Trading Metrics calculated at close of trading on 04-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,728.00 |
3,732.75 |
4.75 |
0.1% |
3,679.00 |
High |
3,735.75 |
3,749.25 |
13.50 |
0.4% |
3,740.50 |
Low |
3,714.00 |
3,714.00 |
0.00 |
0.0% |
3,677.50 |
Close |
3,730.75 |
3,743.25 |
12.50 |
0.3% |
3,735.50 |
Range |
21.75 |
35.25 |
13.50 |
62.1% |
63.00 |
ATR |
41.42 |
40.98 |
-0.44 |
-1.1% |
0.00 |
Volume |
183,988 |
188,803 |
4,815 |
2.6% |
821,078 |
|
Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,841.25 |
3,827.50 |
3,762.75 |
|
R3 |
3,806.00 |
3,792.25 |
3,753.00 |
|
R2 |
3,770.75 |
3,770.75 |
3,749.75 |
|
R1 |
3,757.00 |
3,757.00 |
3,746.50 |
3,764.00 |
PP |
3,735.50 |
3,735.50 |
3,735.50 |
3,739.00 |
S1 |
3,721.75 |
3,721.75 |
3,740.00 |
3,728.50 |
S2 |
3,700.25 |
3,700.25 |
3,736.75 |
|
S3 |
3,665.00 |
3,686.50 |
3,733.50 |
|
S4 |
3,629.75 |
3,651.25 |
3,723.75 |
|
|
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 |
3,749.25 |
3,707.25 |
42.00 |
1.1% |
28.00 |
0.8% |
86% |
True |
False |
199,537 |
10 |
3,749.25 |
3,593.25 |
156.00 |
4.2% |
31.25 |
0.8% |
96% |
True |
False |
206,141 |
20 |
3,749.25 |
3,497.50 |
251.75 |
6.7% |
40.25 |
1.1% |
98% |
True |
False |
256,626 |
40 |
3,749.25 |
3,404.75 |
344.50 |
9.2% |
49.50 |
1.3% |
98% |
True |
False |
299,581 |
60 |
3,749.25 |
3,404.75 |
344.50 |
9.2% |
53.75 |
1.4% |
98% |
True |
False |
304,861 |
80 |
3,749.25 |
3,404.75 |
344.50 |
9.2% |
49.25 |
1.3% |
98% |
True |
False |
228,950 |
100 |
3,749.25 |
3,404.75 |
344.50 |
9.2% |
49.25 |
1.3% |
98% |
True |
False |
183,221 |
120 |
3,749.25 |
3,404.75 |
344.50 |
9.2% |
44.25 |
1.2% |
98% |
True |
False |
152,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,899.00 |
2.618 |
3,841.50 |
1.618 |
3,806.25 |
1.000 |
3,784.50 |
0.618 |
3,771.00 |
HIGH |
3,749.25 |
0.618 |
3,735.75 |
0.500 |
3,731.50 |
0.382 |
3,727.50 |
LOW |
3,714.00 |
0.618 |
3,692.25 |
1.000 |
3,678.75 |
1.618 |
3,657.00 |
2.618 |
3,621.75 |
4.250 |
3,564.25 |
|
|
Fisher Pivots for day following 04-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,739.50 |
3,738.25 |
PP |
3,735.50 |
3,733.25 |
S1 |
3,731.50 |
3,728.25 |
|