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 |
3,240.0 |
3,274.0 |
34.0 |
1.0% |
3,252.0 |
High |
3,293.0 |
3,309.0 |
16.0 |
0.5% |
3,309.0 |
Low |
3,225.0 |
3,261.0 |
36.0 |
1.1% |
3,216.0 |
Close |
3,266.0 |
3,291.0 |
25.0 |
0.8% |
3,291.0 |
Range |
68.0 |
48.0 |
-20.0 |
-29.4% |
93.0 |
ATR |
36.3 |
37.2 |
0.8 |
2.3% |
0.0 |
Volume |
1,565,583 |
572,104 |
-993,479 |
-63.5% |
5,075,756 |
|
Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,431.0 |
3,409.0 |
3,317.4 |
|
R3 |
3,383.0 |
3,361.0 |
3,304.2 |
|
R2 |
3,335.0 |
3,335.0 |
3,299.8 |
|
R1 |
3,313.0 |
3,313.0 |
3,295.4 |
3,324.0 |
PP |
3,287.0 |
3,287.0 |
3,287.0 |
3,292.5 |
S1 |
3,265.0 |
3,265.0 |
3,286.6 |
3,276.0 |
S2 |
3,239.0 |
3,239.0 |
3,282.2 |
|
S3 |
3,191.0 |
3,217.0 |
3,277.8 |
|
S4 |
3,143.0 |
3,169.0 |
3,264.6 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,551.0 |
3,514.0 |
3,342.2 |
|
R3 |
3,458.0 |
3,421.0 |
3,316.6 |
|
R2 |
3,365.0 |
3,365.0 |
3,308.1 |
|
R1 |
3,328.0 |
3,328.0 |
3,299.5 |
3,346.5 |
PP |
3,272.0 |
3,272.0 |
3,272.0 |
3,281.3 |
S1 |
3,235.0 |
3,235.0 |
3,282.5 |
3,253.5 |
S2 |
3,179.0 |
3,179.0 |
3,274.0 |
|
S3 |
3,086.0 |
3,142.0 |
3,265.4 |
|
S4 |
2,993.0 |
3,049.0 |
3,239.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,309.0 |
3,216.0 |
93.0 |
2.8% |
37.2 |
1.1% |
81% |
True |
False |
1,015,151 |
10 |
3,309.0 |
3,170.0 |
139.0 |
4.2% |
29.4 |
0.9% |
87% |
True |
False |
784,001 |
20 |
3,309.0 |
3,121.0 |
188.0 |
5.7% |
32.3 |
1.0% |
90% |
True |
False |
780,931 |
40 |
3,309.0 |
3,010.0 |
299.0 |
9.1% |
39.1 |
1.2% |
94% |
True |
False |
851,037 |
60 |
3,309.0 |
2,902.0 |
407.0 |
12.4% |
40.8 |
1.2% |
96% |
True |
False |
831,950 |
80 |
3,309.0 |
2,902.0 |
407.0 |
12.4% |
39.5 |
1.2% |
96% |
True |
False |
626,203 |
100 |
3,309.0 |
2,868.0 |
441.0 |
13.4% |
41.3 |
1.3% |
96% |
True |
False |
501,367 |
120 |
3,309.0 |
2,847.0 |
462.0 |
14.0% |
39.6 |
1.2% |
96% |
True |
False |
417,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,513.0 |
2.618 |
3,434.7 |
1.618 |
3,386.7 |
1.000 |
3,357.0 |
0.618 |
3,338.7 |
HIGH |
3,309.0 |
0.618 |
3,290.7 |
0.500 |
3,285.0 |
0.382 |
3,279.3 |
LOW |
3,261.0 |
0.618 |
3,231.3 |
1.000 |
3,213.0 |
1.618 |
3,183.3 |
2.618 |
3,135.3 |
4.250 |
3,057.0 |
|
|
Fisher Pivots for day following 06-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,289.0 |
3,281.5 |
PP |
3,287.0 |
3,272.0 |
S1 |
3,285.0 |
3,262.5 |
|