Trading Metrics calculated at close of trading on 18-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,272.5 |
1,271.8 |
-0.7 |
-0.1% |
1,253.0 |
High |
1,273.5 |
1,279.6 |
6.1 |
0.5% |
1,278.4 |
Low |
1,259.6 |
1,268.0 |
8.4 |
0.7% |
1,252.8 |
Close |
1,272.7 |
1,273.4 |
0.7 |
0.1% |
1,274.9 |
Range |
13.9 |
11.6 |
-2.3 |
-16.5% |
25.6 |
ATR |
12.2 |
12.1 |
0.0 |
-0.3% |
0.0 |
Volume |
1,027 |
2,136 |
1,109 |
108.0% |
16,656 |
|
Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,308.5 |
1,302.5 |
1,279.8 |
|
R3 |
1,296.9 |
1,290.9 |
1,276.6 |
|
R2 |
1,285.3 |
1,285.3 |
1,275.5 |
|
R1 |
1,279.3 |
1,279.3 |
1,274.5 |
1,282.3 |
PP |
1,273.7 |
1,273.7 |
1,273.7 |
1,275.2 |
S1 |
1,267.7 |
1,267.7 |
1,272.3 |
1,270.7 |
S2 |
1,262.1 |
1,262.1 |
1,271.3 |
|
S3 |
1,250.5 |
1,256.1 |
1,270.2 |
|
S4 |
1,238.9 |
1,244.5 |
1,267.0 |
|
|
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 |
1,259.6 |
25.6 |
2.0% |
11.7 |
0.9% |
54% |
False |
False |
1,720 |
10 |
1,285.2 |
1,242.0 |
43.2 |
3.4% |
11.0 |
0.9% |
73% |
False |
False |
2,341 |
20 |
1,304.0 |
1,241.7 |
62.3 |
4.9% |
11.6 |
0.9% |
51% |
False |
False |
2,871 |
40 |
1,315.9 |
1,241.7 |
74.2 |
5.8% |
13.0 |
1.0% |
43% |
False |
False |
2,493 |
60 |
1,331.5 |
1,241.7 |
89.8 |
7.1% |
13.4 |
1.1% |
35% |
False |
False |
2,197 |
80 |
1,390.8 |
1,241.7 |
149.1 |
11.7% |
14.2 |
1.1% |
21% |
False |
False |
2,007 |
100 |
1,390.8 |
1,241.0 |
149.8 |
11.8% |
14.3 |
1.1% |
22% |
False |
False |
1,804 |
120 |
1,390.8 |
1,185.0 |
205.8 |
16.2% |
14.4 |
1.1% |
43% |
False |
False |
1,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,328.9 |
2.618 |
1,310.0 |
1.618 |
1,298.4 |
1.000 |
1,291.2 |
0.618 |
1,286.8 |
HIGH |
1,279.6 |
0.618 |
1,275.2 |
0.500 |
1,273.8 |
0.382 |
1,272.4 |
LOW |
1,268.0 |
0.618 |
1,260.8 |
1.000 |
1,256.4 |
1.618 |
1,249.2 |
2.618 |
1,237.6 |
4.250 |
1,218.7 |
|
|
Fisher Pivots for day following 18-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,273.8 |
1,273.1 |
PP |
1,273.7 |
1,272.7 |
S1 |
1,273.5 |
1,272.4 |
|