Trading Metrics calculated at close of trading on 12-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,309.0 |
3,287.0 |
-22.0 |
-0.7% |
3,244.0 |
High |
3,309.0 |
3,296.0 |
-13.0 |
-0.4% |
3,300.0 |
Low |
3,278.0 |
3,264.0 |
-14.0 |
-0.4% |
3,213.0 |
Close |
3,284.0 |
3,280.0 |
-4.0 |
-0.1% |
3,286.0 |
Range |
31.0 |
32.0 |
1.0 |
3.2% |
87.0 |
ATR |
31.5 |
31.6 |
0.0 |
0.1% |
0.0 |
Volume |
278,020 |
384,884 |
106,864 |
38.4% |
345,566 |
|
Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,376.0 |
3,360.0 |
3,297.6 |
|
R3 |
3,344.0 |
3,328.0 |
3,288.8 |
|
R2 |
3,312.0 |
3,312.0 |
3,285.9 |
|
R1 |
3,296.0 |
3,296.0 |
3,282.9 |
3,288.0 |
PP |
3,280.0 |
3,280.0 |
3,280.0 |
3,276.0 |
S1 |
3,264.0 |
3,264.0 |
3,277.1 |
3,256.0 |
S2 |
3,248.0 |
3,248.0 |
3,274.1 |
|
S3 |
3,216.0 |
3,232.0 |
3,271.2 |
|
S4 |
3,184.0 |
3,200.0 |
3,262.4 |
|
|
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 |
3,257.0 |
56.0 |
1.7% |
30.6 |
0.9% |
41% |
False |
False |
191,711 |
10 |
3,313.0 |
3,213.0 |
100.0 |
3.0% |
29.7 |
0.9% |
67% |
False |
False |
126,859 |
20 |
3,313.0 |
3,118.0 |
195.0 |
5.9% |
28.9 |
0.9% |
83% |
False |
False |
65,475 |
40 |
3,313.0 |
3,009.0 |
304.0 |
9.3% |
33.6 |
1.0% |
89% |
False |
False |
33,690 |
60 |
3,313.0 |
2,961.0 |
352.0 |
10.7% |
35.3 |
1.1% |
91% |
False |
False |
22,588 |
80 |
3,313.0 |
2,910.0 |
403.0 |
12.3% |
33.7 |
1.0% |
92% |
False |
False |
16,944 |
100 |
3,313.0 |
2,866.0 |
447.0 |
13.6% |
31.2 |
0.9% |
93% |
False |
False |
13,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,432.0 |
2.618 |
3,379.8 |
1.618 |
3,347.8 |
1.000 |
3,328.0 |
0.618 |
3,315.8 |
HIGH |
3,296.0 |
0.618 |
3,283.8 |
0.500 |
3,280.0 |
0.382 |
3,276.2 |
LOW |
3,264.0 |
0.618 |
3,244.2 |
1.000 |
3,232.0 |
1.618 |
3,212.2 |
2.618 |
3,180.2 |
4.250 |
3,128.0 |
|
|
Fisher Pivots for day following 12-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,280.0 |
3,288.5 |
PP |
3,280.0 |
3,285.7 |
S1 |
3,280.0 |
3,282.8 |
|