Trading Metrics calculated at close of trading on 09-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,770.00 |
3,791.25 |
21.25 |
0.6% |
3,726.25 |
High |
3,791.50 |
3,795.75 |
4.25 |
0.1% |
3,791.50 |
Low |
3,765.50 |
3,776.25 |
10.75 |
0.3% |
3,700.25 |
Close |
3,790.75 |
3,786.50 |
-4.25 |
-0.1% |
3,790.75 |
Range |
26.00 |
19.50 |
-6.50 |
-25.0% |
91.25 |
ATR |
37.38 |
36.10 |
-1.28 |
-3.4% |
0.00 |
Volume |
2,053 |
3,779 |
1,726 |
84.1% |
10,186 |
|
Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,844.75 |
3,835.00 |
3,797.25 |
|
R3 |
3,825.25 |
3,815.50 |
3,791.75 |
|
R2 |
3,805.75 |
3,805.75 |
3,790.00 |
|
R1 |
3,796.00 |
3,796.00 |
3,788.25 |
3,791.00 |
PP |
3,786.25 |
3,786.25 |
3,786.25 |
3,783.75 |
S1 |
3,776.50 |
3,776.50 |
3,784.75 |
3,771.50 |
S2 |
3,766.75 |
3,766.75 |
3,783.00 |
|
S3 |
3,747.25 |
3,757.00 |
3,781.25 |
|
S4 |
3,727.75 |
3,737.50 |
3,775.75 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,034.50 |
4,004.00 |
3,841.00 |
|
R3 |
3,943.25 |
3,912.75 |
3,815.75 |
|
R2 |
3,852.00 |
3,852.00 |
3,807.50 |
|
R1 |
3,821.50 |
3,821.50 |
3,799.00 |
3,836.75 |
PP |
3,760.75 |
3,760.75 |
3,760.75 |
3,768.50 |
S1 |
3,730.25 |
3,730.25 |
3,782.50 |
3,745.50 |
S2 |
3,669.50 |
3,669.50 |
3,774.00 |
|
S3 |
3,578.25 |
3,639.00 |
3,765.75 |
|
S4 |
3,487.00 |
3,547.75 |
3,740.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,795.75 |
3,706.50 |
89.25 |
2.4% |
29.75 |
0.8% |
90% |
True |
False |
2,514 |
10 |
3,795.75 |
3,673.00 |
122.75 |
3.2% |
29.50 |
0.8% |
92% |
True |
False |
2,400 |
20 |
3,795.75 |
3,532.75 |
263.00 |
6.9% |
34.50 |
0.9% |
96% |
True |
False |
1,512 |
40 |
3,795.75 |
3,404.00 |
391.75 |
10.3% |
39.75 |
1.0% |
98% |
True |
False |
788 |
60 |
3,795.75 |
3,404.00 |
391.75 |
10.3% |
45.25 |
1.2% |
98% |
True |
False |
543 |
80 |
3,795.75 |
3,404.00 |
391.75 |
10.3% |
38.50 |
1.0% |
98% |
True |
False |
408 |
100 |
3,795.75 |
3,404.00 |
391.75 |
10.3% |
32.50 |
0.9% |
98% |
True |
False |
328 |
120 |
3,795.75 |
3,404.00 |
391.75 |
10.3% |
28.00 |
0.7% |
98% |
True |
False |
274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,878.50 |
2.618 |
3,846.75 |
1.618 |
3,827.25 |
1.000 |
3,815.25 |
0.618 |
3,807.75 |
HIGH |
3,795.75 |
0.618 |
3,788.25 |
0.500 |
3,786.00 |
0.382 |
3,783.75 |
LOW |
3,776.25 |
0.618 |
3,764.25 |
1.000 |
3,756.75 |
1.618 |
3,744.75 |
2.618 |
3,725.25 |
4.250 |
3,693.50 |
|
|
Fisher Pivots for day following 09-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,786.25 |
3,778.00 |
PP |
3,786.25 |
3,769.75 |
S1 |
3,786.00 |
3,761.25 |
|