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 |
1,250.0 |
1,244.1 |
-5.9 |
-0.5% |
1,293.6 |
High |
1,250.7 |
1,247.5 |
-3.2 |
-0.3% |
1,294.8 |
Low |
1,240.9 |
1,240.5 |
-0.4 |
0.0% |
1,241.8 |
Close |
1,243.7 |
1,244.3 |
0.6 |
0.0% |
1,245.6 |
Range |
9.8 |
7.0 |
-2.8 |
-28.6% |
53.0 |
ATR |
15.6 |
15.0 |
-0.6 |
-3.9% |
0.0 |
Volume |
774 |
654 |
-120 |
-15.5% |
462,813 |
|
Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.1 |
1,261.7 |
1,248.2 |
|
R3 |
1,258.1 |
1,254.7 |
1,246.2 |
|
R2 |
1,251.1 |
1,251.1 |
1,245.6 |
|
R1 |
1,247.7 |
1,247.7 |
1,244.9 |
1,249.4 |
PP |
1,244.1 |
1,244.1 |
1,244.1 |
1,245.0 |
S1 |
1,240.7 |
1,240.7 |
1,243.7 |
1,242.4 |
S2 |
1,237.1 |
1,237.1 |
1,243.0 |
|
S3 |
1,230.1 |
1,233.7 |
1,242.4 |
|
S4 |
1,223.1 |
1,226.7 |
1,240.5 |
|
|
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 |
1,267.3 |
1,240.5 |
26.8 |
2.2% |
11.2 |
0.9% |
14% |
False |
True |
42,427 |
10 |
1,304.1 |
1,240.5 |
63.6 |
5.1% |
13.5 |
1.1% |
6% |
False |
True |
99,494 |
20 |
1,315.0 |
1,240.5 |
74.5 |
6.0% |
14.5 |
1.2% |
5% |
False |
True |
112,273 |
40 |
1,331.4 |
1,240.5 |
90.9 |
7.3% |
15.9 |
1.3% |
4% |
False |
True |
116,411 |
60 |
1,392.2 |
1,240.5 |
151.7 |
12.2% |
16.6 |
1.3% |
3% |
False |
True |
99,517 |
80 |
1,392.2 |
1,240.5 |
151.7 |
12.2% |
16.7 |
1.3% |
3% |
False |
True |
76,466 |
100 |
1,392.2 |
1,225.0 |
167.2 |
13.4% |
16.6 |
1.3% |
12% |
False |
False |
61,973 |
120 |
1,392.2 |
1,186.7 |
205.5 |
16.5% |
17.1 |
1.4% |
28% |
False |
False |
51,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,277.3 |
2.618 |
1,265.8 |
1.618 |
1,258.8 |
1.000 |
1,254.5 |
0.618 |
1,251.8 |
HIGH |
1,247.5 |
0.618 |
1,244.8 |
0.500 |
1,244.0 |
0.382 |
1,243.2 |
LOW |
1,240.5 |
0.618 |
1,236.2 |
1.000 |
1,233.5 |
1.618 |
1,229.2 |
2.618 |
1,222.2 |
4.250 |
1,210.8 |
|
|
Fisher Pivots for day following 03-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,244.2 |
1,250.1 |
PP |
1,244.1 |
1,248.1 |
S1 |
1,244.0 |
1,246.2 |
|