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 |
1,925.50 |
1,938.50 |
13.00 |
0.7% |
1,921.25 |
High |
1,940.75 |
1,949.50 |
8.75 |
0.5% |
1,949.50 |
Low |
1,921.00 |
1,937.75 |
16.75 |
0.9% |
1,913.75 |
Close |
1,938.50 |
1,949.25 |
10.75 |
0.6% |
1,949.25 |
Range |
19.75 |
11.75 |
-8.00 |
-40.5% |
35.75 |
ATR |
14.74 |
14.53 |
-0.21 |
-1.5% |
0.00 |
Volume |
1,676,659 |
1,205,739 |
-470,920 |
-28.1% |
5,801,033 |
|
Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,980.75 |
1,976.75 |
1,955.75 |
|
R3 |
1,969.00 |
1,965.00 |
1,952.50 |
|
R2 |
1,957.25 |
1,957.25 |
1,951.50 |
|
R1 |
1,953.25 |
1,953.25 |
1,950.25 |
1,955.25 |
PP |
1,945.50 |
1,945.50 |
1,945.50 |
1,946.50 |
S1 |
1,941.50 |
1,941.50 |
1,948.25 |
1,943.50 |
S2 |
1,933.75 |
1,933.75 |
1,947.00 |
|
S3 |
1,922.00 |
1,929.75 |
1,946.00 |
|
S4 |
1,910.25 |
1,918.00 |
1,942.75 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,044.75 |
2,032.75 |
1,969.00 |
|
R3 |
2,009.00 |
1,997.00 |
1,959.00 |
|
R2 |
1,973.25 |
1,973.25 |
1,955.75 |
|
R1 |
1,961.25 |
1,961.25 |
1,952.50 |
1,967.25 |
PP |
1,937.50 |
1,937.50 |
1,937.50 |
1,940.50 |
S1 |
1,925.50 |
1,925.50 |
1,946.00 |
1,931.50 |
S2 |
1,901.75 |
1,901.75 |
1,942.75 |
|
S3 |
1,866.00 |
1,889.75 |
1,939.50 |
|
S4 |
1,830.25 |
1,854.00 |
1,929.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,949.50 |
1,913.75 |
35.75 |
1.8% |
12.00 |
0.6% |
99% |
True |
False |
1,160,206 |
10 |
1,949.50 |
1,889.50 |
60.00 |
3.1% |
11.25 |
0.6% |
100% |
True |
False |
1,069,801 |
20 |
1,949.50 |
1,859.00 |
90.50 |
4.6% |
14.00 |
0.7% |
100% |
True |
False |
1,218,850 |
40 |
1,949.50 |
1,803.25 |
146.25 |
7.5% |
17.00 |
0.9% |
100% |
True |
False |
1,403,828 |
60 |
1,949.50 |
1,803.25 |
146.25 |
7.5% |
18.50 |
0.9% |
100% |
True |
False |
1,515,130 |
80 |
1,949.50 |
1,795.50 |
154.00 |
7.9% |
18.25 |
0.9% |
100% |
True |
False |
1,145,451 |
100 |
1,949.50 |
1,725.25 |
224.25 |
11.5% |
19.25 |
1.0% |
100% |
True |
False |
917,633 |
120 |
1,949.50 |
1,725.25 |
224.25 |
11.5% |
18.50 |
1.0% |
100% |
True |
False |
765,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,999.50 |
2.618 |
1,980.25 |
1.618 |
1,968.50 |
1.000 |
1,961.25 |
0.618 |
1,956.75 |
HIGH |
1,949.50 |
0.618 |
1,945.00 |
0.500 |
1,943.50 |
0.382 |
1,942.25 |
LOW |
1,937.75 |
0.618 |
1,930.50 |
1.000 |
1,926.00 |
1.618 |
1,918.75 |
2.618 |
1,907.00 |
4.250 |
1,887.75 |
|
|
Fisher Pivots for day following 06-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,947.50 |
1,943.75 |
PP |
1,945.50 |
1,938.25 |
S1 |
1,943.50 |
1,932.75 |
|