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 |
1,922.75 |
1,925.50 |
2.75 |
0.1% |
1,898.00 |
High |
1,927.00 |
1,940.75 |
13.75 |
0.7% |
1,922.25 |
Low |
1,916.00 |
1,921.00 |
5.00 |
0.3% |
1,897.00 |
Close |
1,925.75 |
1,938.50 |
12.75 |
0.7% |
1,921.50 |
Range |
11.00 |
19.75 |
8.75 |
79.5% |
25.25 |
ATR |
14.36 |
14.74 |
0.39 |
2.7% |
0.00 |
Volume |
917,108 |
1,676,659 |
759,551 |
82.8% |
4,135,429 |
|
Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,992.75 |
1,985.25 |
1,949.25 |
|
R3 |
1,973.00 |
1,965.50 |
1,944.00 |
|
R2 |
1,953.25 |
1,953.25 |
1,942.00 |
|
R1 |
1,945.75 |
1,945.75 |
1,940.25 |
1,949.50 |
PP |
1,933.50 |
1,933.50 |
1,933.50 |
1,935.25 |
S1 |
1,926.00 |
1,926.00 |
1,936.75 |
1,929.75 |
S2 |
1,913.75 |
1,913.75 |
1,935.00 |
|
S3 |
1,894.00 |
1,906.25 |
1,933.00 |
|
S4 |
1,874.25 |
1,886.50 |
1,927.75 |
|
|
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 |
1,940.75 |
1,913.75 |
27.00 |
1.4% |
11.25 |
0.6% |
92% |
True |
False |
1,152,865 |
10 |
1,940.75 |
1,882.75 |
58.00 |
3.0% |
11.00 |
0.6% |
96% |
True |
False |
1,051,889 |
20 |
1,940.75 |
1,859.00 |
81.75 |
4.2% |
14.25 |
0.7% |
97% |
True |
False |
1,246,218 |
40 |
1,940.75 |
1,803.25 |
137.50 |
7.1% |
17.25 |
0.9% |
98% |
True |
False |
1,409,040 |
60 |
1,940.75 |
1,803.25 |
137.50 |
7.1% |
18.50 |
1.0% |
98% |
True |
False |
1,498,709 |
80 |
1,940.75 |
1,787.50 |
153.25 |
7.9% |
18.25 |
0.9% |
99% |
True |
False |
1,130,460 |
100 |
1,940.75 |
1,725.25 |
215.50 |
11.1% |
19.50 |
1.0% |
99% |
True |
False |
905,608 |
120 |
1,940.75 |
1,725.25 |
215.50 |
11.1% |
18.50 |
1.0% |
99% |
True |
False |
754,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,024.75 |
2.618 |
1,992.50 |
1.618 |
1,972.75 |
1.000 |
1,960.50 |
0.618 |
1,953.00 |
HIGH |
1,940.75 |
0.618 |
1,933.25 |
0.500 |
1,931.00 |
0.382 |
1,928.50 |
LOW |
1,921.00 |
0.618 |
1,908.75 |
1.000 |
1,901.25 |
1.618 |
1,889.00 |
2.618 |
1,869.25 |
4.250 |
1,837.00 |
|
|
Fisher Pivots for day following 05-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,936.00 |
1,935.00 |
PP |
1,933.50 |
1,931.75 |
S1 |
1,931.00 |
1,928.50 |
|