Trading Metrics calculated at close of trading on 11-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,941.75 |
1,943.50 |
1.75 |
0.1% |
1,913.50 |
High |
1,944.25 |
1,943.50 |
-0.75 |
0.0% |
1,942.50 |
Low |
1,935.75 |
1,931.50 |
-4.25 |
-0.2% |
1,906.25 |
Close |
1,943.25 |
1,936.75 |
-6.50 |
-0.3% |
1,942.00 |
Range |
8.50 |
12.00 |
3.50 |
41.2% |
36.25 |
ATR |
13.50 |
13.40 |
-0.11 |
-0.8% |
0.00 |
Volume |
168,609 |
319,445 |
150,836 |
89.5% |
111,050 |
|
Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,973.25 |
1,967.00 |
1,943.25 |
|
R3 |
1,961.25 |
1,955.00 |
1,940.00 |
|
R2 |
1,949.25 |
1,949.25 |
1,939.00 |
|
R1 |
1,943.00 |
1,943.00 |
1,937.75 |
1,940.00 |
PP |
1,937.25 |
1,937.25 |
1,937.25 |
1,935.75 |
S1 |
1,931.00 |
1,931.00 |
1,935.75 |
1,928.00 |
S2 |
1,925.25 |
1,925.25 |
1,934.50 |
|
S3 |
1,913.25 |
1,919.00 |
1,933.50 |
|
S4 |
1,901.25 |
1,907.00 |
1,930.25 |
|
|
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 |
1,913.50 |
33.75 |
1.7% |
12.25 |
0.6% |
69% |
False |
False |
126,492 |
10 |
1,947.25 |
1,899.75 |
47.50 |
2.5% |
11.00 |
0.6% |
78% |
False |
False |
69,707 |
20 |
1,947.25 |
1,851.75 |
95.50 |
4.9% |
13.25 |
0.7% |
89% |
False |
False |
38,039 |
40 |
1,947.25 |
1,802.50 |
144.75 |
7.5% |
15.00 |
0.8% |
93% |
False |
False |
20,473 |
60 |
1,947.25 |
1,796.50 |
150.75 |
7.8% |
17.00 |
0.9% |
93% |
False |
False |
14,455 |
80 |
1,947.25 |
1,796.50 |
150.75 |
7.8% |
17.00 |
0.9% |
93% |
False |
False |
10,906 |
100 |
1,947.25 |
1,719.25 |
228.00 |
11.8% |
17.50 |
0.9% |
95% |
False |
False |
8,783 |
120 |
1,947.25 |
1,719.25 |
228.00 |
11.8% |
16.00 |
0.8% |
95% |
False |
False |
7,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,994.50 |
2.618 |
1,975.00 |
1.618 |
1,963.00 |
1.000 |
1,955.50 |
0.618 |
1,951.00 |
HIGH |
1,943.50 |
0.618 |
1,939.00 |
0.500 |
1,937.50 |
0.382 |
1,936.00 |
LOW |
1,931.50 |
0.618 |
1,924.00 |
1.000 |
1,919.50 |
1.618 |
1,912.00 |
2.618 |
1,900.00 |
4.250 |
1,880.50 |
|
|
Fisher Pivots for day following 11-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,937.50 |
1,939.50 |
PP |
1,937.25 |
1,938.50 |
S1 |
1,937.00 |
1,937.50 |
|