Trading Metrics calculated at close of trading on 13-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
194.65 |
193.90 |
-0.75 |
-0.4% |
195.35 |
High |
194.80 |
194.32 |
-0.48 |
-0.2% |
196.05 |
Low |
193.11 |
193.30 |
0.19 |
0.1% |
193.11 |
Close |
193.54 |
194.13 |
0.59 |
0.3% |
194.13 |
Range |
1.69 |
1.02 |
-0.67 |
-39.6% |
2.94 |
ATR |
1.28 |
1.27 |
-0.02 |
-1.5% |
0.00 |
Volume |
106,350,203 |
82,017,195 |
-24,333,008 |
-22.9% |
379,387,995 |
|
Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
196.98 |
196.57 |
194.69 |
|
R3 |
195.96 |
195.55 |
194.41 |
|
R2 |
194.94 |
194.94 |
194.32 |
|
R1 |
194.53 |
194.53 |
194.22 |
194.74 |
PP |
193.92 |
193.92 |
193.92 |
194.02 |
S1 |
193.51 |
193.51 |
194.04 |
193.72 |
S2 |
192.90 |
192.90 |
193.94 |
|
S3 |
191.88 |
192.49 |
193.85 |
|
S4 |
190.86 |
191.47 |
193.57 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
203.25 |
201.63 |
195.75 |
|
R3 |
200.31 |
198.69 |
194.94 |
|
R2 |
197.37 |
197.37 |
194.67 |
|
R1 |
195.75 |
195.75 |
194.40 |
195.09 |
PP |
194.43 |
194.43 |
194.43 |
194.10 |
S1 |
192.81 |
192.81 |
193.86 |
192.15 |
S2 |
191.49 |
191.49 |
193.59 |
|
S3 |
188.55 |
189.87 |
193.32 |
|
S4 |
185.61 |
186.93 |
192.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
196.05 |
193.11 |
2.94 |
1.5% |
0.99 |
0.5% |
35% |
False |
False |
75,877,599 |
10 |
196.05 |
191.97 |
4.08 |
2.1% |
1.03 |
0.5% |
53% |
False |
False |
73,541,839 |
20 |
196.05 |
186.72 |
9.33 |
4.8% |
1.05 |
0.5% |
79% |
False |
False |
74,929,179 |
40 |
196.05 |
184.96 |
11.09 |
5.7% |
1.25 |
0.6% |
83% |
False |
False |
83,952,362 |
60 |
196.05 |
181.31 |
14.74 |
7.6% |
1.53 |
0.8% |
87% |
False |
False |
97,178,628 |
80 |
196.05 |
181.31 |
14.74 |
7.6% |
1.54 |
0.8% |
87% |
False |
False |
102,694,568 |
100 |
196.05 |
173.71 |
22.34 |
11.5% |
1.61 |
0.8% |
91% |
False |
False |
110,360,491 |
120 |
196.05 |
173.71 |
22.34 |
11.5% |
1.53 |
0.8% |
91% |
False |
False |
107,825,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
198.66 |
2.618 |
196.99 |
1.618 |
195.97 |
1.000 |
195.34 |
0.618 |
194.95 |
HIGH |
194.32 |
0.618 |
193.93 |
0.500 |
193.81 |
0.382 |
193.69 |
LOW |
193.30 |
0.618 |
192.67 |
1.000 |
192.28 |
1.618 |
191.65 |
2.618 |
190.63 |
4.250 |
188.97 |
|
|
Fisher Pivots for day following 13-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
194.02 |
194.13 |
PP |
193.92 |
194.12 |
S1 |
193.81 |
194.12 |
|