Trading Metrics calculated at close of trading on 16-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
14,910 |
15,115 |
205 |
1.4% |
15,240 |
High |
15,180 |
15,120 |
-60 |
-0.4% |
15,255 |
Low |
14,845 |
14,885 |
40 |
0.3% |
14,835 |
Close |
15,085 |
14,970 |
-115 |
-0.8% |
15,085 |
Range |
335 |
235 |
-100 |
-29.9% |
420 |
ATR |
194 |
197 |
3 |
1.5% |
0 |
Volume |
15,143 |
8,917 |
-6,226 |
-41.1% |
104,928 |
|
Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,697 |
15,568 |
15,099 |
|
R3 |
15,462 |
15,333 |
15,035 |
|
R2 |
15,227 |
15,227 |
15,013 |
|
R1 |
15,098 |
15,098 |
14,992 |
15,045 |
PP |
14,992 |
14,992 |
14,992 |
14,965 |
S1 |
14,863 |
14,863 |
14,949 |
14,810 |
S2 |
14,757 |
14,757 |
14,927 |
|
S3 |
14,522 |
14,628 |
14,906 |
|
S4 |
14,287 |
14,393 |
14,841 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,318 |
16,122 |
15,316 |
|
R3 |
15,898 |
15,702 |
15,201 |
|
R2 |
15,478 |
15,478 |
15,162 |
|
R1 |
15,282 |
15,282 |
15,124 |
15,170 |
PP |
15,058 |
15,058 |
15,058 |
15,003 |
S1 |
14,862 |
14,862 |
15,047 |
14,750 |
S2 |
14,638 |
14,638 |
15,008 |
|
S3 |
14,218 |
14,442 |
14,970 |
|
S4 |
13,798 |
14,022 |
14,854 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,220 |
14,835 |
385 |
2.6% |
251 |
1.7% |
35% |
False |
False |
20,576 |
10 |
15,255 |
14,835 |
420 |
2.8% |
199 |
1.3% |
32% |
False |
False |
12,339 |
20 |
15,255 |
13,985 |
1,270 |
8.5% |
207 |
1.4% |
78% |
False |
False |
6,277 |
40 |
15,255 |
13,985 |
1,270 |
8.5% |
141 |
0.9% |
78% |
False |
False |
3,143 |
60 |
15,255 |
13,970 |
1,285 |
8.6% |
113 |
0.8% |
78% |
False |
False |
2,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,119 |
2.618 |
15,735 |
1.618 |
15,500 |
1.000 |
15,355 |
0.618 |
15,265 |
HIGH |
15,120 |
0.618 |
15,030 |
0.500 |
15,003 |
0.382 |
14,975 |
LOW |
14,885 |
0.618 |
14,740 |
1.000 |
14,650 |
1.618 |
14,505 |
2.618 |
14,270 |
4.250 |
13,886 |
|
|
Fisher Pivots for day following 16-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
15,003 |
15,008 |
PP |
14,992 |
14,995 |
S1 |
14,981 |
14,983 |
|