Trading Metrics calculated at close of trading on 02-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
9,943.0 |
9,972.0 |
29.0 |
0.3% |
9,885.0 |
High |
9,978.0 |
9,993.0 |
15.0 |
0.2% |
9,978.0 |
Low |
9,925.0 |
9,907.5 |
-17.5 |
-0.2% |
9,882.0 |
Close |
9,939.0 |
9,960.5 |
21.5 |
0.2% |
9,939.0 |
Range |
53.0 |
85.5 |
32.5 |
61.3% |
96.0 |
ATR |
113.7 |
111.6 |
-2.0 |
-1.8% |
0.0 |
Volume |
62,284 |
66,136 |
3,852 |
6.2% |
245,001 |
|
Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,210.2 |
10,170.8 |
10,007.5 |
|
R3 |
10,124.7 |
10,085.3 |
9,984.0 |
|
R2 |
10,039.2 |
10,039.2 |
9,976.2 |
|
R1 |
9,999.8 |
9,999.8 |
9,968.3 |
9,976.8 |
PP |
9,953.7 |
9,953.7 |
9,953.7 |
9,942.1 |
S1 |
9,914.3 |
9,914.3 |
9,952.7 |
9,891.3 |
S2 |
9,868.2 |
9,868.2 |
9,944.8 |
|
S3 |
9,782.7 |
9,828.8 |
9,937.0 |
|
S4 |
9,697.2 |
9,743.3 |
9,913.5 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,221.0 |
10,176.0 |
9,991.8 |
|
R3 |
10,125.0 |
10,080.0 |
9,965.4 |
|
R2 |
10,029.0 |
10,029.0 |
9,956.6 |
|
R1 |
9,984.0 |
9,984.0 |
9,947.8 |
10,006.5 |
PP |
9,933.0 |
9,933.0 |
9,933.0 |
9,944.3 |
S1 |
9,888.0 |
9,888.0 |
9,930.2 |
9,910.5 |
S2 |
9,837.0 |
9,837.0 |
9,921.4 |
|
S3 |
9,741.0 |
9,792.0 |
9,912.6 |
|
S4 |
9,645.0 |
9,696.0 |
9,886.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,993.0 |
9,882.0 |
111.0 |
1.1% |
65.6 |
0.7% |
71% |
True |
False |
62,227 |
10 |
9,993.0 |
9,536.5 |
456.5 |
4.6% |
82.7 |
0.8% |
93% |
True |
False |
65,877 |
20 |
9,993.0 |
9,404.0 |
589.0 |
5.9% |
101.0 |
1.0% |
94% |
True |
False |
86,450 |
40 |
9,993.0 |
9,102.5 |
890.5 |
8.9% |
120.8 |
1.2% |
96% |
True |
False |
97,434 |
60 |
9,993.0 |
8,934.5 |
1,058.5 |
10.6% |
127.9 |
1.3% |
97% |
True |
False |
82,684 |
80 |
9,993.0 |
8,934.5 |
1,058.5 |
10.6% |
124.4 |
1.2% |
97% |
True |
False |
62,125 |
100 |
9,993.0 |
8,934.5 |
1,058.5 |
10.6% |
127.2 |
1.3% |
97% |
True |
False |
49,730 |
120 |
9,993.0 |
8,934.5 |
1,058.5 |
10.6% |
121.4 |
1.2% |
97% |
True |
False |
41,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,356.4 |
2.618 |
10,216.8 |
1.618 |
10,131.3 |
1.000 |
10,078.5 |
0.618 |
10,045.8 |
HIGH |
9,993.0 |
0.618 |
9,960.3 |
0.500 |
9,950.3 |
0.382 |
9,940.2 |
LOW |
9,907.5 |
0.618 |
9,854.7 |
1.000 |
9,822.0 |
1.618 |
9,769.2 |
2.618 |
9,683.7 |
4.250 |
9,544.1 |
|
|
Fisher Pivots for day following 02-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
9,957.1 |
9,957.1 |
PP |
9,953.7 |
9,953.7 |
S1 |
9,950.3 |
9,950.3 |
|