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 |
3,297.0 |
3,302.0 |
5.0 |
0.2% |
3,244.0 |
High |
3,311.0 |
3,313.0 |
2.0 |
0.1% |
3,300.0 |
Low |
3,283.0 |
3,294.0 |
11.0 |
0.3% |
3,213.0 |
Close |
3,300.0 |
3,305.0 |
5.0 |
0.2% |
3,286.0 |
Range |
28.0 |
19.0 |
-9.0 |
-32.1% |
87.0 |
ATR |
32.5 |
31.6 |
-1.0 |
-3.0% |
0.0 |
Volume |
117,141 |
137,992 |
20,851 |
17.8% |
345,566 |
|
Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,361.0 |
3,352.0 |
3,315.5 |
|
R3 |
3,342.0 |
3,333.0 |
3,310.2 |
|
R2 |
3,323.0 |
3,323.0 |
3,308.5 |
|
R1 |
3,314.0 |
3,314.0 |
3,306.7 |
3,318.5 |
PP |
3,304.0 |
3,304.0 |
3,304.0 |
3,306.3 |
S1 |
3,295.0 |
3,295.0 |
3,303.3 |
3,299.5 |
S2 |
3,285.0 |
3,285.0 |
3,301.5 |
|
S3 |
3,266.0 |
3,276.0 |
3,299.8 |
|
S4 |
3,247.0 |
3,257.0 |
3,294.6 |
|
|
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 |
3,313.0 |
3,213.0 |
100.0 |
3.0% |
35.6 |
1.1% |
92% |
True |
False |
93,730 |
10 |
3,313.0 |
3,213.0 |
100.0 |
3.0% |
26.2 |
0.8% |
92% |
True |
False |
62,020 |
20 |
3,313.0 |
3,118.0 |
195.0 |
5.9% |
29.7 |
0.9% |
96% |
True |
False |
32,370 |
40 |
3,313.0 |
3,009.0 |
304.0 |
9.2% |
34.2 |
1.0% |
97% |
True |
False |
17,126 |
60 |
3,313.0 |
2,910.0 |
403.0 |
12.2% |
35.4 |
1.1% |
98% |
True |
False |
11,541 |
80 |
3,313.0 |
2,910.0 |
403.0 |
12.2% |
32.9 |
1.0% |
98% |
True |
False |
8,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,393.8 |
2.618 |
3,362.7 |
1.618 |
3,343.7 |
1.000 |
3,332.0 |
0.618 |
3,324.7 |
HIGH |
3,313.0 |
0.618 |
3,305.7 |
0.500 |
3,303.5 |
0.382 |
3,301.3 |
LOW |
3,294.0 |
0.618 |
3,282.3 |
1.000 |
3,275.0 |
1.618 |
3,263.3 |
2.618 |
3,244.3 |
4.250 |
3,213.3 |
|
|
Fisher Pivots for day following 10-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,304.5 |
3,298.3 |
PP |
3,304.0 |
3,291.7 |
S1 |
3,303.5 |
3,285.0 |
|