Trading Metrics calculated at close of trading on 04-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,248.0 |
3,234.0 |
-14.0 |
-0.4% |
3,229.0 |
High |
3,252.0 |
3,244.0 |
-8.0 |
-0.2% |
3,252.0 |
Low |
3,231.0 |
3,216.0 |
-15.0 |
-0.5% |
3,224.0 |
Close |
3,240.0 |
3,238.0 |
-2.0 |
-0.1% |
3,240.0 |
Range |
21.0 |
28.0 |
7.0 |
33.3% |
28.0 |
ATR |
34.4 |
33.9 |
-0.5 |
-1.3% |
0.0 |
Volume |
666,059 |
1,565,583 |
899,524 |
135.1% |
2,371,597 |
|
Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,316.7 |
3,305.3 |
3,253.4 |
|
R3 |
3,288.7 |
3,277.3 |
3,245.7 |
|
R2 |
3,260.7 |
3,260.7 |
3,243.1 |
|
R1 |
3,249.3 |
3,249.3 |
3,240.6 |
3,255.0 |
PP |
3,232.7 |
3,232.7 |
3,232.7 |
3,235.5 |
S1 |
3,221.3 |
3,221.3 |
3,235.4 |
3,227.0 |
S2 |
3,204.7 |
3,204.7 |
3,232.9 |
|
S3 |
3,176.7 |
3,193.3 |
3,230.3 |
|
S4 |
3,148.7 |
3,165.3 |
3,222.6 |
|
|
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 |
3,216.0 |
41.0 |
1.3% |
22.0 |
0.7% |
54% |
False |
True |
835,759 |
10 |
3,257.0 |
3,133.0 |
124.0 |
3.8% |
25.0 |
0.8% |
85% |
False |
False |
689,043 |
20 |
3,257.0 |
3,095.0 |
162.0 |
5.0% |
31.1 |
1.0% |
88% |
False |
False |
771,165 |
40 |
3,257.0 |
3,010.0 |
247.0 |
7.6% |
38.3 |
1.2% |
92% |
False |
False |
851,612 |
60 |
3,257.0 |
2,902.0 |
355.0 |
11.0% |
40.3 |
1.2% |
95% |
False |
False |
797,350 |
80 |
3,257.0 |
2,898.0 |
359.0 |
11.1% |
39.5 |
1.2% |
95% |
False |
False |
599,643 |
100 |
3,257.0 |
2,868.0 |
389.0 |
12.0% |
40.8 |
1.3% |
95% |
False |
False |
480,022 |
120 |
3,257.0 |
2,847.0 |
410.0 |
12.7% |
39.1 |
1.2% |
95% |
False |
False |
400,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,363.0 |
2.618 |
3,317.3 |
1.618 |
3,289.3 |
1.000 |
3,272.0 |
0.618 |
3,261.3 |
HIGH |
3,244.0 |
0.618 |
3,233.3 |
0.500 |
3,230.0 |
0.382 |
3,226.7 |
LOW |
3,216.0 |
0.618 |
3,198.7 |
1.000 |
3,188.0 |
1.618 |
3,170.7 |
2.618 |
3,142.7 |
4.250 |
3,097.0 |
|
|
Fisher Pivots for day following 04-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,235.3 |
3,237.5 |
PP |
3,232.7 |
3,237.0 |
S1 |
3,230.0 |
3,236.5 |
|