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 |
1,129.5 |
1,153.8 |
24.3 |
2.2% |
1,133.8 |
High |
1,154.2 |
1,167.9 |
13.7 |
1.2% |
1,167.9 |
Low |
1,126.0 |
1,152.8 |
26.8 |
2.4% |
1,116.0 |
Close |
1,153.1 |
1,166.5 |
13.4 |
1.2% |
1,166.5 |
Range |
28.2 |
15.1 |
-13.1 |
-46.5% |
51.9 |
ATR |
18.5 |
18.3 |
-0.2 |
-1.3% |
0.0 |
Volume |
156,642 |
98,000 |
-58,642 |
-37.4% |
543,595 |
|
Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,207.8 |
1,202.3 |
1,174.8 |
|
R3 |
1,192.5 |
1,187.0 |
1,170.8 |
|
R2 |
1,177.5 |
1,177.5 |
1,169.3 |
|
R1 |
1,172.0 |
1,172.0 |
1,168.0 |
1,174.8 |
PP |
1,162.5 |
1,162.5 |
1,162.5 |
1,163.8 |
S1 |
1,157.0 |
1,157.0 |
1,165.0 |
1,159.8 |
S2 |
1,147.3 |
1,147.3 |
1,163.8 |
|
S3 |
1,132.3 |
1,141.8 |
1,162.3 |
|
S4 |
1,117.0 |
1,126.8 |
1,158.3 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,305.8 |
1,288.0 |
1,195.0 |
|
R3 |
1,254.0 |
1,236.3 |
1,180.8 |
|
R2 |
1,202.0 |
1,202.0 |
1,176.0 |
|
R1 |
1,184.3 |
1,184.3 |
1,171.3 |
1,193.3 |
PP |
1,150.3 |
1,150.3 |
1,150.3 |
1,154.5 |
S1 |
1,132.3 |
1,132.3 |
1,161.8 |
1,141.3 |
S2 |
1,098.3 |
1,098.3 |
1,157.0 |
|
S3 |
1,046.3 |
1,080.5 |
1,152.3 |
|
S4 |
994.5 |
1,028.5 |
1,138.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,167.9 |
1,116.0 |
51.9 |
4.4% |
17.8 |
1.5% |
97% |
True |
False |
108,719 |
10 |
1,167.9 |
1,109.7 |
58.2 |
5.0% |
15.3 |
1.3% |
98% |
True |
False |
96,306 |
20 |
1,167.9 |
1,078.7 |
89.2 |
7.6% |
18.0 |
1.5% |
98% |
True |
False |
121,575 |
40 |
1,167.9 |
1,078.7 |
89.2 |
7.6% |
19.8 |
1.7% |
98% |
True |
False |
132,175 |
60 |
1,204.8 |
1,078.7 |
126.1 |
10.8% |
20.5 |
1.8% |
70% |
False |
False |
134,527 |
80 |
1,208.2 |
1,078.7 |
129.5 |
11.1% |
18.3 |
1.6% |
68% |
False |
False |
101,405 |
100 |
1,208.2 |
1,078.7 |
129.5 |
11.1% |
15.0 |
1.3% |
68% |
False |
False |
81,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,232.0 |
2.618 |
1,207.5 |
1.618 |
1,192.3 |
1.000 |
1,183.0 |
0.618 |
1,177.3 |
HIGH |
1,168.0 |
0.618 |
1,162.3 |
0.500 |
1,160.3 |
0.382 |
1,158.5 |
LOW |
1,152.8 |
0.618 |
1,143.5 |
1.000 |
1,137.8 |
1.618 |
1,128.3 |
2.618 |
1,113.3 |
4.250 |
1,088.5 |
|
|
Fisher Pivots for day following 06-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,164.5 |
1,158.5 |
PP |
1,162.5 |
1,150.3 |
S1 |
1,160.3 |
1,142.3 |
|