Trading Metrics calculated at close of trading on 12-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,943.50 |
1,936.75 |
-6.75 |
-0.3% |
1,913.50 |
High |
1,943.50 |
1,940.50 |
-3.00 |
-0.2% |
1,942.50 |
Low |
1,931.50 |
1,917.50 |
-14.00 |
-0.7% |
1,906.25 |
Close |
1,936.75 |
1,923.25 |
-13.50 |
-0.7% |
1,942.00 |
Range |
12.00 |
23.00 |
11.00 |
91.7% |
36.25 |
ATR |
13.40 |
14.08 |
0.69 |
5.1% |
0.00 |
Volume |
319,445 |
770,064 |
450,619 |
141.1% |
111,050 |
|
Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,996.00 |
1,982.75 |
1,936.00 |
|
R3 |
1,973.00 |
1,959.75 |
1,929.50 |
|
R2 |
1,950.00 |
1,950.00 |
1,927.50 |
|
R1 |
1,936.75 |
1,936.75 |
1,925.25 |
1,932.00 |
PP |
1,927.00 |
1,927.00 |
1,927.00 |
1,924.75 |
S1 |
1,913.75 |
1,913.75 |
1,921.25 |
1,909.00 |
S2 |
1,904.00 |
1,904.00 |
1,919.00 |
|
S3 |
1,881.00 |
1,890.75 |
1,917.00 |
|
S4 |
1,858.00 |
1,867.75 |
1,910.50 |
|
|
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 |
1,917.50 |
29.75 |
1.5% |
13.00 |
0.7% |
19% |
False |
True |
274,393 |
10 |
1,947.25 |
1,906.25 |
41.00 |
2.1% |
12.00 |
0.6% |
41% |
False |
False |
145,340 |
20 |
1,947.25 |
1,851.75 |
95.50 |
5.0% |
13.75 |
0.7% |
75% |
False |
False |
76,436 |
40 |
1,947.25 |
1,833.00 |
114.25 |
5.9% |
14.75 |
0.8% |
79% |
False |
False |
39,657 |
60 |
1,947.25 |
1,796.50 |
150.75 |
7.8% |
17.00 |
0.9% |
84% |
False |
False |
27,278 |
80 |
1,947.25 |
1,796.50 |
150.75 |
7.8% |
17.00 |
0.9% |
84% |
False |
False |
20,530 |
100 |
1,947.25 |
1,719.25 |
228.00 |
11.9% |
17.75 |
0.9% |
89% |
False |
False |
16,484 |
120 |
1,947.25 |
1,719.25 |
228.00 |
11.9% |
16.00 |
0.8% |
89% |
False |
False |
13,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,038.25 |
2.618 |
2,000.75 |
1.618 |
1,977.75 |
1.000 |
1,963.50 |
0.618 |
1,954.75 |
HIGH |
1,940.50 |
0.618 |
1,931.75 |
0.500 |
1,929.00 |
0.382 |
1,926.25 |
LOW |
1,917.50 |
0.618 |
1,903.25 |
1.000 |
1,894.50 |
1.618 |
1,880.25 |
2.618 |
1,857.25 |
4.250 |
1,819.75 |
|
|
Fisher Pivots for day following 12-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,929.00 |
1,931.00 |
PP |
1,927.00 |
1,928.25 |
S1 |
1,925.25 |
1,925.75 |
|