Trading Metrics calculated at close of trading on 12-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,795.50 |
3,792.25 |
-3.25 |
-0.1% |
3,726.25 |
High |
3,797.75 |
3,799.50 |
1.75 |
0.0% |
3,791.50 |
Low |
3,773.00 |
3,744.75 |
-28.25 |
-0.7% |
3,700.25 |
Close |
3,791.50 |
3,764.50 |
-27.00 |
-0.7% |
3,790.75 |
Range |
24.75 |
54.75 |
30.00 |
121.2% |
91.25 |
ATR |
34.13 |
35.60 |
1.47 |
4.3% |
0.00 |
Volume |
23,941 |
113,073 |
89,132 |
372.3% |
10,186 |
|
Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,933.75 |
3,904.00 |
3,794.50 |
|
R3 |
3,879.00 |
3,849.25 |
3,779.50 |
|
R2 |
3,824.25 |
3,824.25 |
3,774.50 |
|
R1 |
3,794.50 |
3,794.50 |
3,769.50 |
3,782.00 |
PP |
3,769.50 |
3,769.50 |
3,769.50 |
3,763.50 |
S1 |
3,739.75 |
3,739.75 |
3,759.50 |
3,727.25 |
S2 |
3,714.75 |
3,714.75 |
3,754.50 |
|
S3 |
3,660.00 |
3,685.00 |
3,749.50 |
|
S4 |
3,605.25 |
3,630.25 |
3,734.50 |
|
|
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 |
3,799.50 |
3,744.75 |
54.75 |
1.5% |
28.75 |
0.8% |
36% |
True |
True |
30,455 |
10 |
3,799.50 |
3,700.25 |
99.25 |
2.6% |
30.50 |
0.8% |
65% |
True |
False |
16,136 |
20 |
3,799.50 |
3,532.75 |
266.75 |
7.1% |
34.25 |
0.9% |
87% |
True |
False |
8,821 |
40 |
3,799.50 |
3,476.00 |
323.50 |
8.6% |
37.50 |
1.0% |
89% |
True |
False |
4,447 |
60 |
3,799.50 |
3,404.00 |
395.50 |
10.5% |
44.75 |
1.2% |
91% |
True |
False |
2,983 |
80 |
3,799.50 |
3,404.00 |
395.50 |
10.5% |
39.50 |
1.1% |
91% |
True |
False |
2,239 |
100 |
3,799.50 |
3,404.00 |
395.50 |
10.5% |
33.50 |
0.9% |
91% |
True |
False |
1,792 |
120 |
3,799.50 |
3,404.00 |
395.50 |
10.5% |
28.25 |
0.8% |
91% |
True |
False |
1,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,032.25 |
2.618 |
3,942.75 |
1.618 |
3,888.00 |
1.000 |
3,854.25 |
0.618 |
3,833.25 |
HIGH |
3,799.50 |
0.618 |
3,778.50 |
0.500 |
3,772.00 |
0.382 |
3,765.75 |
LOW |
3,744.75 |
0.618 |
3,711.00 |
1.000 |
3,690.00 |
1.618 |
3,656.25 |
2.618 |
3,601.50 |
4.250 |
3,512.00 |
|
|
Fisher Pivots for day following 12-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,772.00 |
3,772.00 |
PP |
3,769.50 |
3,769.50 |
S1 |
3,767.00 |
3,767.00 |
|