Trading Metrics calculated at close of trading on 03-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
192.95 |
192.40 |
-0.55 |
-0.3% |
191.05 |
High |
192.99 |
192.90 |
-0.09 |
0.0% |
192.80 |
Low |
191.97 |
192.25 |
0.28 |
0.1% |
190.95 |
Close |
192.90 |
192.80 |
-0.10 |
-0.1% |
192.68 |
Range |
1.02 |
0.65 |
-0.37 |
-36.3% |
1.85 |
ATR |
1.38 |
1.33 |
-0.05 |
-3.8% |
0.00 |
Volume |
64,655,602 |
65,046,801 |
391,199 |
0.6% |
279,425,204 |
|
Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
194.60 |
194.35 |
193.16 |
|
R3 |
193.95 |
193.70 |
192.98 |
|
R2 |
193.30 |
193.30 |
192.92 |
|
R1 |
193.05 |
193.05 |
192.86 |
193.18 |
PP |
192.65 |
192.65 |
192.65 |
192.71 |
S1 |
192.40 |
192.40 |
192.74 |
192.53 |
S2 |
192.00 |
192.00 |
192.68 |
|
S3 |
191.35 |
191.75 |
192.62 |
|
S4 |
190.70 |
191.10 |
192.44 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
197.69 |
197.04 |
193.70 |
|
R3 |
195.84 |
195.19 |
193.19 |
|
R2 |
193.99 |
193.99 |
193.02 |
|
R1 |
193.34 |
193.34 |
192.85 |
193.67 |
PP |
192.14 |
192.14 |
192.14 |
192.31 |
S1 |
191.49 |
191.49 |
192.51 |
191.82 |
S2 |
190.29 |
190.29 |
192.34 |
|
S3 |
188.44 |
189.64 |
192.17 |
|
S4 |
186.59 |
187.79 |
191.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
192.99 |
191.06 |
1.93 |
1.0% |
0.85 |
0.4% |
90% |
False |
False |
67,423,460 |
10 |
192.99 |
187.07 |
5.92 |
3.1% |
0.97 |
0.5% |
97% |
False |
False |
73,157,050 |
20 |
192.99 |
186.01 |
6.98 |
3.6% |
1.24 |
0.6% |
97% |
False |
False |
82,141,765 |
40 |
192.99 |
181.31 |
11.68 |
6.1% |
1.50 |
0.8% |
98% |
False |
False |
96,024,380 |
60 |
192.99 |
181.31 |
11.68 |
6.1% |
1.63 |
0.8% |
98% |
False |
False |
103,151,431 |
80 |
192.99 |
177.79 |
15.20 |
7.9% |
1.60 |
0.8% |
99% |
False |
False |
106,117,653 |
100 |
192.99 |
173.71 |
19.28 |
10.0% |
1.65 |
0.9% |
99% |
False |
False |
112,452,365 |
120 |
192.99 |
173.71 |
19.28 |
10.0% |
1.57 |
0.8% |
99% |
False |
False |
111,046,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
195.66 |
2.618 |
194.60 |
1.618 |
193.95 |
1.000 |
193.55 |
0.618 |
193.30 |
HIGH |
192.90 |
0.618 |
192.65 |
0.500 |
192.58 |
0.382 |
192.50 |
LOW |
192.25 |
0.618 |
191.85 |
1.000 |
191.60 |
1.618 |
191.20 |
2.618 |
190.55 |
4.250 |
189.49 |
|
|
Fisher Pivots for day following 03-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
192.73 |
192.69 |
PP |
192.65 |
192.59 |
S1 |
192.58 |
192.48 |
|