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 |
1,928.00 |
1,929.00 |
1.00 |
0.1% |
1,942.00 |
High |
1,933.50 |
1,935.75 |
2.25 |
0.1% |
1,947.25 |
Low |
1,919.00 |
1,923.75 |
4.75 |
0.2% |
1,917.50 |
Close |
1,929.25 |
1,933.75 |
4.50 |
0.2% |
1,928.25 |
Range |
14.50 |
12.00 |
-2.50 |
-17.2% |
29.75 |
ATR |
13.89 |
13.76 |
-0.14 |
-1.0% |
0.00 |
Volume |
1,739,592 |
1,817,231 |
77,639 |
4.5% |
2,863,735 |
|
Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,967.00 |
1,962.50 |
1,940.25 |
|
R3 |
1,955.00 |
1,950.50 |
1,937.00 |
|
R2 |
1,943.00 |
1,943.00 |
1,936.00 |
|
R1 |
1,938.50 |
1,938.50 |
1,934.75 |
1,940.75 |
PP |
1,931.00 |
1,931.00 |
1,931.00 |
1,932.25 |
S1 |
1,926.50 |
1,926.50 |
1,932.75 |
1,928.75 |
S2 |
1,919.00 |
1,919.00 |
1,931.50 |
|
S3 |
1,907.00 |
1,914.50 |
1,930.50 |
|
S4 |
1,895.00 |
1,902.50 |
1,927.25 |
|
|
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 |
1,943.50 |
1,917.50 |
26.00 |
1.3% |
14.50 |
0.7% |
63% |
False |
False |
1,234,305 |
10 |
1,947.25 |
1,908.75 |
38.50 |
2.0% |
13.25 |
0.7% |
65% |
False |
False |
650,356 |
20 |
1,947.25 |
1,857.50 |
89.75 |
4.6% |
12.50 |
0.6% |
85% |
False |
False |
329,753 |
40 |
1,947.25 |
1,836.75 |
110.50 |
5.7% |
14.50 |
0.8% |
88% |
False |
False |
166,384 |
60 |
1,947.25 |
1,796.50 |
150.75 |
7.8% |
16.75 |
0.9% |
91% |
False |
False |
111,940 |
80 |
1,947.25 |
1,796.50 |
150.75 |
7.8% |
17.00 |
0.9% |
91% |
False |
False |
84,052 |
100 |
1,947.25 |
1,719.25 |
228.00 |
11.8% |
17.75 |
0.9% |
94% |
False |
False |
67,303 |
120 |
1,947.25 |
1,719.25 |
228.00 |
11.8% |
16.00 |
0.8% |
94% |
False |
False |
56,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,986.75 |
2.618 |
1,967.25 |
1.618 |
1,955.25 |
1.000 |
1,947.75 |
0.618 |
1,943.25 |
HIGH |
1,935.75 |
0.618 |
1,931.25 |
0.500 |
1,929.75 |
0.382 |
1,928.25 |
LOW |
1,923.75 |
0.618 |
1,916.25 |
1.000 |
1,911.75 |
1.618 |
1,904.25 |
2.618 |
1,892.25 |
4.250 |
1,872.75 |
|
|
Fisher Pivots for day following 17-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,932.50 |
1,931.50 |
PP |
1,931.00 |
1,929.50 |
S1 |
1,929.75 |
1,927.50 |
|