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 |
3,271.0 |
3,297.0 |
26.0 |
0.8% |
3,244.0 |
High |
3,300.0 |
3,311.0 |
11.0 |
0.3% |
3,300.0 |
Low |
3,257.0 |
3,283.0 |
26.0 |
0.8% |
3,213.0 |
Close |
3,286.0 |
3,300.0 |
14.0 |
0.4% |
3,286.0 |
Range |
43.0 |
28.0 |
-15.0 |
-34.9% |
87.0 |
ATR |
32.9 |
32.5 |
-0.3 |
-1.1% |
0.0 |
Volume |
40,521 |
117,141 |
76,620 |
189.1% |
345,566 |
|
Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,382.0 |
3,369.0 |
3,315.4 |
|
R3 |
3,354.0 |
3,341.0 |
3,307.7 |
|
R2 |
3,326.0 |
3,326.0 |
3,305.1 |
|
R1 |
3,313.0 |
3,313.0 |
3,302.6 |
3,319.5 |
PP |
3,298.0 |
3,298.0 |
3,298.0 |
3,301.3 |
S1 |
3,285.0 |
3,285.0 |
3,297.4 |
3,291.5 |
S2 |
3,270.0 |
3,270.0 |
3,294.9 |
|
S3 |
3,242.0 |
3,257.0 |
3,292.3 |
|
S4 |
3,214.0 |
3,229.0 |
3,284.6 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,527.3 |
3,493.7 |
3,333.9 |
|
R3 |
3,440.3 |
3,406.7 |
3,309.9 |
|
R2 |
3,353.3 |
3,353.3 |
3,302.0 |
|
R1 |
3,319.7 |
3,319.7 |
3,294.0 |
3,336.5 |
PP |
3,266.3 |
3,266.3 |
3,266.3 |
3,274.8 |
S1 |
3,232.7 |
3,232.7 |
3,278.0 |
3,249.5 |
S2 |
3,179.3 |
3,179.3 |
3,270.1 |
|
S3 |
3,092.3 |
3,145.7 |
3,262.1 |
|
S4 |
3,005.3 |
3,058.7 |
3,238.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,311.0 |
3,213.0 |
98.0 |
3.0% |
35.0 |
1.1% |
89% |
True |
False |
68,891 |
10 |
3,311.0 |
3,213.0 |
98.0 |
3.0% |
26.2 |
0.8% |
89% |
True |
False |
48,930 |
20 |
3,311.0 |
3,118.0 |
193.0 |
5.8% |
29.5 |
0.9% |
94% |
True |
False |
25,481 |
40 |
3,311.0 |
3,009.0 |
302.0 |
9.2% |
35.8 |
1.1% |
96% |
True |
False |
13,688 |
60 |
3,311.0 |
2,910.0 |
401.0 |
12.2% |
36.3 |
1.1% |
97% |
True |
False |
9,242 |
80 |
3,311.0 |
2,910.0 |
401.0 |
12.2% |
32.6 |
1.0% |
97% |
True |
False |
6,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,430.0 |
2.618 |
3,384.3 |
1.618 |
3,356.3 |
1.000 |
3,339.0 |
0.618 |
3,328.3 |
HIGH |
3,311.0 |
0.618 |
3,300.3 |
0.500 |
3,297.0 |
0.382 |
3,293.7 |
LOW |
3,283.0 |
0.618 |
3,265.7 |
1.000 |
3,255.0 |
1.618 |
3,237.7 |
2.618 |
3,209.7 |
4.250 |
3,164.0 |
|
|
Fisher Pivots for day following 09-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,299.0 |
3,289.0 |
PP |
3,298.0 |
3,278.0 |
S1 |
3,297.0 |
3,267.0 |
|