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 |
1,253.0 |
1,252.7 |
-0.3 |
0.0% |
1,250.5 |
High |
1,257.3 |
1,263.8 |
6.5 |
0.5% |
1,258.2 |
Low |
1,251.6 |
1,250.1 |
-1.5 |
-0.1% |
1,240.2 |
Close |
1,253.9 |
1,260.1 |
6.2 |
0.5% |
1,252.5 |
Range |
5.7 |
13.7 |
8.0 |
140.4% |
18.0 |
ATR |
13.5 |
13.5 |
0.0 |
0.1% |
0.0 |
Volume |
53,765 |
107,080 |
53,315 |
99.2% |
496,955 |
|
Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,299.1 |
1,293.3 |
1,267.6 |
|
R3 |
1,285.4 |
1,279.6 |
1,263.9 |
|
R2 |
1,271.7 |
1,271.7 |
1,262.6 |
|
R1 |
1,265.9 |
1,265.9 |
1,261.4 |
1,268.8 |
PP |
1,258.0 |
1,258.0 |
1,258.0 |
1,259.5 |
S1 |
1,252.2 |
1,252.2 |
1,258.8 |
1,255.1 |
S2 |
1,244.3 |
1,244.3 |
1,257.6 |
|
S3 |
1,230.6 |
1,238.5 |
1,256.3 |
|
S4 |
1,216.9 |
1,224.8 |
1,252.6 |
|
|
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 |
1,263.8 |
1,241.2 |
22.6 |
1.8% |
11.1 |
0.9% |
84% |
True |
False |
95,269 |
10 |
1,267.5 |
1,240.2 |
27.3 |
2.2% |
11.3 |
0.9% |
73% |
False |
False |
106,893 |
20 |
1,309.4 |
1,240.2 |
69.2 |
5.5% |
12.9 |
1.0% |
29% |
False |
False |
68,315 |
40 |
1,331.0 |
1,240.2 |
90.8 |
7.2% |
15.0 |
1.2% |
22% |
False |
False |
38,697 |
60 |
1,392.0 |
1,240.2 |
151.8 |
12.0% |
15.1 |
1.2% |
13% |
False |
False |
26,736 |
80 |
1,392.0 |
1,240.2 |
151.8 |
12.0% |
15.1 |
1.2% |
13% |
False |
False |
20,629 |
100 |
1,392.0 |
1,234.6 |
157.4 |
12.5% |
14.8 |
1.2% |
16% |
False |
False |
16,818 |
120 |
1,392.0 |
1,187.2 |
204.8 |
16.3% |
14.3 |
1.1% |
36% |
False |
False |
14,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,322.0 |
2.618 |
1,299.7 |
1.618 |
1,286.0 |
1.000 |
1,277.5 |
0.618 |
1,272.3 |
HIGH |
1,263.8 |
0.618 |
1,258.6 |
0.500 |
1,257.0 |
0.382 |
1,255.3 |
LOW |
1,250.1 |
0.618 |
1,241.6 |
1.000 |
1,236.4 |
1.618 |
1,227.9 |
2.618 |
1,214.2 |
4.250 |
1,191.9 |
|
|
Fisher Pivots for day following 10-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,259.1 |
1,258.3 |
PP |
1,258.0 |
1,256.5 |
S1 |
1,257.0 |
1,254.8 |
|