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 |
1,255.9 |
1,250.5 |
-5.4 |
-0.4% |
1,294.3 |
High |
1,260.6 |
1,251.0 |
-9.6 |
-0.8% |
1,294.7 |
Low |
1,242.2 |
1,241.1 |
-1.1 |
-0.1% |
1,242.2 |
Close |
1,246.0 |
1,244.0 |
-2.0 |
-0.2% |
1,246.0 |
Range |
18.4 |
9.9 |
-8.5 |
-46.2% |
52.5 |
ATR |
15.6 |
15.2 |
-0.4 |
-2.6% |
0.0 |
Volume |
136,541 |
91,403 |
-45,138 |
-33.1% |
501,405 |
|
Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,275.1 |
1,269.4 |
1,249.4 |
|
R3 |
1,265.2 |
1,259.5 |
1,246.7 |
|
R2 |
1,255.3 |
1,255.3 |
1,245.8 |
|
R1 |
1,249.6 |
1,249.6 |
1,244.9 |
1,247.5 |
PP |
1,245.4 |
1,245.4 |
1,245.4 |
1,244.3 |
S1 |
1,239.7 |
1,239.7 |
1,243.1 |
1,237.6 |
S2 |
1,235.5 |
1,235.5 |
1,242.2 |
|
S3 |
1,225.6 |
1,229.8 |
1,241.3 |
|
S4 |
1,215.7 |
1,219.9 |
1,238.6 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,418.5 |
1,384.7 |
1,274.9 |
|
R3 |
1,366.0 |
1,332.2 |
1,260.4 |
|
R2 |
1,313.5 |
1,313.5 |
1,255.6 |
|
R1 |
1,279.7 |
1,279.7 |
1,250.8 |
1,270.4 |
PP |
1,261.0 |
1,261.0 |
1,261.0 |
1,256.3 |
S1 |
1,227.2 |
1,227.2 |
1,241.2 |
1,217.9 |
S2 |
1,208.5 |
1,208.5 |
1,236.4 |
|
S3 |
1,156.0 |
1,174.7 |
1,231.6 |
|
S4 |
1,103.5 |
1,122.2 |
1,217.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,294.7 |
1,241.1 |
53.6 |
4.3% |
16.2 |
1.3% |
5% |
False |
True |
118,561 |
10 |
1,305.8 |
1,241.1 |
64.7 |
5.2% |
14.4 |
1.2% |
4% |
False |
True |
73,424 |
20 |
1,315.7 |
1,241.1 |
74.6 |
6.0% |
14.6 |
1.2% |
4% |
False |
True |
45,641 |
40 |
1,331.0 |
1,241.1 |
89.9 |
7.2% |
15.5 |
1.2% |
3% |
False |
True |
25,065 |
60 |
1,392.0 |
1,241.1 |
150.9 |
12.1% |
15.7 |
1.3% |
2% |
False |
True |
17,690 |
80 |
1,392.0 |
1,241.1 |
150.9 |
12.1% |
15.2 |
1.2% |
2% |
False |
True |
13,634 |
100 |
1,392.0 |
1,221.9 |
170.1 |
13.7% |
14.5 |
1.2% |
13% |
False |
False |
11,220 |
120 |
1,392.0 |
1,187.2 |
204.8 |
16.5% |
14.3 |
1.1% |
28% |
False |
False |
9,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,293.1 |
2.618 |
1,276.9 |
1.618 |
1,267.0 |
1.000 |
1,260.9 |
0.618 |
1,257.1 |
HIGH |
1,251.0 |
0.618 |
1,247.2 |
0.500 |
1,246.1 |
0.382 |
1,244.9 |
LOW |
1,241.1 |
0.618 |
1,235.0 |
1.000 |
1,231.2 |
1.618 |
1,225.1 |
2.618 |
1,215.2 |
4.250 |
1,199.0 |
|
|
Fisher Pivots for day following 02-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,246.1 |
1,251.3 |
PP |
1,245.4 |
1,248.9 |
S1 |
1,244.7 |
1,246.4 |
|