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 |
14,750 |
14,705 |
-45 |
-0.3% |
14,585 |
High |
14,750 |
15,090 |
340 |
2.3% |
14,765 |
Low |
14,590 |
14,705 |
115 |
0.8% |
14,540 |
Close |
14,715 |
15,055 |
340 |
2.3% |
14,715 |
Range |
160 |
385 |
225 |
140.6% |
225 |
ATR |
226 |
238 |
11 |
5.0% |
0 |
Volume |
11,963 |
19,676 |
7,713 |
64.5% |
53,056 |
|
Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,105 |
15,965 |
15,267 |
|
R3 |
15,720 |
15,580 |
15,161 |
|
R2 |
15,335 |
15,335 |
15,126 |
|
R1 |
15,195 |
15,195 |
15,090 |
15,265 |
PP |
14,950 |
14,950 |
14,950 |
14,985 |
S1 |
14,810 |
14,810 |
15,020 |
14,880 |
S2 |
14,565 |
14,565 |
14,985 |
|
S3 |
14,180 |
14,425 |
14,949 |
|
S4 |
13,795 |
14,040 |
14,843 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,348 |
15,257 |
14,839 |
|
R3 |
15,123 |
15,032 |
14,777 |
|
R2 |
14,898 |
14,898 |
14,756 |
|
R1 |
14,807 |
14,807 |
14,736 |
14,853 |
PP |
14,673 |
14,673 |
14,673 |
14,696 |
S1 |
14,582 |
14,582 |
14,695 |
14,628 |
S2 |
14,448 |
14,448 |
14,674 |
|
S3 |
14,223 |
14,357 |
14,653 |
|
S4 |
13,998 |
14,132 |
14,591 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,090 |
14,540 |
550 |
3.7% |
222 |
1.5% |
94% |
True |
False |
14,546 |
10 |
15,090 |
13,910 |
1,180 |
7.8% |
242 |
1.6% |
97% |
True |
False |
15,814 |
20 |
15,090 |
13,910 |
1,180 |
7.8% |
225 |
1.5% |
97% |
True |
False |
14,565 |
40 |
15,225 |
13,860 |
1,365 |
9.1% |
250 |
1.7% |
88% |
False |
False |
14,969 |
60 |
15,440 |
13,860 |
1,580 |
10.5% |
265 |
1.8% |
76% |
False |
False |
15,980 |
80 |
15,440 |
13,860 |
1,580 |
10.5% |
266 |
1.8% |
76% |
False |
False |
12,105 |
100 |
16,100 |
13,860 |
2,240 |
14.9% |
248 |
1.6% |
53% |
False |
False |
9,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,726 |
2.618 |
16,098 |
1.618 |
15,713 |
1.000 |
15,475 |
0.618 |
15,328 |
HIGH |
15,090 |
0.618 |
14,943 |
0.500 |
14,898 |
0.382 |
14,852 |
LOW |
14,705 |
0.618 |
14,467 |
1.000 |
14,320 |
1.618 |
14,082 |
2.618 |
13,697 |
4.250 |
13,069 |
|
|
Fisher Pivots for day following 02-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
15,003 |
14,982 |
PP |
14,950 |
14,908 |
S1 |
14,898 |
14,835 |
|