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 |
3,732.75 |
3,743.50 |
10.75 |
0.3% |
3,679.00 |
High |
3,749.25 |
3,782.00 |
32.75 |
0.9% |
3,740.50 |
Low |
3,714.00 |
3,734.00 |
20.00 |
0.5% |
3,677.50 |
Close |
3,743.25 |
3,776.25 |
33.00 |
0.9% |
3,735.50 |
Range |
35.25 |
48.00 |
12.75 |
36.2% |
63.00 |
ATR |
40.98 |
41.48 |
0.50 |
1.2% |
0.00 |
Volume |
188,803 |
283,290 |
94,487 |
50.0% |
821,078 |
|
Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,908.00 |
3,890.25 |
3,802.75 |
|
R3 |
3,860.00 |
3,842.25 |
3,789.50 |
|
R2 |
3,812.00 |
3,812.00 |
3,785.00 |
|
R1 |
3,794.25 |
3,794.25 |
3,780.75 |
3,803.00 |
PP |
3,764.00 |
3,764.00 |
3,764.00 |
3,768.50 |
S1 |
3,746.25 |
3,746.25 |
3,771.75 |
3,755.00 |
S2 |
3,716.00 |
3,716.00 |
3,767.50 |
|
S3 |
3,668.00 |
3,698.25 |
3,763.00 |
|
S4 |
3,620.00 |
3,650.25 |
3,749.75 |
|
|
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 |
3,782.00 |
3,707.25 |
74.75 |
2.0% |
33.00 |
0.9% |
92% |
True |
False |
219,210 |
10 |
3,782.00 |
3,631.25 |
150.75 |
4.0% |
31.75 |
0.8% |
96% |
True |
False |
208,752 |
20 |
3,782.00 |
3,510.50 |
271.50 |
7.2% |
39.25 |
1.0% |
98% |
True |
False |
248,429 |
40 |
3,782.00 |
3,404.75 |
377.25 |
10.0% |
49.50 |
1.3% |
98% |
True |
False |
296,659 |
60 |
3,782.00 |
3,404.75 |
377.25 |
10.0% |
53.75 |
1.4% |
98% |
True |
False |
309,424 |
80 |
3,782.00 |
3,404.75 |
377.25 |
10.0% |
49.50 |
1.3% |
98% |
True |
False |
232,481 |
100 |
3,782.00 |
3,404.75 |
377.25 |
10.0% |
49.50 |
1.3% |
98% |
True |
False |
186,054 |
120 |
3,782.00 |
3,404.75 |
377.25 |
10.0% |
44.50 |
1.2% |
98% |
True |
False |
155,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,986.00 |
2.618 |
3,907.75 |
1.618 |
3,859.75 |
1.000 |
3,830.00 |
0.618 |
3,811.75 |
HIGH |
3,782.00 |
0.618 |
3,763.75 |
0.500 |
3,758.00 |
0.382 |
3,752.25 |
LOW |
3,734.00 |
0.618 |
3,704.25 |
1.000 |
3,686.00 |
1.618 |
3,656.25 |
2.618 |
3,608.25 |
4.250 |
3,530.00 |
|
|
Fisher Pivots for day following 05-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,770.25 |
3,766.75 |
PP |
3,764.00 |
3,757.50 |
S1 |
3,758.00 |
3,748.00 |
|