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 |
5,357.0 |
5,366.0 |
9.0 |
0.2% |
5,438.0 |
High |
5,374.0 |
5,372.0 |
-2.0 |
0.0% |
5,438.0 |
Low |
5,334.0 |
5,336.0 |
2.0 |
0.0% |
5,328.0 |
Close |
5,372.0 |
5,353.0 |
-19.0 |
-0.4% |
5,360.0 |
Range |
40.0 |
36.0 |
-4.0 |
-10.0% |
110.0 |
ATR |
32.6 |
32.9 |
0.2 |
0.7% |
0.0 |
Volume |
81,114 |
128,393 |
47,279 |
58.3% |
19,223 |
|
Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,461.7 |
5,443.3 |
5,372.8 |
|
R3 |
5,425.7 |
5,407.3 |
5,362.9 |
|
R2 |
5,389.7 |
5,389.7 |
5,359.6 |
|
R1 |
5,371.3 |
5,371.3 |
5,356.3 |
5,362.5 |
PP |
5,353.7 |
5,353.7 |
5,353.7 |
5,349.3 |
S1 |
5,335.3 |
5,335.3 |
5,349.7 |
5,326.5 |
S2 |
5,317.7 |
5,317.7 |
5,346.4 |
|
S3 |
5,281.7 |
5,299.3 |
5,343.1 |
|
S4 |
5,245.7 |
5,263.3 |
5,333.2 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,705.3 |
5,642.7 |
5,420.5 |
|
R3 |
5,595.3 |
5,532.7 |
5,390.3 |
|
R2 |
5,485.3 |
5,485.3 |
5,380.2 |
|
R1 |
5,422.7 |
5,422.7 |
5,370.1 |
5,399.0 |
PP |
5,375.3 |
5,375.3 |
5,375.3 |
5,363.5 |
S1 |
5,312.7 |
5,312.7 |
5,349.9 |
5,289.0 |
S2 |
5,265.3 |
5,265.3 |
5,339.8 |
|
S3 |
5,155.3 |
5,202.7 |
5,329.8 |
|
S4 |
5,045.3 |
5,092.7 |
5,299.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,426.0 |
5,328.0 |
98.0 |
1.8% |
30.2 |
0.6% |
26% |
False |
False |
45,697 |
10 |
5,484.0 |
5,328.0 |
156.0 |
2.9% |
29.6 |
0.6% |
16% |
False |
False |
22,938 |
20 |
5,508.0 |
5,328.0 |
180.0 |
3.4% |
23.4 |
0.4% |
14% |
False |
False |
11,517 |
40 |
5,508.0 |
5,328.0 |
180.0 |
3.4% |
17.5 |
0.3% |
14% |
False |
False |
5,771 |
60 |
5,508.0 |
5,284.0 |
224.0 |
4.2% |
12.7 |
0.2% |
31% |
False |
False |
3,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,525.0 |
2.618 |
5,466.2 |
1.618 |
5,430.2 |
1.000 |
5,408.0 |
0.618 |
5,394.2 |
HIGH |
5,372.0 |
0.618 |
5,358.2 |
0.500 |
5,354.0 |
0.382 |
5,349.8 |
LOW |
5,336.0 |
0.618 |
5,313.8 |
1.000 |
5,300.0 |
1.618 |
5,277.8 |
2.618 |
5,241.8 |
4.250 |
5,183.0 |
|
|
Fisher Pivots for day following 17-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
5,354.0 |
5,352.3 |
PP |
5,353.7 |
5,351.7 |
S1 |
5,353.3 |
5,351.0 |
|