Trading Metrics calculated at close of trading on 16-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,276.0 |
3,261.0 |
-15.0 |
-0.5% |
3,297.0 |
High |
3,288.0 |
3,273.0 |
-15.0 |
-0.5% |
3,313.0 |
Low |
3,249.0 |
3,252.0 |
3.0 |
0.1% |
3,249.0 |
Close |
3,280.0 |
3,261.0 |
-19.0 |
-0.6% |
3,280.0 |
Range |
39.0 |
21.0 |
-18.0 |
-46.2% |
64.0 |
ATR |
32.1 |
31.8 |
-0.3 |
-0.9% |
0.0 |
Volume |
858,805 |
1,188,069 |
329,264 |
38.3% |
1,776,842 |
|
Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,325.0 |
3,314.0 |
3,272.6 |
|
R3 |
3,304.0 |
3,293.0 |
3,266.8 |
|
R2 |
3,283.0 |
3,283.0 |
3,264.9 |
|
R1 |
3,272.0 |
3,272.0 |
3,262.9 |
3,271.5 |
PP |
3,262.0 |
3,262.0 |
3,262.0 |
3,261.8 |
S1 |
3,251.0 |
3,251.0 |
3,259.1 |
3,250.5 |
S2 |
3,241.0 |
3,241.0 |
3,257.2 |
|
S3 |
3,220.0 |
3,230.0 |
3,255.2 |
|
S4 |
3,199.0 |
3,209.0 |
3,249.5 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,472.7 |
3,440.3 |
3,315.2 |
|
R3 |
3,408.7 |
3,376.3 |
3,297.6 |
|
R2 |
3,344.7 |
3,344.7 |
3,291.7 |
|
R1 |
3,312.3 |
3,312.3 |
3,285.9 |
3,296.5 |
PP |
3,280.7 |
3,280.7 |
3,280.7 |
3,272.8 |
S1 |
3,248.3 |
3,248.3 |
3,274.1 |
3,232.5 |
S2 |
3,216.7 |
3,216.7 |
3,268.3 |
|
S3 |
3,152.7 |
3,184.3 |
3,262.4 |
|
S4 |
3,088.7 |
3,120.3 |
3,244.8 |
|
|
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 |
3,249.0 |
64.0 |
2.0% |
28.4 |
0.9% |
19% |
False |
False |
569,554 |
10 |
3,313.0 |
3,213.0 |
100.0 |
3.1% |
31.7 |
1.0% |
48% |
False |
False |
319,222 |
20 |
3,313.0 |
3,129.0 |
184.0 |
5.6% |
28.2 |
0.9% |
72% |
False |
False |
167,620 |
40 |
3,313.0 |
3,059.0 |
254.0 |
7.8% |
32.6 |
1.0% |
80% |
False |
False |
84,846 |
60 |
3,313.0 |
2,967.0 |
346.0 |
10.6% |
34.7 |
1.1% |
85% |
False |
False |
56,701 |
80 |
3,313.0 |
2,910.0 |
403.0 |
12.4% |
33.8 |
1.0% |
87% |
False |
False |
42,529 |
100 |
3,313.0 |
2,866.0 |
447.0 |
13.7% |
31.8 |
1.0% |
88% |
False |
False |
34,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,362.3 |
2.618 |
3,328.0 |
1.618 |
3,307.0 |
1.000 |
3,294.0 |
0.618 |
3,286.0 |
HIGH |
3,273.0 |
0.618 |
3,265.0 |
0.500 |
3,262.5 |
0.382 |
3,260.0 |
LOW |
3,252.0 |
0.618 |
3,239.0 |
1.000 |
3,231.0 |
1.618 |
3,218.0 |
2.618 |
3,197.0 |
4.250 |
3,162.8 |
|
|
Fisher Pivots for day following 16-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,262.5 |
3,272.5 |
PP |
3,262.0 |
3,268.7 |
S1 |
3,261.5 |
3,264.8 |
|