Trading Metrics calculated at close of trading on 18-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,268.0 |
3,277.0 |
9.0 |
0.3% |
3,297.0 |
High |
3,280.0 |
3,302.0 |
22.0 |
0.7% |
3,313.0 |
Low |
3,249.0 |
3,268.0 |
19.0 |
0.6% |
3,249.0 |
Close |
3,269.0 |
3,274.0 |
5.0 |
0.2% |
3,280.0 |
Range |
31.0 |
34.0 |
3.0 |
9.7% |
64.0 |
ATR |
31.8 |
31.9 |
0.2 |
0.5% |
0.0 |
Volume |
1,525,591 |
824,582 |
-701,009 |
-45.9% |
1,776,842 |
|
Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,383.3 |
3,362.7 |
3,292.7 |
|
R3 |
3,349.3 |
3,328.7 |
3,283.4 |
|
R2 |
3,315.3 |
3,315.3 |
3,280.2 |
|
R1 |
3,294.7 |
3,294.7 |
3,277.1 |
3,288.0 |
PP |
3,281.3 |
3,281.3 |
3,281.3 |
3,278.0 |
S1 |
3,260.7 |
3,260.7 |
3,270.9 |
3,254.0 |
S2 |
3,247.3 |
3,247.3 |
3,267.8 |
|
S3 |
3,213.3 |
3,226.7 |
3,264.7 |
|
S4 |
3,179.3 |
3,192.7 |
3,255.3 |
|
|
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 |
3,302.0 |
3,249.0 |
53.0 |
1.6% |
31.4 |
1.0% |
47% |
True |
False |
956,386 |
10 |
3,313.0 |
3,223.0 |
90.0 |
2.7% |
34.2 |
1.0% |
57% |
False |
False |
544,210 |
20 |
3,313.0 |
3,158.0 |
155.0 |
4.7% |
27.6 |
0.8% |
75% |
False |
False |
285,071 |
40 |
3,313.0 |
3,075.0 |
238.0 |
7.3% |
31.8 |
1.0% |
84% |
False |
False |
143,590 |
60 |
3,313.0 |
2,975.0 |
338.0 |
10.3% |
34.2 |
1.0% |
88% |
False |
False |
95,844 |
80 |
3,313.0 |
2,910.0 |
403.0 |
12.3% |
34.2 |
1.0% |
90% |
False |
False |
71,907 |
100 |
3,313.0 |
2,866.0 |
447.0 |
13.7% |
31.6 |
1.0% |
91% |
False |
False |
57,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,446.5 |
2.618 |
3,391.0 |
1.618 |
3,357.0 |
1.000 |
3,336.0 |
0.618 |
3,323.0 |
HIGH |
3,302.0 |
0.618 |
3,289.0 |
0.500 |
3,285.0 |
0.382 |
3,281.0 |
LOW |
3,268.0 |
0.618 |
3,247.0 |
1.000 |
3,234.0 |
1.618 |
3,213.0 |
2.618 |
3,179.0 |
4.250 |
3,123.5 |
|
|
Fisher Pivots for day following 18-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,285.0 |
3,275.5 |
PP |
3,281.3 |
3,275.0 |
S1 |
3,277.7 |
3,274.5 |
|