Trading Metrics calculated at close of trading on 09-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
9,978.0 |
10,013.5 |
35.5 |
0.4% |
9,976.5 |
High |
10,016.0 |
10,030.0 |
14.0 |
0.1% |
10,023.0 |
Low |
9,952.5 |
9,995.0 |
42.5 |
0.4% |
9,877.5 |
Close |
9,990.0 |
10,014.5 |
24.5 |
0.2% |
9,990.0 |
Range |
63.5 |
35.0 |
-28.5 |
-44.9% |
145.5 |
ATR |
95.6 |
91.7 |
-4.0 |
-4.2% |
0.0 |
Volume |
1,406 |
1,499 |
93 |
6.6% |
7,220 |
|
Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,118.2 |
10,101.3 |
10,033.8 |
|
R3 |
10,083.2 |
10,066.3 |
10,024.1 |
|
R2 |
10,048.2 |
10,048.2 |
10,020.9 |
|
R1 |
10,031.3 |
10,031.3 |
10,017.7 |
10,039.8 |
PP |
10,013.2 |
10,013.2 |
10,013.2 |
10,017.4 |
S1 |
9,996.3 |
9,996.3 |
10,011.3 |
10,004.8 |
S2 |
9,978.2 |
9,978.2 |
10,008.1 |
|
S3 |
9,943.2 |
9,961.3 |
10,004.9 |
|
S4 |
9,908.2 |
9,926.3 |
9,995.3 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,400.0 |
10,340.5 |
10,070.0 |
|
R3 |
10,254.5 |
10,195.0 |
10,030.0 |
|
R2 |
10,109.0 |
10,109.0 |
10,016.7 |
|
R1 |
10,049.5 |
10,049.5 |
10,003.3 |
10,079.3 |
PP |
9,963.5 |
9,963.5 |
9,963.5 |
9,978.4 |
S1 |
9,904.0 |
9,904.0 |
9,976.7 |
9,933.8 |
S2 |
9,818.0 |
9,818.0 |
9,963.3 |
|
S3 |
9,672.5 |
9,758.5 |
9,950.0 |
|
S4 |
9,527.0 |
9,613.0 |
9,910.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,030.0 |
9,877.5 |
152.5 |
1.5% |
71.8 |
0.7% |
90% |
True |
False |
1,607 |
10 |
10,030.0 |
9,877.5 |
152.5 |
1.5% |
66.2 |
0.7% |
90% |
True |
False |
1,044 |
20 |
10,030.0 |
9,556.0 |
474.0 |
4.7% |
81.6 |
0.8% |
97% |
True |
False |
840 |
40 |
10,030.0 |
9,113.5 |
916.5 |
9.2% |
111.3 |
1.1% |
98% |
True |
False |
552 |
60 |
10,030.0 |
8,953.5 |
1,076.5 |
10.7% |
115.2 |
1.2% |
99% |
True |
False |
414 |
80 |
10,030.0 |
8,953.5 |
1,076.5 |
10.7% |
112.1 |
1.1% |
99% |
True |
False |
320 |
100 |
10,030.0 |
8,953.5 |
1,076.5 |
10.7% |
112.2 |
1.1% |
99% |
True |
False |
262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,178.8 |
2.618 |
10,121.6 |
1.618 |
10,086.6 |
1.000 |
10,065.0 |
0.618 |
10,051.6 |
HIGH |
10,030.0 |
0.618 |
10,016.6 |
0.500 |
10,012.5 |
0.382 |
10,008.4 |
LOW |
9,995.0 |
0.618 |
9,973.4 |
1.000 |
9,960.0 |
1.618 |
9,938.4 |
2.618 |
9,903.4 |
4.250 |
9,846.3 |
|
|
Fisher Pivots for day following 09-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
10,013.8 |
9,998.7 |
PP |
10,013.2 |
9,982.8 |
S1 |
10,012.5 |
9,967.0 |
|