Trading Metrics calculated at close of trading on 03-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,735.00 |
3,728.00 |
-7.00 |
-0.2% |
3,679.00 |
High |
3,741.50 |
3,735.75 |
-5.75 |
-0.2% |
3,740.50 |
Low |
3,707.25 |
3,714.00 |
6.75 |
0.2% |
3,677.50 |
Close |
3,727.50 |
3,730.75 |
3.25 |
0.1% |
3,735.50 |
Range |
34.25 |
21.75 |
-12.50 |
-36.5% |
63.00 |
ATR |
42.93 |
41.42 |
-1.51 |
-3.5% |
0.00 |
Volume |
225,591 |
183,988 |
-41,603 |
-18.4% |
821,078 |
|
Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,792.00 |
3,783.25 |
3,742.75 |
|
R3 |
3,770.25 |
3,761.50 |
3,736.75 |
|
R2 |
3,748.50 |
3,748.50 |
3,734.75 |
|
R1 |
3,739.75 |
3,739.75 |
3,732.75 |
3,744.00 |
PP |
3,726.75 |
3,726.75 |
3,726.75 |
3,729.00 |
S1 |
3,718.00 |
3,718.00 |
3,728.75 |
3,722.50 |
S2 |
3,705.00 |
3,705.00 |
3,726.75 |
|
S3 |
3,683.25 |
3,696.25 |
3,724.75 |
|
S4 |
3,661.50 |
3,674.50 |
3,718.75 |
|
|
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 |
3,707.25 |
34.25 |
0.9% |
25.50 |
0.7% |
69% |
False |
False |
205,418 |
10 |
3,741.50 |
3,584.50 |
157.00 |
4.2% |
31.50 |
0.8% |
93% |
False |
False |
217,042 |
20 |
3,741.50 |
3,497.50 |
244.00 |
6.5% |
41.25 |
1.1% |
96% |
False |
False |
260,235 |
40 |
3,741.50 |
3,404.75 |
336.75 |
9.0% |
50.50 |
1.4% |
97% |
False |
False |
307,659 |
60 |
3,741.50 |
3,404.75 |
336.75 |
9.0% |
53.50 |
1.4% |
97% |
False |
False |
301,754 |
80 |
3,741.50 |
3,404.75 |
336.75 |
9.0% |
50.00 |
1.3% |
97% |
False |
False |
226,592 |
100 |
3,741.50 |
3,404.75 |
336.75 |
9.0% |
49.25 |
1.3% |
97% |
False |
False |
181,334 |
120 |
3,741.50 |
3,404.75 |
336.75 |
9.0% |
43.75 |
1.2% |
97% |
False |
False |
151,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,828.25 |
2.618 |
3,792.75 |
1.618 |
3,771.00 |
1.000 |
3,757.50 |
0.618 |
3,749.25 |
HIGH |
3,735.75 |
0.618 |
3,727.50 |
0.500 |
3,725.00 |
0.382 |
3,722.25 |
LOW |
3,714.00 |
0.618 |
3,700.50 |
1.000 |
3,692.25 |
1.618 |
3,678.75 |
2.618 |
3,657.00 |
4.250 |
3,621.50 |
|
|
Fisher Pivots for day following 03-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,728.75 |
3,728.50 |
PP |
3,726.75 |
3,726.50 |
S1 |
3,725.00 |
3,724.50 |
|