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 |
1,244.1 |
1,245.1 |
1.0 |
0.1% |
1,293.6 |
High |
1,247.5 |
1,248.8 |
1.3 |
0.1% |
1,294.8 |
Low |
1,240.5 |
1,242.7 |
2.2 |
0.2% |
1,241.8 |
Close |
1,244.3 |
1,244.0 |
-0.3 |
0.0% |
1,245.6 |
Range |
7.0 |
6.1 |
-0.9 |
-12.9% |
53.0 |
ATR |
15.0 |
14.4 |
-0.6 |
-4.2% |
0.0 |
Volume |
654 |
604 |
-50 |
-7.6% |
462,813 |
|
Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.5 |
1,259.8 |
1,247.4 |
|
R3 |
1,257.4 |
1,253.7 |
1,245.7 |
|
R2 |
1,251.3 |
1,251.3 |
1,245.1 |
|
R1 |
1,247.6 |
1,247.6 |
1,244.6 |
1,246.4 |
PP |
1,245.2 |
1,245.2 |
1,245.2 |
1,244.6 |
S1 |
1,241.5 |
1,241.5 |
1,243.4 |
1,240.3 |
S2 |
1,239.1 |
1,239.1 |
1,242.9 |
|
S3 |
1,233.0 |
1,235.4 |
1,242.3 |
|
S4 |
1,226.9 |
1,229.3 |
1,240.6 |
|
|
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 |
1,260.6 |
1,240.5 |
20.1 |
1.6% |
10.1 |
0.8% |
17% |
False |
False |
8,783 |
10 |
1,304.1 |
1,240.5 |
63.6 |
5.1% |
13.0 |
1.0% |
6% |
False |
False |
86,606 |
20 |
1,315.0 |
1,240.5 |
74.5 |
6.0% |
14.3 |
1.2% |
5% |
False |
False |
107,133 |
40 |
1,331.4 |
1,240.5 |
90.9 |
7.3% |
15.9 |
1.3% |
4% |
False |
False |
114,419 |
60 |
1,392.2 |
1,240.5 |
151.7 |
12.2% |
16.5 |
1.3% |
2% |
False |
False |
99,232 |
80 |
1,392.2 |
1,240.5 |
151.7 |
12.2% |
16.6 |
1.3% |
2% |
False |
False |
76,465 |
100 |
1,392.2 |
1,228.9 |
163.3 |
13.1% |
16.6 |
1.3% |
9% |
False |
False |
61,952 |
120 |
1,392.2 |
1,186.7 |
205.5 |
16.5% |
16.9 |
1.4% |
28% |
False |
False |
51,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,274.7 |
2.618 |
1,264.8 |
1.618 |
1,258.7 |
1.000 |
1,254.9 |
0.618 |
1,252.6 |
HIGH |
1,248.8 |
0.618 |
1,246.5 |
0.500 |
1,245.8 |
0.382 |
1,245.0 |
LOW |
1,242.7 |
0.618 |
1,238.9 |
1.000 |
1,236.6 |
1.618 |
1,232.8 |
2.618 |
1,226.7 |
4.250 |
1,216.8 |
|
|
Fisher Pivots for day following 04-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,245.8 |
1,245.6 |
PP |
1,245.2 |
1,245.1 |
S1 |
1,244.6 |
1,244.5 |
|