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 |
1,261.1 |
1,273.4 |
12.3 |
1.0% |
1,253.0 |
High |
1,275.1 |
1,278.1 |
3.0 |
0.2% |
1,278.1 |
Low |
1,260.0 |
1,270.9 |
10.9 |
0.9% |
1,250.1 |
Close |
1,274.0 |
1,274.1 |
0.1 |
0.0% |
1,274.1 |
Range |
15.1 |
7.2 |
-7.9 |
-52.3% |
28.0 |
ATR |
13.3 |
12.8 |
-0.4 |
-3.3% |
0.0 |
Volume |
117,418 |
83,626 |
-33,792 |
-28.8% |
438,925 |
|
Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.0 |
1,292.2 |
1,278.1 |
|
R3 |
1,288.8 |
1,285.0 |
1,276.1 |
|
R2 |
1,281.6 |
1,281.6 |
1,275.4 |
|
R1 |
1,277.8 |
1,277.8 |
1,274.8 |
1,279.7 |
PP |
1,274.4 |
1,274.4 |
1,274.4 |
1,275.3 |
S1 |
1,270.6 |
1,270.6 |
1,273.4 |
1,272.5 |
S2 |
1,267.2 |
1,267.2 |
1,272.8 |
|
S3 |
1,260.0 |
1,263.4 |
1,272.1 |
|
S4 |
1,252.8 |
1,256.2 |
1,270.1 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,351.4 |
1,340.8 |
1,289.5 |
|
R3 |
1,323.4 |
1,312.8 |
1,281.8 |
|
R2 |
1,295.4 |
1,295.4 |
1,279.2 |
|
R1 |
1,284.8 |
1,284.8 |
1,276.7 |
1,290.1 |
PP |
1,267.4 |
1,267.4 |
1,267.4 |
1,270.1 |
S1 |
1,256.8 |
1,256.8 |
1,271.5 |
1,262.1 |
S2 |
1,239.4 |
1,239.4 |
1,269.0 |
|
S3 |
1,211.4 |
1,228.8 |
1,266.4 |
|
S4 |
1,183.4 |
1,200.8 |
1,258.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,278.1 |
1,250.1 |
28.0 |
2.2% |
9.9 |
0.8% |
86% |
True |
False |
87,785 |
10 |
1,278.1 |
1,240.2 |
37.9 |
3.0% |
10.3 |
0.8% |
89% |
True |
False |
93,588 |
20 |
1,305.8 |
1,240.2 |
65.6 |
5.1% |
12.3 |
1.0% |
52% |
False |
False |
80,271 |
40 |
1,315.7 |
1,240.2 |
75.5 |
5.9% |
14.2 |
1.1% |
45% |
False |
False |
45,423 |
60 |
1,343.3 |
1,240.2 |
103.1 |
8.1% |
14.4 |
1.1% |
33% |
False |
False |
31,294 |
80 |
1,392.0 |
1,240.2 |
151.8 |
11.9% |
14.9 |
1.2% |
22% |
False |
False |
24,037 |
100 |
1,392.0 |
1,234.6 |
157.4 |
12.4% |
14.8 |
1.2% |
25% |
False |
False |
19,575 |
120 |
1,392.0 |
1,187.2 |
204.8 |
16.1% |
14.0 |
1.1% |
42% |
False |
False |
16,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,308.7 |
2.618 |
1,296.9 |
1.618 |
1,289.7 |
1.000 |
1,285.3 |
0.618 |
1,282.5 |
HIGH |
1,278.1 |
0.618 |
1,275.3 |
0.500 |
1,274.5 |
0.382 |
1,273.7 |
LOW |
1,270.9 |
0.618 |
1,266.5 |
1.000 |
1,263.7 |
1.618 |
1,259.3 |
2.618 |
1,252.1 |
4.250 |
1,240.3 |
|
|
Fisher Pivots for day following 13-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,274.5 |
1,272.1 |
PP |
1,274.4 |
1,270.0 |
S1 |
1,274.2 |
1,268.0 |
|