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 |
5,498.0 |
5,529.0 |
31.0 |
0.6% |
5,521.0 |
High |
5,532.0 |
5,534.0 |
2.0 |
0.0% |
5,553.0 |
Low |
5,486.0 |
5,479.0 |
-7.0 |
-0.1% |
5,492.0 |
Close |
5,526.0 |
5,482.0 |
-44.0 |
-0.8% |
5,503.0 |
Range |
46.0 |
55.0 |
9.0 |
19.6% |
61.0 |
ATR |
45.7 |
46.3 |
0.7 |
1.5% |
0.0 |
Volume |
19,022 |
25,601 |
6,579 |
34.6% |
87,975 |
|
Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,663.3 |
5,627.7 |
5,512.3 |
|
R3 |
5,608.3 |
5,572.7 |
5,497.1 |
|
R2 |
5,553.3 |
5,553.3 |
5,492.1 |
|
R1 |
5,517.7 |
5,517.7 |
5,487.0 |
5,508.0 |
PP |
5,498.3 |
5,498.3 |
5,498.3 |
5,493.5 |
S1 |
5,462.7 |
5,462.7 |
5,477.0 |
5,453.0 |
S2 |
5,443.3 |
5,443.3 |
5,471.9 |
|
S3 |
5,388.3 |
5,407.7 |
5,466.9 |
|
S4 |
5,333.3 |
5,352.7 |
5,451.8 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,699.0 |
5,662.0 |
5,536.6 |
|
R3 |
5,638.0 |
5,601.0 |
5,519.8 |
|
R2 |
5,577.0 |
5,577.0 |
5,514.2 |
|
R1 |
5,540.0 |
5,540.0 |
5,508.6 |
5,528.0 |
PP |
5,516.0 |
5,516.0 |
5,516.0 |
5,510.0 |
S1 |
5,479.0 |
5,479.0 |
5,497.4 |
5,467.0 |
S2 |
5,455.0 |
5,455.0 |
5,491.8 |
|
S3 |
5,394.0 |
5,418.0 |
5,486.2 |
|
S4 |
5,333.0 |
5,357.0 |
5,469.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,553.0 |
5,479.0 |
74.0 |
1.3% |
41.8 |
0.8% |
4% |
False |
True |
21,322 |
10 |
5,553.0 |
5,379.0 |
174.0 |
3.2% |
39.7 |
0.7% |
59% |
False |
False |
19,770 |
20 |
5,553.0 |
5,379.0 |
174.0 |
3.2% |
42.2 |
0.8% |
59% |
False |
False |
21,408 |
40 |
5,553.0 |
5,337.0 |
216.0 |
3.9% |
42.8 |
0.8% |
67% |
False |
False |
21,462 |
60 |
5,553.0 |
5,286.0 |
267.0 |
4.9% |
41.5 |
0.8% |
73% |
False |
False |
23,474 |
80 |
5,553.0 |
5,107.0 |
446.0 |
8.1% |
35.1 |
0.6% |
84% |
False |
False |
17,632 |
100 |
5,553.0 |
4,998.0 |
555.0 |
10.1% |
31.3 |
0.6% |
87% |
False |
False |
14,121 |
120 |
5,553.0 |
4,998.0 |
555.0 |
10.1% |
28.0 |
0.5% |
87% |
False |
False |
11,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,767.8 |
2.618 |
5,678.0 |
1.618 |
5,623.0 |
1.000 |
5,589.0 |
0.618 |
5,568.0 |
HIGH |
5,534.0 |
0.618 |
5,513.0 |
0.500 |
5,506.5 |
0.382 |
5,500.0 |
LOW |
5,479.0 |
0.618 |
5,445.0 |
1.000 |
5,424.0 |
1.618 |
5,390.0 |
2.618 |
5,335.0 |
4.250 |
5,245.3 |
|
|
Fisher Pivots for day following 03-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
5,506.5 |
5,509.0 |
PP |
5,498.3 |
5,500.0 |
S1 |
5,490.2 |
5,491.0 |
|