Trading Metrics calculated at close of trading on 06-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
15,160 |
15,165 |
5 |
0.0% |
14,705 |
High |
15,170 |
15,210 |
40 |
0.3% |
15,210 |
Low |
15,020 |
15,045 |
25 |
0.2% |
14,705 |
Close |
15,165 |
15,205 |
40 |
0.3% |
15,205 |
Range |
150 |
165 |
15 |
10.0% |
505 |
ATR |
222 |
218 |
-4 |
-1.8% |
0 |
Volume |
20,313 |
13,034 |
-7,279 |
-35.8% |
76,589 |
|
Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,648 |
15,592 |
15,296 |
|
R3 |
15,483 |
15,427 |
15,251 |
|
R2 |
15,318 |
15,318 |
15,235 |
|
R1 |
15,262 |
15,262 |
15,220 |
15,290 |
PP |
15,153 |
15,153 |
15,153 |
15,168 |
S1 |
15,097 |
15,097 |
15,190 |
15,125 |
S2 |
14,988 |
14,988 |
15,175 |
|
S3 |
14,823 |
14,932 |
15,160 |
|
S4 |
14,658 |
14,767 |
15,114 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,555 |
16,385 |
15,483 |
|
R3 |
16,050 |
15,880 |
15,344 |
|
R2 |
15,545 |
15,545 |
15,298 |
|
R1 |
15,375 |
15,375 |
15,251 |
15,460 |
PP |
15,040 |
15,040 |
15,040 |
15,083 |
S1 |
14,870 |
14,870 |
15,159 |
14,955 |
S2 |
14,535 |
14,535 |
15,113 |
|
S3 |
14,030 |
14,365 |
15,066 |
|
S4 |
13,525 |
13,860 |
14,927 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,210 |
14,705 |
505 |
3.3% |
204 |
1.3% |
99% |
True |
False |
15,317 |
10 |
15,210 |
14,385 |
825 |
5.4% |
197 |
1.3% |
99% |
True |
False |
14,378 |
20 |
15,210 |
13,910 |
1,300 |
8.5% |
218 |
1.4% |
100% |
True |
False |
14,907 |
40 |
15,210 |
13,860 |
1,350 |
8.9% |
232 |
1.5% |
100% |
True |
False |
14,316 |
60 |
15,230 |
13,860 |
1,370 |
9.0% |
257 |
1.7% |
98% |
False |
False |
15,572 |
80 |
15,440 |
13,860 |
1,580 |
10.4% |
263 |
1.7% |
85% |
False |
False |
12,814 |
100 |
15,980 |
13,860 |
2,120 |
13.9% |
255 |
1.7% |
63% |
False |
False |
10,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,911 |
2.618 |
15,642 |
1.618 |
15,477 |
1.000 |
15,375 |
0.618 |
15,312 |
HIGH |
15,210 |
0.618 |
15,147 |
0.500 |
15,128 |
0.382 |
15,108 |
LOW |
15,045 |
0.618 |
14,943 |
1.000 |
14,880 |
1.618 |
14,778 |
2.618 |
14,613 |
4.250 |
14,344 |
|
|
Fisher Pivots for day following 06-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
15,179 |
15,170 |
PP |
15,153 |
15,135 |
S1 |
15,128 |
15,100 |
|