Trading Metrics calculated at close of trading on 16-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,273.7 |
1,279.0 |
5.3 |
0.4% |
1,253.0 |
High |
1,278.4 |
1,285.2 |
6.8 |
0.5% |
1,278.4 |
Low |
1,272.0 |
1,272.4 |
0.4 |
0.0% |
1,252.8 |
Close |
1,274.9 |
1,276.1 |
1.2 |
0.1% |
1,274.9 |
Range |
6.4 |
12.8 |
6.4 |
100.0% |
25.6 |
ATR |
11.8 |
11.8 |
0.1 |
0.6% |
0.0 |
Volume |
1,743 |
1,260 |
-483 |
-27.7% |
16,656 |
|
Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.3 |
1,309.0 |
1,283.1 |
|
R3 |
1,303.5 |
1,296.2 |
1,279.6 |
|
R2 |
1,290.7 |
1,290.7 |
1,278.4 |
|
R1 |
1,283.4 |
1,283.4 |
1,277.3 |
1,280.7 |
PP |
1,277.9 |
1,277.9 |
1,277.9 |
1,276.5 |
S1 |
1,270.6 |
1,270.6 |
1,274.9 |
1,267.9 |
S2 |
1,265.1 |
1,265.1 |
1,273.8 |
|
S3 |
1,252.3 |
1,257.8 |
1,272.6 |
|
S4 |
1,239.5 |
1,245.0 |
1,269.1 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,345.5 |
1,335.8 |
1,289.0 |
|
R3 |
1,319.9 |
1,310.2 |
1,281.9 |
|
R2 |
1,294.3 |
1,294.3 |
1,279.6 |
|
R1 |
1,284.6 |
1,284.6 |
1,277.2 |
1,289.5 |
PP |
1,268.7 |
1,268.7 |
1,268.7 |
1,271.1 |
S1 |
1,259.0 |
1,259.0 |
1,272.6 |
1,263.9 |
S2 |
1,243.1 |
1,243.1 |
1,270.2 |
|
S3 |
1,217.5 |
1,233.4 |
1,267.9 |
|
S4 |
1,191.9 |
1,207.8 |
1,260.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,285.2 |
1,252.8 |
32.4 |
2.5% |
10.2 |
0.8% |
72% |
True |
False |
3,056 |
10 |
1,285.2 |
1,241.7 |
43.5 |
3.4% |
9.7 |
0.8% |
79% |
True |
False |
2,238 |
20 |
1,305.9 |
1,241.7 |
64.2 |
5.0% |
11.5 |
0.9% |
54% |
False |
False |
2,877 |
40 |
1,315.9 |
1,241.7 |
74.2 |
5.8% |
13.1 |
1.0% |
46% |
False |
False |
2,470 |
60 |
1,344.2 |
1,241.7 |
102.5 |
8.0% |
13.5 |
1.1% |
34% |
False |
False |
2,230 |
80 |
1,390.8 |
1,241.7 |
149.1 |
11.7% |
14.2 |
1.1% |
23% |
False |
False |
2,013 |
100 |
1,390.8 |
1,234.7 |
156.1 |
12.2% |
14.5 |
1.1% |
27% |
False |
False |
1,783 |
120 |
1,390.8 |
1,185.0 |
205.8 |
16.1% |
14.3 |
1.1% |
44% |
False |
False |
1,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,339.6 |
2.618 |
1,318.7 |
1.618 |
1,305.9 |
1.000 |
1,298.0 |
0.618 |
1,293.1 |
HIGH |
1,285.2 |
0.618 |
1,280.3 |
0.500 |
1,278.8 |
0.382 |
1,277.3 |
LOW |
1,272.4 |
0.618 |
1,264.5 |
1.000 |
1,259.6 |
1.618 |
1,251.7 |
2.618 |
1,238.9 |
4.250 |
1,218.0 |
|
|
Fisher Pivots for day following 16-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,278.8 |
1,275.2 |
PP |
1,277.9 |
1,274.3 |
S1 |
1,277.0 |
1,273.4 |
|