Trading Metrics calculated at close of trading on 13-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,936.75 |
1,923.50 |
-13.25 |
-0.7% |
1,942.00 |
High |
1,940.50 |
1,929.75 |
-10.75 |
-0.6% |
1,947.25 |
Low |
1,917.50 |
1,919.00 |
1.50 |
0.1% |
1,917.50 |
Close |
1,923.25 |
1,928.25 |
5.00 |
0.3% |
1,928.25 |
Range |
23.00 |
10.75 |
-12.25 |
-53.3% |
29.75 |
ATR |
14.08 |
13.84 |
-0.24 |
-1.7% |
0.00 |
Volume |
770,064 |
1,525,197 |
755,133 |
98.1% |
2,863,735 |
|
Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,958.00 |
1,953.75 |
1,934.25 |
|
R3 |
1,947.25 |
1,943.00 |
1,931.25 |
|
R2 |
1,936.50 |
1,936.50 |
1,930.25 |
|
R1 |
1,932.25 |
1,932.25 |
1,929.25 |
1,934.50 |
PP |
1,925.75 |
1,925.75 |
1,925.75 |
1,926.75 |
S1 |
1,921.50 |
1,921.50 |
1,927.25 |
1,923.50 |
S2 |
1,915.00 |
1,915.00 |
1,926.25 |
|
S3 |
1,904.25 |
1,910.75 |
1,925.25 |
|
S4 |
1,893.50 |
1,900.00 |
1,922.25 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,020.25 |
2,004.00 |
1,944.50 |
|
R3 |
1,990.50 |
1,974.25 |
1,936.50 |
|
R2 |
1,960.75 |
1,960.75 |
1,933.75 |
|
R1 |
1,944.50 |
1,944.50 |
1,931.00 |
1,937.75 |
PP |
1,931.00 |
1,931.00 |
1,931.00 |
1,927.50 |
S1 |
1,914.75 |
1,914.75 |
1,925.50 |
1,908.00 |
S2 |
1,901.25 |
1,901.25 |
1,922.75 |
|
S3 |
1,871.50 |
1,885.00 |
1,920.00 |
|
S4 |
1,841.75 |
1,855.25 |
1,912.00 |
|
|
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% |
12.50 |
0.7% |
36% |
False |
False |
572,747 |
10 |
1,947.25 |
1,906.25 |
41.00 |
2.1% |
12.50 |
0.6% |
54% |
False |
False |
297,478 |
20 |
1,947.25 |
1,854.00 |
93.25 |
4.8% |
12.75 |
0.7% |
80% |
False |
False |
152,346 |
40 |
1,947.25 |
1,836.75 |
110.50 |
5.7% |
14.50 |
0.8% |
83% |
False |
False |
77,645 |
60 |
1,947.25 |
1,796.50 |
150.75 |
7.8% |
17.00 |
0.9% |
87% |
False |
False |
52,687 |
80 |
1,947.25 |
1,796.50 |
150.75 |
7.8% |
17.00 |
0.9% |
87% |
False |
False |
39,595 |
100 |
1,947.25 |
1,719.25 |
228.00 |
11.8% |
17.75 |
0.9% |
92% |
False |
False |
31,735 |
120 |
1,947.25 |
1,719.25 |
228.00 |
11.8% |
16.00 |
0.8% |
92% |
False |
False |
26,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,975.50 |
2.618 |
1,958.00 |
1.618 |
1,947.25 |
1.000 |
1,940.50 |
0.618 |
1,936.50 |
HIGH |
1,929.75 |
0.618 |
1,925.75 |
0.500 |
1,924.50 |
0.382 |
1,923.00 |
LOW |
1,919.00 |
0.618 |
1,912.25 |
1.000 |
1,908.25 |
1.618 |
1,901.50 |
2.618 |
1,890.75 |
4.250 |
1,873.25 |
|
|
Fisher Pivots for day following 13-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,927.00 |
1,930.50 |
PP |
1,925.75 |
1,929.75 |
S1 |
1,924.50 |
1,929.00 |
|