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 |
1,252.7 |
1,260.3 |
7.6 |
0.6% |
1,250.5 |
High |
1,263.8 |
1,265.5 |
1.7 |
0.1% |
1,258.2 |
Low |
1,250.1 |
1,257.9 |
7.8 |
0.6% |
1,240.2 |
Close |
1,260.1 |
1,261.2 |
1.1 |
0.1% |
1,252.5 |
Range |
13.7 |
7.6 |
-6.1 |
-44.5% |
18.0 |
ATR |
13.5 |
13.1 |
-0.4 |
-3.1% |
0.0 |
Volume |
107,080 |
77,036 |
-30,044 |
-28.1% |
496,955 |
|
Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.3 |
1,280.4 |
1,265.4 |
|
R3 |
1,276.7 |
1,272.8 |
1,263.3 |
|
R2 |
1,269.1 |
1,269.1 |
1,262.6 |
|
R1 |
1,265.2 |
1,265.2 |
1,261.9 |
1,267.2 |
PP |
1,261.5 |
1,261.5 |
1,261.5 |
1,262.5 |
S1 |
1,257.6 |
1,257.6 |
1,260.5 |
1,259.6 |
S2 |
1,253.9 |
1,253.9 |
1,259.8 |
|
S3 |
1,246.3 |
1,250.0 |
1,259.1 |
|
S4 |
1,238.7 |
1,242.4 |
1,257.0 |
|
|
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 |
1,265.5 |
1,241.2 |
24.3 |
1.9% |
11.2 |
0.9% |
82% |
True |
False |
95,278 |
10 |
1,265.5 |
1,240.2 |
25.3 |
2.0% |
10.9 |
0.9% |
83% |
True |
False |
101,161 |
20 |
1,309.4 |
1,240.2 |
69.2 |
5.5% |
12.9 |
1.0% |
30% |
False |
False |
71,296 |
40 |
1,327.3 |
1,240.2 |
87.1 |
6.9% |
14.9 |
1.2% |
24% |
False |
False |
40,537 |
60 |
1,368.0 |
1,240.2 |
127.8 |
10.1% |
14.8 |
1.2% |
16% |
False |
False |
27,987 |
80 |
1,392.0 |
1,240.2 |
151.8 |
12.0% |
15.0 |
1.2% |
14% |
False |
False |
21,561 |
100 |
1,392.0 |
1,234.6 |
157.4 |
12.5% |
14.9 |
1.2% |
17% |
False |
False |
17,576 |
120 |
1,392.0 |
1,187.2 |
204.8 |
16.2% |
14.2 |
1.1% |
36% |
False |
False |
14,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,297.8 |
2.618 |
1,285.4 |
1.618 |
1,277.8 |
1.000 |
1,273.1 |
0.618 |
1,270.2 |
HIGH |
1,265.5 |
0.618 |
1,262.6 |
0.500 |
1,261.7 |
0.382 |
1,260.8 |
LOW |
1,257.9 |
0.618 |
1,253.2 |
1.000 |
1,250.3 |
1.618 |
1,245.6 |
2.618 |
1,238.0 |
4.250 |
1,225.6 |
|
|
Fisher Pivots for day following 11-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,261.7 |
1,260.1 |
PP |
1,261.5 |
1,258.9 |
S1 |
1,261.4 |
1,257.8 |
|