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 |
3,735.25 |
3,735.00 |
-0.25 |
0.0% |
3,679.00 |
High |
3,740.50 |
3,741.50 |
1.00 |
0.0% |
3,740.50 |
Low |
3,715.25 |
3,707.25 |
-8.00 |
-0.2% |
3,677.50 |
Close |
3,735.50 |
3,727.50 |
-8.00 |
-0.2% |
3,735.50 |
Range |
25.25 |
34.25 |
9.00 |
35.6% |
63.00 |
ATR |
43.60 |
42.93 |
-0.67 |
-1.5% |
0.00 |
Volume |
214,382 |
225,591 |
11,209 |
5.2% |
821,078 |
|
Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,828.25 |
3,812.00 |
3,746.25 |
|
R3 |
3,794.00 |
3,777.75 |
3,737.00 |
|
R2 |
3,759.75 |
3,759.75 |
3,733.75 |
|
R1 |
3,743.50 |
3,743.50 |
3,730.75 |
3,734.50 |
PP |
3,725.50 |
3,725.50 |
3,725.50 |
3,721.00 |
S1 |
3,709.25 |
3,709.25 |
3,724.25 |
3,700.25 |
S2 |
3,691.25 |
3,691.25 |
3,721.25 |
|
S3 |
3,657.00 |
3,675.00 |
3,718.00 |
|
S4 |
3,622.75 |
3,640.75 |
3,708.75 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,906.75 |
3,884.25 |
3,770.25 |
|
R3 |
3,843.75 |
3,821.25 |
3,752.75 |
|
R2 |
3,780.75 |
3,780.75 |
3,747.00 |
|
R1 |
3,758.25 |
3,758.25 |
3,741.25 |
3,769.50 |
PP |
3,717.75 |
3,717.75 |
3,717.75 |
3,723.50 |
S1 |
3,695.25 |
3,695.25 |
3,729.75 |
3,706.50 |
S2 |
3,654.75 |
3,654.75 |
3,724.00 |
|
S3 |
3,591.75 |
3,632.25 |
3,718.25 |
|
S4 |
3,528.75 |
3,569.25 |
3,700.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,741.50 |
3,677.50 |
64.00 |
1.7% |
30.25 |
0.8% |
78% |
True |
False |
209,333 |
10 |
3,741.50 |
3,565.50 |
176.00 |
4.7% |
34.50 |
0.9% |
92% |
True |
False |
220,747 |
20 |
3,741.50 |
3,497.50 |
244.00 |
6.5% |
42.75 |
1.1% |
94% |
True |
False |
262,804 |
40 |
3,741.50 |
3,404.75 |
336.75 |
9.0% |
53.25 |
1.4% |
96% |
True |
False |
318,395 |
60 |
3,741.50 |
3,404.75 |
336.75 |
9.0% |
54.25 |
1.5% |
96% |
True |
False |
298,705 |
80 |
3,741.50 |
3,404.75 |
336.75 |
9.0% |
50.25 |
1.3% |
96% |
True |
False |
224,299 |
100 |
3,741.50 |
3,404.75 |
336.75 |
9.0% |
49.25 |
1.3% |
96% |
True |
False |
179,494 |
120 |
3,741.50 |
3,404.75 |
336.75 |
9.0% |
43.75 |
1.2% |
96% |
True |
False |
149,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,887.00 |
2.618 |
3,831.25 |
1.618 |
3,797.00 |
1.000 |
3,775.75 |
0.618 |
3,762.75 |
HIGH |
3,741.50 |
0.618 |
3,728.50 |
0.500 |
3,724.50 |
0.382 |
3,720.25 |
LOW |
3,707.25 |
0.618 |
3,686.00 |
1.000 |
3,673.00 |
1.618 |
3,651.75 |
2.618 |
3,617.50 |
4.250 |
3,561.75 |
|
|
Fisher Pivots for day following 02-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,726.50 |
3,726.50 |
PP |
3,725.50 |
3,725.50 |
S1 |
3,724.50 |
3,724.50 |
|