
1,251.1 |
S1 |
1,254.1 |
1,249.7 |
|