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 |
1,244.0 |
1,253.4 |
9.4 |
0.8% |
1,250.0 |
High |
1,256.6 |
1,256.6 |
0.0 |
0.0% |
1,256.6 |
Low |
1,241.2 |
1,246.3 |
5.1 |
0.4% |
1,240.5 |
Close |
1,253.0 |
1,252.1 |
-0.9 |
-0.1% |
1,252.1 |
Range |
15.4 |
10.3 |
-5.1 |
-33.1% |
16.1 |
ATR |
14.4 |
14.1 |
-0.3 |
-2.0% |
0.0 |
Volume |
1,317 |
381 |
-936 |
-71.1% |
3,730 |
|
Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.6 |
1,277.6 |
1,257.8 |
|
R3 |
1,272.3 |
1,267.3 |
1,254.9 |
|
R2 |
1,262.0 |
1,262.0 |
1,254.0 |
|
R1 |
1,257.0 |
1,257.0 |
1,253.0 |
1,254.4 |
PP |
1,251.7 |
1,251.7 |
1,251.7 |
1,250.3 |
S1 |
1,246.7 |
1,246.7 |
1,251.2 |
1,244.1 |
S2 |
1,241.4 |
1,241.4 |
1,250.2 |
|
S3 |
1,231.1 |
1,236.4 |
1,249.3 |
|
S4 |
1,220.8 |
1,226.1 |
1,246.4 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.0 |
1,291.2 |
1,261.0 |
|
R3 |
1,281.9 |
1,275.1 |
1,256.5 |
|
R2 |
1,265.8 |
1,265.8 |
1,255.1 |
|
R1 |
1,259.0 |
1,259.0 |
1,253.6 |
1,262.4 |
PP |
1,249.7 |
1,249.7 |
1,249.7 |
1,251.5 |
S1 |
1,242.9 |
1,242.9 |
1,250.6 |
1,246.3 |
S2 |
1,233.6 |
1,233.6 |
1,249.1 |
|
S3 |
1,217.5 |
1,226.8 |
1,247.7 |
|
S4 |
1,201.4 |
1,210.7 |
1,243.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,256.6 |
1,240.5 |
16.1 |
1.3% |
9.7 |
0.8% |
72% |
True |
False |
746 |
10 |
1,295.7 |
1,240.5 |
55.2 |
4.4% |
12.8 |
1.0% |
21% |
False |
False |
61,352 |
20 |
1,309.2 |
1,240.5 |
68.7 |
5.5% |
13.7 |
1.1% |
17% |
False |
False |
92,622 |
40 |
1,331.4 |
1,240.5 |
90.9 |
7.3% |
15.7 |
1.3% |
13% |
False |
False |
108,341 |
60 |
1,392.2 |
1,240.5 |
151.7 |
12.1% |
16.2 |
1.3% |
8% |
False |
False |
98,322 |
80 |
1,392.2 |
1,240.5 |
151.7 |
12.1% |
16.5 |
1.3% |
8% |
False |
False |
76,414 |
100 |
1,392.2 |
1,233.0 |
159.2 |
12.7% |
16.6 |
1.3% |
12% |
False |
False |
61,921 |
120 |
1,392.2 |
1,186.7 |
205.5 |
16.4% |
16.8 |
1.3% |
32% |
False |
False |
51,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,300.4 |
2.618 |
1,283.6 |
1.618 |
1,273.3 |
1.000 |
1,266.9 |
0.618 |
1,263.0 |
HIGH |
1,256.6 |
0.618 |
1,252.7 |
0.500 |
1,251.5 |
0.382 |
1,250.2 |
LOW |
1,246.3 |
0.618 |
1,239.9 |
1.000 |
1,236.0 |
1.618 |
1,229.6 |
2.618 |
1,219.3 |
4.250 |
1,202.5 |
|
|
Fisher Pivots for day following 06-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,251.9 |
1,251.0 |
PP |
1,251.7 |
1,250.0 |
S1 |
1,251.5 |
1,248.9 |
|