Trading Metrics calculated at close of trading on 18-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,929.00 |
1,933.50 |
4.50 |
0.2% |
1,942.00 |
High |
1,935.75 |
1,950.25 |
14.50 |
0.7% |
1,947.25 |
Low |
1,923.75 |
1,929.25 |
5.50 |
0.3% |
1,917.50 |
Close |
1,933.75 |
1,949.00 |
15.25 |
0.8% |
1,928.25 |
Range |
12.00 |
21.00 |
9.00 |
75.0% |
29.75 |
ATR |
13.76 |
14.27 |
0.52 |
3.8% |
0.00 |
Volume |
1,817,231 |
1,759,084 |
-58,147 |
-3.2% |
2,863,735 |
|
Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,005.75 |
1,998.50 |
1,960.50 |
|
R3 |
1,984.75 |
1,977.50 |
1,954.75 |
|
R2 |
1,963.75 |
1,963.75 |
1,952.75 |
|
R1 |
1,956.50 |
1,956.50 |
1,951.00 |
1,960.00 |
PP |
1,942.75 |
1,942.75 |
1,942.75 |
1,944.75 |
S1 |
1,935.50 |
1,935.50 |
1,947.00 |
1,939.00 |
S2 |
1,921.75 |
1,921.75 |
1,945.25 |
|
S3 |
1,900.75 |
1,914.50 |
1,943.25 |
|
S4 |
1,879.75 |
1,893.50 |
1,937.50 |
|
|
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 |
1,950.25 |
1,917.50 |
32.75 |
1.7% |
16.25 |
0.8% |
96% |
True |
False |
1,522,233 |
10 |
1,950.25 |
1,913.50 |
36.75 |
1.9% |
14.25 |
0.7% |
97% |
True |
False |
824,362 |
20 |
1,950.25 |
1,859.25 |
91.00 |
4.7% |
12.50 |
0.6% |
99% |
True |
False |
417,522 |
40 |
1,950.25 |
1,836.75 |
113.50 |
5.8% |
14.75 |
0.8% |
99% |
True |
False |
210,321 |
60 |
1,950.25 |
1,796.50 |
153.75 |
7.9% |
16.50 |
0.9% |
99% |
True |
False |
141,237 |
80 |
1,950.25 |
1,796.50 |
153.75 |
7.9% |
17.00 |
0.9% |
99% |
True |
False |
106,039 |
100 |
1,950.25 |
1,719.25 |
231.00 |
11.9% |
17.50 |
0.9% |
99% |
True |
False |
84,893 |
120 |
1,950.25 |
1,719.25 |
231.00 |
11.9% |
16.25 |
0.8% |
99% |
True |
False |
70,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,039.50 |
2.618 |
2,005.25 |
1.618 |
1,984.25 |
1.000 |
1,971.25 |
0.618 |
1,963.25 |
HIGH |
1,950.25 |
0.618 |
1,942.25 |
0.500 |
1,939.75 |
0.382 |
1,937.25 |
LOW |
1,929.25 |
0.618 |
1,916.25 |
1.000 |
1,908.25 |
1.618 |
1,895.25 |
2.618 |
1,874.25 |
4.250 |
1,840.00 |
|
|
Fisher Pivots for day following 18-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,946.00 |
1,944.25 |
PP |
1,942.75 |
1,939.50 |
S1 |
1,939.75 |
1,934.50 |
|