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 |
1,917.00 |
1,921.25 |
4.25 |
0.2% |
1,898.00 |
High |
1,922.25 |
1,924.25 |
2.00 |
0.1% |
1,922.25 |
Low |
1,914.25 |
1,913.75 |
-0.50 |
0.0% |
1,897.00 |
Close |
1,921.50 |
1,921.75 |
0.25 |
0.0% |
1,921.50 |
Range |
8.00 |
10.50 |
2.50 |
31.3% |
25.25 |
ATR |
15.52 |
15.17 |
-0.36 |
-2.3% |
0.00 |
Volume |
1,169,034 |
1,053,526 |
-115,508 |
-9.9% |
4,135,429 |
|
Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,951.50 |
1,947.00 |
1,927.50 |
|
R3 |
1,941.00 |
1,936.50 |
1,924.75 |
|
R2 |
1,930.50 |
1,930.50 |
1,923.75 |
|
R1 |
1,926.00 |
1,926.00 |
1,922.75 |
1,928.25 |
PP |
1,920.00 |
1,920.00 |
1,920.00 |
1,921.00 |
S1 |
1,915.50 |
1,915.50 |
1,920.75 |
1,917.75 |
S2 |
1,909.50 |
1,909.50 |
1,919.75 |
|
S3 |
1,899.00 |
1,905.00 |
1,918.75 |
|
S4 |
1,888.50 |
1,894.50 |
1,916.00 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,989.25 |
1,980.75 |
1,935.50 |
|
R3 |
1,964.00 |
1,955.50 |
1,928.50 |
|
R2 |
1,938.75 |
1,938.75 |
1,926.25 |
|
R1 |
1,930.25 |
1,930.25 |
1,923.75 |
1,934.50 |
PP |
1,913.50 |
1,913.50 |
1,913.50 |
1,915.75 |
S1 |
1,905.00 |
1,905.00 |
1,919.25 |
1,909.25 |
S2 |
1,888.25 |
1,888.25 |
1,916.75 |
|
S3 |
1,863.00 |
1,879.75 |
1,914.50 |
|
S4 |
1,837.75 |
1,854.50 |
1,907.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,924.25 |
1,897.00 |
27.25 |
1.4% |
10.25 |
0.5% |
91% |
True |
False |
1,037,791 |
10 |
1,924.25 |
1,864.75 |
59.50 |
3.1% |
13.00 |
0.7% |
96% |
True |
False |
1,093,569 |
20 |
1,924.25 |
1,854.50 |
69.75 |
3.6% |
15.50 |
0.8% |
96% |
True |
False |
1,296,902 |
40 |
1,924.25 |
1,803.25 |
121.00 |
6.3% |
18.25 |
1.0% |
98% |
True |
False |
1,483,764 |
60 |
1,924.25 |
1,803.25 |
121.00 |
6.3% |
18.75 |
1.0% |
98% |
True |
False |
1,444,241 |
80 |
1,924.25 |
1,737.25 |
187.00 |
9.7% |
18.75 |
1.0% |
99% |
True |
False |
1,086,491 |
100 |
1,924.25 |
1,725.25 |
199.00 |
10.4% |
19.50 |
1.0% |
99% |
True |
False |
870,297 |
120 |
1,924.25 |
1,725.25 |
199.00 |
10.4% |
18.50 |
1.0% |
99% |
True |
False |
725,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,969.00 |
2.618 |
1,951.75 |
1.618 |
1,941.25 |
1.000 |
1,934.75 |
0.618 |
1,930.75 |
HIGH |
1,924.25 |
0.618 |
1,920.25 |
0.500 |
1,919.00 |
0.382 |
1,917.75 |
LOW |
1,913.75 |
0.618 |
1,907.25 |
1.000 |
1,903.25 |
1.618 |
1,896.75 |
2.618 |
1,886.25 |
4.250 |
1,869.00 |
|
|
Fisher Pivots for day following 02-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,920.75 |
1,919.75 |
PP |
1,920.00 |
1,917.75 |
S1 |
1,919.00 |
1,915.75 |
|