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 |
15,065 |
15,160 |
95 |
0.6% |
14,585 |
High |
15,180 |
15,170 |
-10 |
-0.1% |
14,765 |
Low |
14,990 |
15,020 |
30 |
0.2% |
14,540 |
Close |
15,170 |
15,165 |
-5 |
0.0% |
14,715 |
Range |
190 |
150 |
-40 |
-21.1% |
225 |
ATR |
227 |
222 |
-6 |
-2.4% |
0 |
Volume |
12,156 |
20,313 |
8,157 |
67.1% |
53,056 |
|
Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,568 |
15,517 |
15,248 |
|
R3 |
15,418 |
15,367 |
15,206 |
|
R2 |
15,268 |
15,268 |
15,193 |
|
R1 |
15,217 |
15,217 |
15,179 |
15,243 |
PP |
15,118 |
15,118 |
15,118 |
15,131 |
S1 |
15,067 |
15,067 |
15,151 |
15,093 |
S2 |
14,968 |
14,968 |
15,138 |
|
S3 |
14,818 |
14,917 |
15,124 |
|
S4 |
14,668 |
14,767 |
15,083 |
|
|
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 |
15,180 |
14,590 |
590 |
3.9% |
203 |
1.3% |
97% |
False |
False |
15,103 |
10 |
15,180 |
14,155 |
1,025 |
6.8% |
209 |
1.4% |
99% |
False |
False |
14,723 |
20 |
15,180 |
13,910 |
1,270 |
8.4% |
220 |
1.4% |
99% |
False |
False |
14,955 |
40 |
15,180 |
13,860 |
1,320 |
8.7% |
234 |
1.5% |
99% |
False |
False |
14,523 |
60 |
15,230 |
13,860 |
1,370 |
9.0% |
260 |
1.7% |
95% |
False |
False |
15,646 |
80 |
15,440 |
13,860 |
1,580 |
10.4% |
264 |
1.7% |
83% |
False |
False |
12,652 |
100 |
15,980 |
13,860 |
2,120 |
14.0% |
253 |
1.7% |
62% |
False |
False |
10,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,808 |
2.618 |
15,563 |
1.618 |
15,413 |
1.000 |
15,320 |
0.618 |
15,263 |
HIGH |
15,170 |
0.618 |
15,113 |
0.500 |
15,095 |
0.382 |
15,077 |
LOW |
15,020 |
0.618 |
14,927 |
1.000 |
14,870 |
1.618 |
14,777 |
2.618 |
14,627 |
4.250 |
14,383 |
|
|
Fisher Pivots for day following 05-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
15,142 |
15,135 |
PP |
15,118 |
15,105 |
S1 |
15,095 |
15,075 |
|