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 |
16,779.21 |
16,806.12 |
26.91 |
0.2% |
16,926.08 |
High |
16,823.55 |
16,911.41 |
87.86 |
0.5% |
16,970.17 |
Low |
16,732.91 |
16,755.29 |
22.38 |
0.1% |
16,703.73 |
Close |
16,808.49 |
16,906.62 |
98.13 |
0.6% |
16,775.74 |
Range |
90.64 |
156.12 |
65.48 |
72.2% |
266.44 |
ATR |
96.98 |
101.20 |
4.22 |
4.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,326.13 |
17,272.50 |
16,992.49 |
|
R3 |
17,170.01 |
17,116.38 |
16,949.55 |
|
R2 |
17,013.89 |
17,013.89 |
16,935.24 |
|
R1 |
16,960.26 |
16,960.26 |
16,920.93 |
16,987.08 |
PP |
16,857.77 |
16,857.77 |
16,857.77 |
16,871.18 |
S1 |
16,804.14 |
16,804.14 |
16,892.31 |
16,830.96 |
S2 |
16,701.65 |
16,701.65 |
16,878.00 |
|
S3 |
16,545.53 |
16,648.02 |
16,863.69 |
|
S4 |
16,389.41 |
16,491.90 |
16,820.75 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,615.87 |
17,462.24 |
16,922.28 |
|
R3 |
17,349.43 |
17,195.80 |
16,849.01 |
|
R2 |
17,082.99 |
17,082.99 |
16,824.59 |
|
R1 |
16,929.36 |
16,929.36 |
16,800.16 |
16,872.96 |
PP |
16,816.55 |
16,816.55 |
16,816.55 |
16,788.34 |
S1 |
16,662.92 |
16,662.92 |
16,751.32 |
16,606.52 |
S2 |
16,550.11 |
16,550.11 |
16,726.89 |
|
S3 |
16,283.67 |
16,396.48 |
16,702.47 |
|
S4 |
16,017.23 |
16,130.04 |
16,629.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,911.41 |
16,703.73 |
207.68 |
1.2% |
106.63 |
0.6% |
98% |
True |
False |
|
10 |
16,970.17 |
16,703.73 |
266.44 |
1.6% |
98.11 |
0.6% |
76% |
False |
False |
|
20 |
16,970.17 |
16,376.17 |
594.00 |
3.5% |
88.56 |
0.5% |
89% |
False |
False |
|
40 |
16,970.17 |
16,312.66 |
657.51 |
3.9% |
104.76 |
0.6% |
90% |
False |
False |
|
60 |
16,970.17 |
16,015.32 |
954.85 |
5.6% |
119.29 |
0.7% |
93% |
False |
False |
|
80 |
16,970.17 |
16,015.32 |
954.85 |
5.6% |
128.71 |
0.8% |
93% |
False |
False |
|
100 |
16,970.17 |
15,340.69 |
1,629.48 |
9.6% |
136.32 |
0.8% |
96% |
False |
False |
|
120 |
16,970.17 |
15,340.69 |
1,629.48 |
9.6% |
136.12 |
0.8% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,574.92 |
2.618 |
17,320.13 |
1.618 |
17,164.01 |
1.000 |
17,067.53 |
0.618 |
17,007.89 |
HIGH |
16,911.41 |
0.618 |
16,851.77 |
0.500 |
16,833.35 |
0.382 |
16,814.93 |
LOW |
16,755.29 |
0.618 |
16,658.81 |
1.000 |
16,599.17 |
1.618 |
16,502.69 |
2.618 |
16,346.57 |
4.250 |
16,091.78 |
|
|
Fisher Pivots for day following 18-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
16,882.20 |
16,876.79 |
PP |
16,857.77 |
16,846.96 |
S1 |
16,833.35 |
16,817.14 |
|