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 |
3,252.0 |
3,248.0 |
-4.0 |
-0.1% |
3,229.0 |
High |
3,257.0 |
3,252.0 |
-5.0 |
-0.2% |
3,252.0 |
Low |
3,236.0 |
3,231.0 |
-5.0 |
-0.2% |
3,224.0 |
Close |
3,249.0 |
3,240.0 |
-9.0 |
-0.3% |
3,240.0 |
Range |
21.0 |
21.0 |
0.0 |
0.0% |
28.0 |
ATR |
35.4 |
34.4 |
-1.0 |
-2.9% |
0.0 |
Volume |
706,427 |
666,059 |
-40,368 |
-5.7% |
2,371,597 |
|
Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,304.0 |
3,293.0 |
3,251.6 |
|
R3 |
3,283.0 |
3,272.0 |
3,245.8 |
|
R2 |
3,262.0 |
3,262.0 |
3,243.9 |
|
R1 |
3,251.0 |
3,251.0 |
3,241.9 |
3,246.0 |
PP |
3,241.0 |
3,241.0 |
3,241.0 |
3,238.5 |
S1 |
3,230.0 |
3,230.0 |
3,238.1 |
3,225.0 |
S2 |
3,220.0 |
3,220.0 |
3,236.2 |
|
S3 |
3,199.0 |
3,209.0 |
3,234.2 |
|
S4 |
3,178.0 |
3,188.0 |
3,228.5 |
|
|
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 |
3,227.0 |
30.0 |
0.9% |
20.0 |
0.6% |
43% |
False |
False |
608,824 |
10 |
3,257.0 |
3,133.0 |
124.0 |
3.8% |
25.6 |
0.8% |
86% |
False |
False |
609,916 |
20 |
3,257.0 |
3,095.0 |
162.0 |
5.0% |
31.8 |
1.0% |
90% |
False |
False |
746,130 |
40 |
3,257.0 |
3,010.0 |
247.0 |
7.6% |
38.6 |
1.2% |
93% |
False |
False |
836,491 |
60 |
3,257.0 |
2,902.0 |
355.0 |
11.0% |
40.2 |
1.2% |
95% |
False |
False |
771,820 |
80 |
3,257.0 |
2,880.0 |
377.0 |
11.6% |
39.5 |
1.2% |
95% |
False |
False |
580,076 |
100 |
3,257.0 |
2,868.0 |
389.0 |
12.0% |
40.7 |
1.3% |
96% |
False |
False |
464,371 |
120 |
3,257.0 |
2,847.0 |
410.0 |
12.7% |
39.1 |
1.2% |
96% |
False |
False |
387,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,341.3 |
2.618 |
3,307.0 |
1.618 |
3,286.0 |
1.000 |
3,273.0 |
0.618 |
3,265.0 |
HIGH |
3,252.0 |
0.618 |
3,244.0 |
0.500 |
3,241.5 |
0.382 |
3,239.0 |
LOW |
3,231.0 |
0.618 |
3,218.0 |
1.000 |
3,210.0 |
1.618 |
3,197.0 |
2.618 |
3,176.0 |
4.250 |
3,141.8 |
|
|
Fisher Pivots for day following 03-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,241.5 |
3,242.5 |
PP |
3,241.0 |
3,241.7 |
S1 |
3,240.5 |
3,240.8 |
|