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 |
9,972.0 |
9,954.0 |
-18.0 |
-0.2% |
9,885.0 |
High |
9,993.0 |
9,961.5 |
-31.5 |
-0.3% |
9,978.0 |
Low |
9,907.5 |
9,887.0 |
-20.5 |
-0.2% |
9,882.0 |
Close |
9,960.5 |
9,924.5 |
-36.0 |
-0.4% |
9,939.0 |
Range |
85.5 |
74.5 |
-11.0 |
-12.9% |
96.0 |
ATR |
111.6 |
109.0 |
-2.7 |
-2.4% |
0.0 |
Volume |
66,136 |
73,794 |
7,658 |
11.6% |
245,001 |
|
Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,147.8 |
10,110.7 |
9,965.5 |
|
R3 |
10,073.3 |
10,036.2 |
9,945.0 |
|
R2 |
9,998.8 |
9,998.8 |
9,938.2 |
|
R1 |
9,961.7 |
9,961.7 |
9,931.3 |
9,943.0 |
PP |
9,924.3 |
9,924.3 |
9,924.3 |
9,915.0 |
S1 |
9,887.2 |
9,887.2 |
9,917.7 |
9,868.5 |
S2 |
9,849.8 |
9,849.8 |
9,910.8 |
|
S3 |
9,775.3 |
9,812.7 |
9,904.0 |
|
S4 |
9,700.8 |
9,738.2 |
9,883.5 |
|
|
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 |
9,887.0 |
106.0 |
1.1% |
65.9 |
0.7% |
35% |
False |
True |
62,158 |
10 |
9,993.0 |
9,586.5 |
406.5 |
4.1% |
75.3 |
0.8% |
83% |
False |
False |
64,881 |
20 |
9,993.0 |
9,404.0 |
589.0 |
5.9% |
97.2 |
1.0% |
88% |
False |
False |
85,140 |
40 |
9,993.0 |
9,102.5 |
890.5 |
9.0% |
121.6 |
1.2% |
92% |
False |
False |
96,939 |
60 |
9,993.0 |
8,934.5 |
1,058.5 |
10.7% |
126.4 |
1.3% |
94% |
False |
False |
83,851 |
80 |
9,993.0 |
8,934.5 |
1,058.5 |
10.7% |
124.3 |
1.3% |
94% |
False |
False |
63,046 |
100 |
9,993.0 |
8,934.5 |
1,058.5 |
10.7% |
127.2 |
1.3% |
94% |
False |
False |
50,468 |
120 |
9,993.0 |
8,934.5 |
1,058.5 |
10.7% |
120.4 |
1.2% |
94% |
False |
False |
42,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,278.1 |
2.618 |
10,156.5 |
1.618 |
10,082.0 |
1.000 |
10,036.0 |
0.618 |
10,007.5 |
HIGH |
9,961.5 |
0.618 |
9,933.0 |
0.500 |
9,924.3 |
0.382 |
9,915.5 |
LOW |
9,887.0 |
0.618 |
9,841.0 |
1.000 |
9,812.5 |
1.618 |
9,766.5 |
2.618 |
9,692.0 |
4.250 |
9,570.4 |
|
|
Fisher Pivots for day following 03-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
9,924.4 |
9,940.0 |
PP |
9,924.3 |
9,934.8 |
S1 |
9,924.3 |
9,929.7 |
|