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 |
3,743.50 |
3,777.50 |
34.00 |
0.9% |
3,735.00 |
High |
3,782.00 |
3,800.25 |
18.25 |
0.5% |
3,800.25 |
Low |
3,734.00 |
3,775.75 |
41.75 |
1.1% |
3,707.25 |
Close |
3,776.25 |
3,798.00 |
21.75 |
0.6% |
3,798.00 |
Range |
48.00 |
24.50 |
-23.50 |
-49.0% |
93.00 |
ATR |
41.48 |
40.27 |
-1.21 |
-2.9% |
0.00 |
Volume |
283,290 |
200,419 |
-82,871 |
-29.3% |
1,082,091 |
|
Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,864.75 |
3,856.00 |
3,811.50 |
|
R3 |
3,840.25 |
3,831.50 |
3,804.75 |
|
R2 |
3,815.75 |
3,815.75 |
3,802.50 |
|
R1 |
3,807.00 |
3,807.00 |
3,800.25 |
3,811.50 |
PP |
3,791.25 |
3,791.25 |
3,791.25 |
3,793.50 |
S1 |
3,782.50 |
3,782.50 |
3,795.75 |
3,787.00 |
S2 |
3,766.75 |
3,766.75 |
3,793.50 |
|
S3 |
3,742.25 |
3,758.00 |
3,791.25 |
|
S4 |
3,717.75 |
3,733.50 |
3,784.50 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,047.50 |
4,015.75 |
3,849.25 |
|
R3 |
3,954.50 |
3,922.75 |
3,823.50 |
|
R2 |
3,861.50 |
3,861.50 |
3,815.00 |
|
R1 |
3,829.75 |
3,829.75 |
3,806.50 |
3,845.50 |
PP |
3,768.50 |
3,768.50 |
3,768.50 |
3,776.50 |
S1 |
3,736.75 |
3,736.75 |
3,789.50 |
3,752.50 |
S2 |
3,675.50 |
3,675.50 |
3,781.00 |
|
S3 |
3,582.50 |
3,643.75 |
3,772.50 |
|
S4 |
3,489.50 |
3,550.75 |
3,746.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,800.25 |
3,707.25 |
93.00 |
2.4% |
32.75 |
0.9% |
98% |
True |
False |
216,418 |
10 |
3,800.25 |
3,645.25 |
155.00 |
4.1% |
31.25 |
0.8% |
99% |
True |
False |
207,031 |
20 |
3,800.25 |
3,510.50 |
289.75 |
7.6% |
37.50 |
1.0% |
99% |
True |
False |
239,019 |
40 |
3,800.25 |
3,404.75 |
395.50 |
10.4% |
48.50 |
1.3% |
99% |
True |
False |
293,352 |
60 |
3,800.25 |
3,404.75 |
395.50 |
10.4% |
53.50 |
1.4% |
99% |
True |
False |
312,044 |
80 |
3,800.25 |
3,404.75 |
395.50 |
10.4% |
49.25 |
1.3% |
99% |
True |
False |
234,983 |
100 |
3,800.25 |
3,404.75 |
395.50 |
10.4% |
49.00 |
1.3% |
99% |
True |
False |
188,058 |
120 |
3,800.25 |
3,404.75 |
395.50 |
10.4% |
44.50 |
1.2% |
99% |
True |
False |
156,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,904.50 |
2.618 |
3,864.50 |
1.618 |
3,840.00 |
1.000 |
3,824.75 |
0.618 |
3,815.50 |
HIGH |
3,800.25 |
0.618 |
3,791.00 |
0.500 |
3,788.00 |
0.382 |
3,785.00 |
LOW |
3,775.75 |
0.618 |
3,760.50 |
1.000 |
3,751.25 |
1.618 |
3,736.00 |
2.618 |
3,711.50 |
4.250 |
3,671.50 |
|
|
Fisher Pivots for day following 06-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,794.75 |
3,784.50 |
PP |
3,791.25 |
3,770.75 |
S1 |
3,788.00 |
3,757.00 |
|