Trading Metrics calculated at close of trading on 10-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,942.00 |
1,941.75 |
-0.25 |
0.0% |
1,913.50 |
High |
1,947.25 |
1,944.25 |
-3.00 |
-0.2% |
1,942.50 |
Low |
1,938.50 |
1,935.75 |
-2.75 |
-0.1% |
1,906.25 |
Close |
1,942.75 |
1,943.25 |
0.50 |
0.0% |
1,942.00 |
Range |
8.75 |
8.50 |
-0.25 |
-2.9% |
36.25 |
ATR |
13.89 |
13.50 |
-0.38 |
-2.8% |
0.00 |
Volume |
80,420 |
168,609 |
88,189 |
109.7% |
111,050 |
|
Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,966.50 |
1,963.50 |
1,948.00 |
|
R3 |
1,958.00 |
1,955.00 |
1,945.50 |
|
R2 |
1,949.50 |
1,949.50 |
1,944.75 |
|
R1 |
1,946.50 |
1,946.50 |
1,944.00 |
1,948.00 |
PP |
1,941.00 |
1,941.00 |
1,941.00 |
1,942.00 |
S1 |
1,938.00 |
1,938.00 |
1,942.50 |
1,939.50 |
S2 |
1,932.50 |
1,932.50 |
1,941.75 |
|
S3 |
1,924.00 |
1,929.50 |
1,941.00 |
|
S4 |
1,915.50 |
1,921.00 |
1,938.50 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,039.00 |
2,026.75 |
1,962.00 |
|
R3 |
2,002.75 |
1,990.50 |
1,952.00 |
|
R2 |
1,966.50 |
1,966.50 |
1,948.75 |
|
R1 |
1,954.25 |
1,954.25 |
1,945.25 |
1,960.50 |
PP |
1,930.25 |
1,930.25 |
1,930.25 |
1,933.25 |
S1 |
1,918.00 |
1,918.00 |
1,938.75 |
1,924.00 |
S2 |
1,894.00 |
1,894.00 |
1,935.25 |
|
S3 |
1,857.75 |
1,881.75 |
1,932.00 |
|
S4 |
1,821.50 |
1,845.50 |
1,922.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,947.25 |
1,908.75 |
38.50 |
2.0% |
12.00 |
0.6% |
90% |
False |
False |
66,407 |
10 |
1,947.25 |
1,897.50 |
49.75 |
2.6% |
10.50 |
0.5% |
92% |
False |
False |
38,618 |
20 |
1,947.25 |
1,851.75 |
95.50 |
4.9% |
13.00 |
0.7% |
96% |
False |
False |
22,254 |
40 |
1,947.25 |
1,796.50 |
150.75 |
7.8% |
15.25 |
0.8% |
97% |
False |
False |
12,639 |
60 |
1,947.25 |
1,796.50 |
150.75 |
7.8% |
17.25 |
0.9% |
97% |
False |
False |
9,139 |
80 |
1,947.25 |
1,796.50 |
150.75 |
7.8% |
17.00 |
0.9% |
97% |
False |
False |
6,915 |
100 |
1,947.25 |
1,719.25 |
228.00 |
11.7% |
17.50 |
0.9% |
98% |
False |
False |
5,589 |
120 |
1,947.25 |
1,719.25 |
228.00 |
11.7% |
15.75 |
0.8% |
98% |
False |
False |
4,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,980.50 |
2.618 |
1,966.50 |
1.618 |
1,958.00 |
1.000 |
1,952.75 |
0.618 |
1,949.50 |
HIGH |
1,944.25 |
0.618 |
1,941.00 |
0.500 |
1,940.00 |
0.382 |
1,939.00 |
LOW |
1,935.75 |
0.618 |
1,930.50 |
1.000 |
1,927.25 |
1.618 |
1,922.00 |
2.618 |
1,913.50 |
4.250 |
1,899.50 |
|
|
Fisher Pivots for day following 10-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,942.25 |
1,941.75 |
PP |
1,941.00 |
1,940.25 |
S1 |
1,940.00 |
1,938.75 |
|