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 |
1,245.1 |
1,244.0 |
-1.1 |
-0.1% |
1,293.6 |
High |
1,248.8 |
1,256.6 |
7.8 |
0.6% |
1,294.8 |
Low |
1,242.7 |
1,241.2 |
-1.5 |
-0.1% |
1,241.8 |
Close |
1,244.0 |
1,253.0 |
9.0 |
0.7% |
1,245.6 |
Range |
6.1 |
15.4 |
9.3 |
152.5% |
53.0 |
ATR |
14.4 |
14.4 |
0.1 |
0.5% |
0.0 |
Volume |
604 |
1,317 |
713 |
118.0% |
462,813 |
|
Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.5 |
1,290.1 |
1,261.5 |
|
R3 |
1,281.1 |
1,274.7 |
1,257.2 |
|
R2 |
1,265.7 |
1,265.7 |
1,255.8 |
|
R1 |
1,259.3 |
1,259.3 |
1,254.4 |
1,262.5 |
PP |
1,250.3 |
1,250.3 |
1,250.3 |
1,251.9 |
S1 |
1,243.9 |
1,243.9 |
1,251.6 |
1,247.1 |
S2 |
1,234.9 |
1,234.9 |
1,250.2 |
|
S3 |
1,219.5 |
1,228.5 |
1,248.8 |
|
S4 |
1,204.1 |
1,213.1 |
1,244.5 |
|
|
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 |
1,259.6 |
1,240.5 |
19.1 |
1.5% |
11.2 |
0.9% |
65% |
False |
False |
1,437 |
10 |
1,304.1 |
1,240.5 |
63.6 |
5.1% |
13.2 |
1.1% |
20% |
False |
False |
74,137 |
20 |
1,309.2 |
1,240.5 |
68.7 |
5.5% |
13.7 |
1.1% |
18% |
False |
False |
98,509 |
40 |
1,331.4 |
1,240.5 |
90.9 |
7.3% |
15.8 |
1.3% |
14% |
False |
False |
111,471 |
60 |
1,392.2 |
1,240.5 |
151.7 |
12.1% |
16.5 |
1.3% |
8% |
False |
False |
98,924 |
80 |
1,392.2 |
1,240.5 |
151.7 |
12.1% |
16.6 |
1.3% |
8% |
False |
False |
76,435 |
100 |
1,392.2 |
1,233.0 |
159.2 |
12.7% |
16.6 |
1.3% |
13% |
False |
False |
61,939 |
120 |
1,392.2 |
1,186.7 |
205.5 |
16.4% |
17.0 |
1.4% |
32% |
False |
False |
51,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,322.1 |
2.618 |
1,296.9 |
1.618 |
1,281.5 |
1.000 |
1,272.0 |
0.618 |
1,266.1 |
HIGH |
1,256.6 |
0.618 |
1,250.7 |
0.500 |
1,248.9 |
0.382 |
1,247.1 |
LOW |
1,241.2 |
0.618 |
1,231.7 |
1.000 |
1,225.8 |
1.618 |
1,216.3 |
2.618 |
1,200.9 |
4.250 |
1,175.8 |
|
|
Fisher Pivots for day following 05-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,251.6 |
1,251.5 |
PP |
1,250.3 |
1,250.0 |
S1 |
1,248.9 |
1,248.6 |
|