Trading Metrics calculated at close of trading on 02-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,239.0 |
3,252.0 |
13.0 |
0.4% |
3,229.0 |
High |
3,252.0 |
3,257.0 |
5.0 |
0.2% |
3,252.0 |
Low |
3,228.0 |
3,236.0 |
8.0 |
0.2% |
3,224.0 |
Close |
3,240.0 |
3,249.0 |
9.0 |
0.3% |
3,240.0 |
Range |
24.0 |
21.0 |
-3.0 |
-12.5% |
28.0 |
ATR |
36.5 |
35.4 |
-1.1 |
-3.0% |
0.0 |
Volume |
542,492 |
706,427 |
163,935 |
30.2% |
2,371,597 |
|
Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,310.3 |
3,300.7 |
3,260.6 |
|
R3 |
3,289.3 |
3,279.7 |
3,254.8 |
|
R2 |
3,268.3 |
3,268.3 |
3,252.9 |
|
R1 |
3,258.7 |
3,258.7 |
3,250.9 |
3,253.0 |
PP |
3,247.3 |
3,247.3 |
3,247.3 |
3,244.5 |
S1 |
3,237.7 |
3,237.7 |
3,247.1 |
3,232.0 |
S2 |
3,226.3 |
3,226.3 |
3,245.2 |
|
S3 |
3,205.3 |
3,216.7 |
3,243.2 |
|
S4 |
3,184.3 |
3,195.7 |
3,237.5 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,322.7 |
3,309.3 |
3,255.4 |
|
R3 |
3,294.7 |
3,281.3 |
3,247.7 |
|
R2 |
3,266.7 |
3,266.7 |
3,245.1 |
|
R1 |
3,253.3 |
3,253.3 |
3,242.6 |
3,260.0 |
PP |
3,238.7 |
3,238.7 |
3,238.7 |
3,242.0 |
S1 |
3,225.3 |
3,225.3 |
3,237.4 |
3,232.0 |
S2 |
3,210.7 |
3,210.7 |
3,234.9 |
|
S3 |
3,182.7 |
3,197.3 |
3,232.3 |
|
S4 |
3,154.7 |
3,169.3 |
3,224.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,257.0 |
3,224.0 |
33.0 |
1.0% |
20.0 |
0.6% |
76% |
True |
False |
615,604 |
10 |
3,257.0 |
3,121.0 |
136.0 |
4.2% |
27.7 |
0.9% |
94% |
True |
False |
610,117 |
20 |
3,257.0 |
3,090.0 |
167.0 |
5.1% |
33.2 |
1.0% |
95% |
True |
False |
750,357 |
40 |
3,257.0 |
3,010.0 |
247.0 |
7.6% |
38.4 |
1.2% |
97% |
True |
False |
842,304 |
60 |
3,257.0 |
2,902.0 |
355.0 |
10.9% |
40.9 |
1.3% |
98% |
True |
False |
761,302 |
80 |
3,257.0 |
2,873.0 |
384.0 |
11.8% |
39.7 |
1.2% |
98% |
True |
False |
571,754 |
100 |
3,257.0 |
2,868.0 |
389.0 |
12.0% |
41.0 |
1.3% |
98% |
True |
False |
457,713 |
120 |
3,257.0 |
2,847.0 |
410.0 |
12.6% |
39.4 |
1.2% |
98% |
True |
False |
381,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,346.3 |
2.618 |
3,312.0 |
1.618 |
3,291.0 |
1.000 |
3,278.0 |
0.618 |
3,270.0 |
HIGH |
3,257.0 |
0.618 |
3,249.0 |
0.500 |
3,246.5 |
0.382 |
3,244.0 |
LOW |
3,236.0 |
0.618 |
3,223.0 |
1.000 |
3,215.0 |
1.618 |
3,202.0 |
2.618 |
3,181.0 |
4.250 |
3,146.8 |
|
|
Fisher Pivots for day following 02-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,248.2 |
3,246.8 |
PP |
3,247.3 |
3,244.7 |
S1 |
3,246.5 |
3,242.5 |
|