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 |
15,115 |
14,970 |
-145 |
-1.0% |
15,240 |
High |
15,120 |
15,085 |
-35 |
-0.2% |
15,255 |
Low |
14,885 |
14,970 |
85 |
0.6% |
14,835 |
Close |
14,970 |
15,035 |
65 |
0.4% |
15,085 |
Range |
235 |
115 |
-120 |
-51.1% |
420 |
ATR |
197 |
191 |
-6 |
-3.0% |
0 |
Volume |
8,917 |
9,524 |
607 |
6.8% |
104,928 |
|
Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,375 |
15,320 |
15,098 |
|
R3 |
15,260 |
15,205 |
15,067 |
|
R2 |
15,145 |
15,145 |
15,056 |
|
R1 |
15,090 |
15,090 |
15,046 |
15,118 |
PP |
15,030 |
15,030 |
15,030 |
15,044 |
S1 |
14,975 |
14,975 |
15,025 |
15,003 |
S2 |
14,915 |
14,915 |
15,014 |
|
S3 |
14,800 |
14,860 |
15,004 |
|
S4 |
14,685 |
14,745 |
14,972 |
|
|
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 |
15,180 |
14,835 |
345 |
2.3% |
220 |
1.5% |
58% |
False |
False |
14,302 |
10 |
15,255 |
14,835 |
420 |
2.8% |
198 |
1.3% |
48% |
False |
False |
13,144 |
20 |
15,255 |
13,985 |
1,270 |
8.4% |
200 |
1.3% |
83% |
False |
False |
6,751 |
40 |
15,255 |
13,985 |
1,270 |
8.4% |
144 |
1.0% |
83% |
False |
False |
3,381 |
60 |
15,255 |
13,970 |
1,285 |
8.5% |
115 |
0.8% |
83% |
False |
False |
2,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,574 |
2.618 |
15,386 |
1.618 |
15,271 |
1.000 |
15,200 |
0.618 |
15,156 |
HIGH |
15,085 |
0.618 |
15,041 |
0.500 |
15,028 |
0.382 |
15,014 |
LOW |
14,970 |
0.618 |
14,899 |
1.000 |
14,855 |
1.618 |
14,784 |
2.618 |
14,669 |
4.250 |
14,481 |
|
|
Fisher Pivots for day following 17-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
15,033 |
15,028 |
PP |
15,030 |
15,020 |
S1 |
15,028 |
15,013 |
|