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 |
9,899.0 |
9,934.0 |
35.0 |
0.4% |
9,885.0 |
High |
9,942.5 |
10,017.0 |
74.5 |
0.7% |
9,978.0 |
Low |
9,868.0 |
9,896.0 |
28.0 |
0.3% |
9,882.0 |
Close |
9,929.5 |
9,948.5 |
19.0 |
0.2% |
9,939.0 |
Range |
74.5 |
121.0 |
46.5 |
62.4% |
96.0 |
ATR |
106.5 |
107.6 |
1.0 |
1.0% |
0.0 |
Volume |
135,262 |
135,262 |
0 |
0.0% |
245,001 |
|
Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,316.8 |
10,253.7 |
10,015.1 |
|
R3 |
10,195.8 |
10,132.7 |
9,981.8 |
|
R2 |
10,074.8 |
10,074.8 |
9,970.7 |
|
R1 |
10,011.7 |
10,011.7 |
9,959.6 |
10,043.3 |
PP |
9,953.8 |
9,953.8 |
9,953.8 |
9,969.6 |
S1 |
9,890.7 |
9,890.7 |
9,937.4 |
9,922.3 |
S2 |
9,832.8 |
9,832.8 |
9,926.3 |
|
S3 |
9,711.8 |
9,769.7 |
9,915.2 |
|
S4 |
9,590.8 |
9,648.7 |
9,882.0 |
|
|
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 |
10,017.0 |
9,868.0 |
149.0 |
1.5% |
81.7 |
0.8% |
54% |
True |
False |
94,547 |
10 |
10,017.0 |
9,692.5 |
324.5 |
3.3% |
72.4 |
0.7% |
79% |
True |
False |
75,837 |
20 |
10,017.0 |
9,494.0 |
523.0 |
5.3% |
91.7 |
0.9% |
87% |
True |
False |
85,621 |
40 |
10,017.0 |
9,102.5 |
914.5 |
9.2% |
121.3 |
1.2% |
93% |
True |
False |
97,883 |
60 |
10,017.0 |
8,934.5 |
1,082.5 |
10.9% |
127.3 |
1.3% |
94% |
True |
False |
88,298 |
80 |
10,017.0 |
8,934.5 |
1,082.5 |
10.9% |
122.9 |
1.2% |
94% |
True |
False |
66,424 |
100 |
10,017.0 |
8,934.5 |
1,082.5 |
10.9% |
127.2 |
1.3% |
94% |
True |
False |
53,172 |
120 |
10,017.0 |
8,934.5 |
1,082.5 |
10.9% |
120.0 |
1.2% |
94% |
True |
False |
44,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,531.3 |
2.618 |
10,333.8 |
1.618 |
10,212.8 |
1.000 |
10,138.0 |
0.618 |
10,091.8 |
HIGH |
10,017.0 |
0.618 |
9,970.8 |
0.500 |
9,956.5 |
0.382 |
9,942.2 |
LOW |
9,896.0 |
0.618 |
9,821.2 |
1.000 |
9,775.0 |
1.618 |
9,700.2 |
2.618 |
9,579.2 |
4.250 |
9,381.8 |
|
|
Fisher Pivots for day following 05-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
9,956.5 |
9,946.5 |
PP |
9,953.8 |
9,944.5 |
S1 |
9,951.2 |
9,942.5 |
|