Trading Metrics calculated at close of trading on 05-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,234.0 |
3,240.0 |
6.0 |
0.2% |
3,229.0 |
High |
3,244.0 |
3,293.0 |
49.0 |
1.5% |
3,252.0 |
Low |
3,216.0 |
3,225.0 |
9.0 |
0.3% |
3,224.0 |
Close |
3,238.0 |
3,266.0 |
28.0 |
0.9% |
3,240.0 |
Range |
28.0 |
68.0 |
40.0 |
142.9% |
28.0 |
ATR |
33.9 |
36.3 |
2.4 |
7.2% |
0.0 |
Volume |
1,565,583 |
1,565,583 |
0 |
0.0% |
2,371,597 |
|
Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,465.3 |
3,433.7 |
3,303.4 |
|
R3 |
3,397.3 |
3,365.7 |
3,284.7 |
|
R2 |
3,329.3 |
3,329.3 |
3,278.5 |
|
R1 |
3,297.7 |
3,297.7 |
3,272.2 |
3,313.5 |
PP |
3,261.3 |
3,261.3 |
3,261.3 |
3,269.3 |
S1 |
3,229.7 |
3,229.7 |
3,259.8 |
3,245.5 |
S2 |
3,193.3 |
3,193.3 |
3,253.5 |
|
S3 |
3,125.3 |
3,161.7 |
3,247.3 |
|
S4 |
3,057.3 |
3,093.7 |
3,228.6 |
|
|
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 |
3,293.0 |
3,216.0 |
77.0 |
2.4% |
32.4 |
1.0% |
65% |
True |
False |
1,009,228 |
10 |
3,293.0 |
3,163.0 |
130.0 |
4.0% |
27.0 |
0.8% |
79% |
True |
False |
781,880 |
20 |
3,293.0 |
3,121.0 |
172.0 |
5.3% |
32.5 |
1.0% |
84% |
True |
False |
792,732 |
40 |
3,293.0 |
3,010.0 |
283.0 |
8.7% |
39.0 |
1.2% |
90% |
True |
False |
864,005 |
60 |
3,293.0 |
2,902.0 |
391.0 |
12.0% |
41.0 |
1.3% |
93% |
True |
False |
822,941 |
80 |
3,293.0 |
2,902.0 |
391.0 |
12.0% |
39.7 |
1.2% |
93% |
True |
False |
619,179 |
100 |
3,293.0 |
2,868.0 |
425.0 |
13.0% |
41.1 |
1.3% |
94% |
True |
False |
495,677 |
120 |
3,293.0 |
2,847.0 |
446.0 |
13.7% |
39.4 |
1.2% |
94% |
True |
False |
413,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,582.0 |
2.618 |
3,471.0 |
1.618 |
3,403.0 |
1.000 |
3,361.0 |
0.618 |
3,335.0 |
HIGH |
3,293.0 |
0.618 |
3,267.0 |
0.500 |
3,259.0 |
0.382 |
3,251.0 |
LOW |
3,225.0 |
0.618 |
3,183.0 |
1.000 |
3,157.0 |
1.618 |
3,115.0 |
2.618 |
3,047.0 |
4.250 |
2,936.0 |
|
|
Fisher Pivots for day following 05-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,263.7 |
3,262.2 |
PP |
3,261.3 |
3,258.3 |
S1 |
3,259.0 |
3,254.5 |
|