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 |
1,255.1 |
1,250.0 |
-5.1 |
-0.4% |
1,293.6 |
High |
1,259.6 |
1,250.7 |
-8.9 |
-0.7% |
1,294.8 |
Low |
1,241.8 |
1,240.9 |
-0.9 |
-0.1% |
1,241.8 |
Close |
1,245.6 |
1,243.7 |
-1.9 |
-0.2% |
1,245.6 |
Range |
17.8 |
9.8 |
-8.0 |
-44.9% |
53.0 |
ATR |
16.1 |
15.6 |
-0.4 |
-2.8% |
0.0 |
Volume |
3,839 |
774 |
-3,065 |
-79.8% |
462,813 |
|
Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,274.5 |
1,268.9 |
1,249.1 |
|
R3 |
1,264.7 |
1,259.1 |
1,246.4 |
|
R2 |
1,254.9 |
1,254.9 |
1,245.5 |
|
R1 |
1,249.3 |
1,249.3 |
1,244.6 |
1,247.2 |
PP |
1,245.1 |
1,245.1 |
1,245.1 |
1,244.1 |
S1 |
1,239.5 |
1,239.5 |
1,242.8 |
1,237.4 |
S2 |
1,235.3 |
1,235.3 |
1,241.9 |
|
S3 |
1,225.5 |
1,229.7 |
1,241.0 |
|
S4 |
1,215.7 |
1,219.9 |
1,238.3 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,419.7 |
1,385.7 |
1,274.8 |
|
R3 |
1,366.7 |
1,332.7 |
1,260.2 |
|
R2 |
1,313.7 |
1,313.7 |
1,255.3 |
|
R1 |
1,279.7 |
1,279.7 |
1,250.5 |
1,270.2 |
PP |
1,260.7 |
1,260.7 |
1,260.7 |
1,256.0 |
S1 |
1,226.7 |
1,226.7 |
1,240.7 |
1,217.2 |
S2 |
1,207.7 |
1,207.7 |
1,235.9 |
|
S3 |
1,154.7 |
1,173.7 |
1,231.0 |
|
S4 |
1,101.7 |
1,120.7 |
1,216.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,294.8 |
1,240.9 |
53.9 |
4.3% |
16.1 |
1.3% |
5% |
False |
True |
92,717 |
10 |
1,305.7 |
1,240.9 |
64.8 |
5.2% |
14.4 |
1.2% |
4% |
False |
True |
110,279 |
20 |
1,315.8 |
1,240.9 |
74.9 |
6.0% |
15.0 |
1.2% |
4% |
False |
True |
118,022 |
40 |
1,331.4 |
1,240.9 |
90.5 |
7.3% |
16.3 |
1.3% |
3% |
False |
True |
120,032 |
60 |
1,392.2 |
1,240.9 |
151.3 |
12.2% |
16.9 |
1.4% |
2% |
False |
True |
99,901 |
80 |
1,392.2 |
1,240.9 |
151.3 |
12.2% |
16.7 |
1.3% |
2% |
False |
True |
76,478 |
100 |
1,392.2 |
1,219.8 |
172.4 |
13.9% |
16.7 |
1.3% |
14% |
False |
False |
61,993 |
120 |
1,392.2 |
1,186.7 |
205.5 |
16.5% |
17.2 |
1.4% |
28% |
False |
False |
51,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,292.4 |
2.618 |
1,276.4 |
1.618 |
1,266.6 |
1.000 |
1,260.5 |
0.618 |
1,256.8 |
HIGH |
1,250.7 |
0.618 |
1,247.0 |
0.500 |
1,245.8 |
0.382 |
1,244.6 |
LOW |
1,240.9 |
0.618 |
1,234.8 |
1.000 |
1,231.1 |
1.618 |
1,225.0 |
2.618 |
1,215.2 |
4.250 |
1,199.3 |
|
|
Fisher Pivots for day following 02-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,245.8 |
1,250.8 |
PP |
1,245.1 |
1,248.4 |
S1 |
1,244.4 |
1,246.1 |
|