Trading Metrics calculated at close of trading on 19-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,933.50 |
1,948.00 |
14.50 |
0.7% |
1,942.00 |
High |
1,950.25 |
1,952.25 |
2.00 |
0.1% |
1,947.25 |
Low |
1,929.25 |
1,944.00 |
14.75 |
0.8% |
1,917.50 |
Close |
1,949.00 |
1,950.25 |
1.25 |
0.1% |
1,928.25 |
Range |
21.00 |
8.25 |
-12.75 |
-60.7% |
29.75 |
ATR |
14.27 |
13.84 |
-0.43 |
-3.0% |
0.00 |
Volume |
1,759,084 |
1,422,610 |
-336,474 |
-19.1% |
2,863,735 |
|
Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,973.50 |
1,970.25 |
1,954.75 |
|
R3 |
1,965.25 |
1,962.00 |
1,952.50 |
|
R2 |
1,957.00 |
1,957.00 |
1,951.75 |
|
R1 |
1,953.75 |
1,953.75 |
1,951.00 |
1,955.50 |
PP |
1,948.75 |
1,948.75 |
1,948.75 |
1,949.75 |
S1 |
1,945.50 |
1,945.50 |
1,949.50 |
1,947.00 |
S2 |
1,940.50 |
1,940.50 |
1,948.75 |
|
S3 |
1,932.25 |
1,937.25 |
1,948.00 |
|
S4 |
1,924.00 |
1,929.00 |
1,945.75 |
|
|
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 |
1,952.25 |
1,919.00 |
33.25 |
1.7% |
13.25 |
0.7% |
94% |
True |
False |
1,652,742 |
10 |
1,952.25 |
1,917.50 |
34.75 |
1.8% |
13.00 |
0.7% |
94% |
True |
False |
963,568 |
20 |
1,952.25 |
1,875.75 |
76.50 |
3.9% |
12.00 |
0.6% |
97% |
True |
False |
488,253 |
40 |
1,952.25 |
1,836.75 |
115.50 |
5.9% |
14.50 |
0.7% |
98% |
True |
False |
245,849 |
60 |
1,952.25 |
1,796.50 |
155.75 |
8.0% |
16.50 |
0.8% |
99% |
True |
False |
164,924 |
80 |
1,952.25 |
1,796.50 |
155.75 |
8.0% |
17.00 |
0.9% |
99% |
True |
False |
123,821 |
100 |
1,952.25 |
1,719.25 |
233.00 |
11.9% |
17.50 |
0.9% |
99% |
True |
False |
99,113 |
120 |
1,952.25 |
1,719.25 |
233.00 |
11.9% |
16.25 |
0.8% |
99% |
True |
False |
82,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,987.25 |
2.618 |
1,973.75 |
1.618 |
1,965.50 |
1.000 |
1,960.50 |
0.618 |
1,957.25 |
HIGH |
1,952.25 |
0.618 |
1,949.00 |
0.500 |
1,948.00 |
0.382 |
1,947.25 |
LOW |
1,944.00 |
0.618 |
1,939.00 |
1.000 |
1,935.75 |
1.618 |
1,930.75 |
2.618 |
1,922.50 |
4.250 |
1,909.00 |
|
|
Fisher Pivots for day following 19-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,949.50 |
1,946.25 |
PP |
1,948.75 |
1,942.00 |
S1 |
1,948.00 |
1,938.00 |
|