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 |
5,461.0 |
5,459.0 |
-2.0 |
0.0% |
5,498.0 |
High |
5,463.0 |
5,477.0 |
14.0 |
0.3% |
5,534.0 |
Low |
5,418.0 |
5,444.0 |
26.0 |
0.5% |
5,418.0 |
Close |
5,442.0 |
5,461.0 |
19.0 |
0.3% |
5,461.0 |
Range |
45.0 |
33.0 |
-12.0 |
-26.7% |
116.0 |
ATR |
47.3 |
46.4 |
-0.9 |
-1.9% |
0.0 |
Volume |
25,417 |
19,486 |
-5,931 |
-23.3% |
115,132 |
|
Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,559.7 |
5,543.3 |
5,479.2 |
|
R3 |
5,526.7 |
5,510.3 |
5,470.1 |
|
R2 |
5,493.7 |
5,493.7 |
5,467.1 |
|
R1 |
5,477.3 |
5,477.3 |
5,464.0 |
5,485.5 |
PP |
5,460.7 |
5,460.7 |
5,460.7 |
5,464.8 |
S1 |
5,444.3 |
5,444.3 |
5,458.0 |
5,452.5 |
S2 |
5,427.7 |
5,427.7 |
5,455.0 |
|
S3 |
5,394.7 |
5,411.3 |
5,451.9 |
|
S4 |
5,361.7 |
5,378.3 |
5,442.9 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,819.0 |
5,756.0 |
5,524.8 |
|
R3 |
5,703.0 |
5,640.0 |
5,492.9 |
|
R2 |
5,587.0 |
5,587.0 |
5,482.3 |
|
R1 |
5,524.0 |
5,524.0 |
5,471.6 |
5,497.5 |
PP |
5,471.0 |
5,471.0 |
5,471.0 |
5,457.8 |
S1 |
5,408.0 |
5,408.0 |
5,450.4 |
5,381.5 |
S2 |
5,355.0 |
5,355.0 |
5,439.7 |
|
S3 |
5,239.0 |
5,292.0 |
5,429.1 |
|
S4 |
5,123.0 |
5,176.0 |
5,397.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,534.0 |
5,418.0 |
116.0 |
2.1% |
48.2 |
0.9% |
37% |
False |
False |
23,026 |
10 |
5,553.0 |
5,418.0 |
135.0 |
2.5% |
39.2 |
0.7% |
32% |
False |
False |
20,310 |
20 |
5,553.0 |
5,379.0 |
174.0 |
3.2% |
43.0 |
0.8% |
47% |
False |
False |
21,378 |
40 |
5,553.0 |
5,337.0 |
216.0 |
4.0% |
44.0 |
0.8% |
57% |
False |
False |
22,069 |
60 |
5,553.0 |
5,286.0 |
267.0 |
4.9% |
42.5 |
0.8% |
66% |
False |
False |
24,628 |
80 |
5,553.0 |
5,230.0 |
323.0 |
5.9% |
36.7 |
0.7% |
72% |
False |
False |
18,512 |
100 |
5,553.0 |
4,998.0 |
555.0 |
10.2% |
32.2 |
0.6% |
83% |
False |
False |
14,825 |
120 |
5,553.0 |
4,998.0 |
555.0 |
10.2% |
28.3 |
0.5% |
83% |
False |
False |
12,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,617.3 |
2.618 |
5,563.4 |
1.618 |
5,530.4 |
1.000 |
5,510.0 |
0.618 |
5,497.4 |
HIGH |
5,477.0 |
0.618 |
5,464.4 |
0.500 |
5,460.5 |
0.382 |
5,456.6 |
LOW |
5,444.0 |
0.618 |
5,423.6 |
1.000 |
5,411.0 |
1.618 |
5,390.6 |
2.618 |
5,357.6 |
4.250 |
5,303.8 |
|
|
Fisher Pivots for day following 06-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
5,460.8 |
5,461.0 |
PP |
5,460.7 |
5,461.0 |
S1 |
5,460.5 |
5,461.0 |
|