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 |
5,500.0 |
5,461.0 |
-39.0 |
-0.7% |
5,521.0 |
High |
5,504.0 |
5,463.0 |
-41.0 |
-0.7% |
5,553.0 |
Low |
5,442.0 |
5,418.0 |
-24.0 |
-0.4% |
5,492.0 |
Close |
5,445.0 |
5,442.0 |
-3.0 |
-0.1% |
5,503.0 |
Range |
62.0 |
45.0 |
-17.0 |
-27.4% |
61.0 |
ATR |
47.5 |
47.3 |
-0.2 |
-0.4% |
0.0 |
Volume |
25,606 |
25,417 |
-189 |
-0.7% |
87,975 |
|
Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,576.0 |
5,554.0 |
5,466.8 |
|
R3 |
5,531.0 |
5,509.0 |
5,454.4 |
|
R2 |
5,486.0 |
5,486.0 |
5,450.3 |
|
R1 |
5,464.0 |
5,464.0 |
5,446.1 |
5,452.5 |
PP |
5,441.0 |
5,441.0 |
5,441.0 |
5,435.3 |
S1 |
5,419.0 |
5,419.0 |
5,437.9 |
5,407.5 |
S2 |
5,396.0 |
5,396.0 |
5,433.8 |
|
S3 |
5,351.0 |
5,374.0 |
5,429.6 |
|
S4 |
5,306.0 |
5,329.0 |
5,417.3 |
|
|
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 |
5,539.0 |
5,418.0 |
121.0 |
2.2% |
51.0 |
0.9% |
20% |
False |
True |
24,772 |
10 |
5,553.0 |
5,418.0 |
135.0 |
2.5% |
39.2 |
0.7% |
18% |
False |
True |
20,057 |
20 |
5,553.0 |
5,379.0 |
174.0 |
3.2% |
43.4 |
0.8% |
36% |
False |
False |
21,450 |
40 |
5,553.0 |
5,337.0 |
216.0 |
4.0% |
43.9 |
0.8% |
49% |
False |
False |
21,973 |
60 |
5,553.0 |
5,286.0 |
267.0 |
4.9% |
42.3 |
0.8% |
58% |
False |
False |
24,312 |
80 |
5,553.0 |
5,153.0 |
400.0 |
7.4% |
36.3 |
0.7% |
72% |
False |
False |
18,269 |
100 |
5,553.0 |
4,998.0 |
555.0 |
10.2% |
32.2 |
0.6% |
80% |
False |
False |
14,631 |
120 |
5,553.0 |
4,998.0 |
555.0 |
10.2% |
28.7 |
0.5% |
80% |
False |
False |
12,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,654.3 |
2.618 |
5,580.8 |
1.618 |
5,535.8 |
1.000 |
5,508.0 |
0.618 |
5,490.8 |
HIGH |
5,463.0 |
0.618 |
5,445.8 |
0.500 |
5,440.5 |
0.382 |
5,435.2 |
LOW |
5,418.0 |
0.618 |
5,390.2 |
1.000 |
5,373.0 |
1.618 |
5,345.2 |
2.618 |
5,300.2 |
4.250 |
5,226.8 |
|
|
Fisher Pivots for day following 05-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
5,441.5 |
5,476.0 |
PP |
5,441.0 |
5,464.7 |
S1 |
5,440.5 |
5,453.3 |
|