Trading Metrics calculated at close of trading on 17-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,261.0 |
3,268.0 |
7.0 |
0.2% |
3,297.0 |
High |
3,273.0 |
3,280.0 |
7.0 |
0.2% |
3,313.0 |
Low |
3,252.0 |
3,249.0 |
-3.0 |
-0.1% |
3,249.0 |
Close |
3,261.0 |
3,269.0 |
8.0 |
0.2% |
3,280.0 |
Range |
21.0 |
31.0 |
10.0 |
47.6% |
64.0 |
ATR |
31.8 |
31.8 |
-0.1 |
-0.2% |
0.0 |
Volume |
1,188,069 |
1,525,591 |
337,522 |
28.4% |
1,776,842 |
|
Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,359.0 |
3,345.0 |
3,286.1 |
|
R3 |
3,328.0 |
3,314.0 |
3,277.5 |
|
R2 |
3,297.0 |
3,297.0 |
3,274.7 |
|
R1 |
3,283.0 |
3,283.0 |
3,271.8 |
3,290.0 |
PP |
3,266.0 |
3,266.0 |
3,266.0 |
3,269.5 |
S1 |
3,252.0 |
3,252.0 |
3,266.2 |
3,259.0 |
S2 |
3,235.0 |
3,235.0 |
3,263.3 |
|
S3 |
3,204.0 |
3,221.0 |
3,260.5 |
|
S4 |
3,173.0 |
3,190.0 |
3,252.0 |
|
|
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 |
3,309.0 |
3,249.0 |
60.0 |
1.8% |
30.8 |
0.9% |
33% |
False |
True |
847,073 |
10 |
3,313.0 |
3,213.0 |
100.0 |
3.1% |
33.2 |
1.0% |
56% |
False |
False |
470,402 |
20 |
3,313.0 |
3,130.0 |
183.0 |
5.6% |
28.2 |
0.9% |
76% |
False |
False |
243,869 |
40 |
3,313.0 |
3,075.0 |
238.0 |
7.3% |
32.0 |
1.0% |
82% |
False |
False |
122,978 |
60 |
3,313.0 |
2,975.0 |
338.0 |
10.3% |
34.4 |
1.1% |
87% |
False |
False |
82,119 |
80 |
3,313.0 |
2,910.0 |
403.0 |
12.3% |
33.8 |
1.0% |
89% |
False |
False |
61,599 |
100 |
3,313.0 |
2,866.0 |
447.0 |
13.7% |
31.9 |
1.0% |
90% |
False |
False |
49,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,411.8 |
2.618 |
3,361.2 |
1.618 |
3,330.2 |
1.000 |
3,311.0 |
0.618 |
3,299.2 |
HIGH |
3,280.0 |
0.618 |
3,268.2 |
0.500 |
3,264.5 |
0.382 |
3,260.8 |
LOW |
3,249.0 |
0.618 |
3,229.8 |
1.000 |
3,218.0 |
1.618 |
3,198.8 |
2.618 |
3,167.8 |
4.250 |
3,117.3 |
|
|
Fisher Pivots for day following 17-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,267.5 |
3,268.8 |
PP |
3,266.0 |
3,268.7 |
S1 |
3,264.5 |
3,268.5 |
|