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 |
5,366.0 |
5,345.0 |
-21.0 |
-0.4% |
5,438.0 |
High |
5,372.0 |
5,362.0 |
-10.0 |
-0.2% |
5,438.0 |
Low |
5,336.0 |
5,333.0 |
-3.0 |
-0.1% |
5,328.0 |
Close |
5,353.0 |
5,337.0 |
-16.0 |
-0.3% |
5,360.0 |
Range |
36.0 |
29.0 |
-7.0 |
-19.4% |
110.0 |
ATR |
32.9 |
32.6 |
-0.3 |
-0.8% |
0.0 |
Volume |
128,393 |
61,198 |
-67,195 |
-52.3% |
19,223 |
|
Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,431.0 |
5,413.0 |
5,353.0 |
|
R3 |
5,402.0 |
5,384.0 |
5,345.0 |
|
R2 |
5,373.0 |
5,373.0 |
5,342.3 |
|
R1 |
5,355.0 |
5,355.0 |
5,339.7 |
5,349.5 |
PP |
5,344.0 |
5,344.0 |
5,344.0 |
5,341.3 |
S1 |
5,326.0 |
5,326.0 |
5,334.3 |
5,320.5 |
S2 |
5,315.0 |
5,315.0 |
5,331.7 |
|
S3 |
5,286.0 |
5,297.0 |
5,329.0 |
|
S4 |
5,257.0 |
5,268.0 |
5,321.1 |
|
|
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 |
5,399.0 |
5,328.0 |
71.0 |
1.3% |
32.2 |
0.6% |
13% |
False |
False |
57,841 |
10 |
5,438.0 |
5,328.0 |
110.0 |
2.1% |
27.9 |
0.5% |
8% |
False |
False |
29,043 |
20 |
5,508.0 |
5,328.0 |
180.0 |
3.4% |
23.4 |
0.4% |
5% |
False |
False |
14,570 |
40 |
5,508.0 |
5,328.0 |
180.0 |
3.4% |
18.3 |
0.3% |
5% |
False |
False |
7,301 |
60 |
5,508.0 |
5,290.0 |
218.0 |
4.1% |
13.2 |
0.2% |
22% |
False |
False |
4,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,485.3 |
2.618 |
5,437.9 |
1.618 |
5,408.9 |
1.000 |
5,391.0 |
0.618 |
5,379.9 |
HIGH |
5,362.0 |
0.618 |
5,350.9 |
0.500 |
5,347.5 |
0.382 |
5,344.1 |
LOW |
5,333.0 |
0.618 |
5,315.1 |
1.000 |
5,304.0 |
1.618 |
5,286.1 |
2.618 |
5,257.1 |
4.250 |
5,209.8 |
|
|
Fisher Pivots for day following 18-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
5,347.5 |
5,353.5 |
PP |
5,344.0 |
5,348.0 |
S1 |
5,340.5 |
5,342.5 |
|