Trading Metrics calculated at close of trading on 10-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,253.0 |
1,252.8 |
-0.2 |
0.0% |
1,247.7 |
High |
1,257.9 |
1,264.5 |
6.6 |
0.5% |
1,258.8 |
Low |
1,252.8 |
1,252.8 |
0.0 |
0.0% |
1,241.7 |
Close |
1,254.6 |
1,260.9 |
6.3 |
0.5% |
1,253.2 |
Range |
5.1 |
11.7 |
6.6 |
129.4% |
17.1 |
ATR |
12.6 |
12.5 |
-0.1 |
-0.5% |
0.0 |
Volume |
2,636 |
1,048 |
-1,588 |
-60.2% |
7,318 |
|
Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.5 |
1,289.4 |
1,267.3 |
|
R3 |
1,282.8 |
1,277.7 |
1,264.1 |
|
R2 |
1,271.1 |
1,271.1 |
1,263.0 |
|
R1 |
1,266.0 |
1,266.0 |
1,262.0 |
1,268.6 |
PP |
1,259.4 |
1,259.4 |
1,259.4 |
1,260.7 |
S1 |
1,254.3 |
1,254.3 |
1,259.8 |
1,256.9 |
S2 |
1,247.7 |
1,247.7 |
1,258.8 |
|
S3 |
1,236.0 |
1,242.6 |
1,257.7 |
|
S4 |
1,224.3 |
1,230.9 |
1,254.5 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,302.5 |
1,295.0 |
1,262.6 |
|
R3 |
1,285.4 |
1,277.9 |
1,257.9 |
|
R2 |
1,268.3 |
1,268.3 |
1,256.3 |
|
R1 |
1,260.8 |
1,260.8 |
1,254.8 |
1,264.6 |
PP |
1,251.2 |
1,251.2 |
1,251.2 |
1,253.1 |
S1 |
1,243.7 |
1,243.7 |
1,251.6 |
1,247.5 |
S2 |
1,234.1 |
1,234.1 |
1,250.1 |
|
S3 |
1,217.0 |
1,226.6 |
1,248.5 |
|
S4 |
1,199.9 |
1,209.5 |
1,243.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,264.5 |
1,242.0 |
22.5 |
1.8% |
10.3 |
0.8% |
84% |
True |
False |
1,387 |
10 |
1,267.9 |
1,241.7 |
26.2 |
2.1% |
10.2 |
0.8% |
73% |
False |
False |
2,572 |
20 |
1,310.0 |
1,241.7 |
68.3 |
5.4% |
11.8 |
0.9% |
28% |
False |
False |
2,585 |
40 |
1,331.5 |
1,241.7 |
89.8 |
7.1% |
14.0 |
1.1% |
21% |
False |
False |
2,275 |
60 |
1,390.8 |
1,241.7 |
149.1 |
11.8% |
14.3 |
1.1% |
13% |
False |
False |
2,071 |
80 |
1,390.8 |
1,241.7 |
149.1 |
11.8% |
14.6 |
1.2% |
13% |
False |
False |
1,886 |
100 |
1,390.8 |
1,234.7 |
156.1 |
12.4% |
14.6 |
1.2% |
17% |
False |
False |
1,660 |
120 |
1,390.8 |
1,185.0 |
205.8 |
16.3% |
14.6 |
1.2% |
37% |
False |
False |
1,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,314.2 |
2.618 |
1,295.1 |
1.618 |
1,283.4 |
1.000 |
1,276.2 |
0.618 |
1,271.7 |
HIGH |
1,264.5 |
0.618 |
1,260.0 |
0.500 |
1,258.7 |
0.382 |
1,257.3 |
LOW |
1,252.8 |
0.618 |
1,245.6 |
1.000 |
1,241.1 |
1.618 |
1,233.9 |
2.618 |
1,222.2 |
4.250 |
1,203.1 |
|
|
Fisher Pivots for day following 10-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,260.2 |
1,259.2 |
PP |
1,259.4 |
1,257.5 |
S1 |
1,258.7 |
1,255.8 |
|