Trading Metrics calculated at close of trading on 06-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
193.41 |
194.87 |
1.46 |
0.8% |
192.95 |
High |
194.65 |
195.43 |
0.78 |
0.4% |
195.43 |
Low |
192.70 |
194.78 |
2.08 |
1.1% |
191.97 |
Close |
194.45 |
195.38 |
0.93 |
0.5% |
195.38 |
Range |
1.95 |
0.65 |
-1.30 |
-66.7% |
3.46 |
ATR |
1.35 |
1.33 |
-0.03 |
-2.0% |
0.00 |
Volume |
92,102,492 |
78,696,203 |
-13,406,289 |
-14.6% |
356,030,395 |
|
Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
197.15 |
196.91 |
195.74 |
|
R3 |
196.50 |
196.26 |
195.56 |
|
R2 |
195.85 |
195.85 |
195.50 |
|
R1 |
195.61 |
195.61 |
195.44 |
195.73 |
PP |
195.20 |
195.20 |
195.20 |
195.26 |
S1 |
194.96 |
194.96 |
195.32 |
195.08 |
S2 |
194.55 |
194.55 |
195.26 |
|
S3 |
193.90 |
194.31 |
195.20 |
|
S4 |
193.25 |
193.66 |
195.02 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
204.64 |
203.47 |
197.28 |
|
R3 |
201.18 |
200.01 |
196.33 |
|
R2 |
197.72 |
197.72 |
196.01 |
|
R1 |
196.55 |
196.55 |
195.70 |
197.14 |
PP |
194.26 |
194.26 |
194.26 |
194.55 |
S1 |
193.09 |
193.09 |
195.06 |
193.68 |
S2 |
190.80 |
190.80 |
194.75 |
|
S3 |
187.34 |
189.63 |
194.43 |
|
S4 |
183.88 |
186.17 |
193.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
195.43 |
191.97 |
3.46 |
1.8% |
1.06 |
0.5% |
99% |
True |
False |
71,206,079 |
10 |
195.43 |
189.59 |
5.84 |
3.0% |
0.94 |
0.5% |
99% |
True |
False |
69,561,159 |
20 |
195.43 |
186.48 |
8.95 |
4.6% |
1.16 |
0.6% |
99% |
True |
False |
79,179,559 |
40 |
195.43 |
181.31 |
14.12 |
7.2% |
1.44 |
0.7% |
100% |
True |
False |
92,839,677 |
60 |
195.43 |
181.31 |
14.12 |
7.2% |
1.61 |
0.8% |
100% |
True |
False |
102,277,358 |
80 |
195.43 |
180.83 |
14.60 |
7.5% |
1.58 |
0.8% |
100% |
True |
False |
104,186,506 |
100 |
195.43 |
173.71 |
21.72 |
11.1% |
1.63 |
0.8% |
100% |
True |
False |
111,289,630 |
120 |
195.43 |
173.71 |
21.72 |
11.1% |
1.56 |
0.8% |
100% |
True |
False |
110,206,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
198.19 |
2.618 |
197.13 |
1.618 |
196.48 |
1.000 |
196.08 |
0.618 |
195.83 |
HIGH |
195.43 |
0.618 |
195.18 |
0.500 |
195.11 |
0.382 |
195.03 |
LOW |
194.78 |
0.618 |
194.38 |
1.000 |
194.13 |
1.618 |
193.73 |
2.618 |
193.08 |
4.250 |
192.02 |
|
|
Fisher Pivots for day following 06-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
195.29 |
194.87 |
PP |
195.20 |
194.36 |
S1 |
195.11 |
193.85 |
|