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 |
1,250.5 |
1,244.1 |
-6.4 |
-0.5% |
1,294.3 |
High |
1,251.0 |
1,247.9 |
-3.1 |
-0.2% |
1,294.7 |
Low |
1,241.1 |
1,240.2 |
-0.9 |
-0.1% |
1,242.2 |
Close |
1,244.0 |
1,244.5 |
0.5 |
0.0% |
1,246.0 |
Range |
9.9 |
7.7 |
-2.2 |
-22.2% |
52.5 |
ATR |
15.2 |
14.6 |
-0.5 |
-3.5% |
0.0 |
Volume |
91,403 |
90,049 |
-1,354 |
-1.5% |
501,405 |
|
Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,267.3 |
1,263.6 |
1,248.7 |
|
R3 |
1,259.6 |
1,255.9 |
1,246.6 |
|
R2 |
1,251.9 |
1,251.9 |
1,245.9 |
|
R1 |
1,248.2 |
1,248.2 |
1,245.2 |
1,250.1 |
PP |
1,244.2 |
1,244.2 |
1,244.2 |
1,245.1 |
S1 |
1,240.5 |
1,240.5 |
1,243.8 |
1,242.4 |
S2 |
1,236.5 |
1,236.5 |
1,243.1 |
|
S3 |
1,228.8 |
1,232.8 |
1,242.4 |
|
S4 |
1,221.1 |
1,225.1 |
1,240.3 |
|
|
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 |
1,267.5 |
1,240.2 |
27.3 |
2.2% |
11.5 |
0.9% |
16% |
False |
True |
118,518 |
10 |
1,304.1 |
1,240.2 |
63.9 |
5.1% |
13.6 |
1.1% |
7% |
False |
True |
81,674 |
20 |
1,315.0 |
1,240.2 |
74.8 |
6.0% |
14.2 |
1.1% |
6% |
False |
True |
49,929 |
40 |
1,331.0 |
1,240.2 |
90.8 |
7.3% |
15.1 |
1.2% |
5% |
False |
True |
27,242 |
60 |
1,392.0 |
1,240.2 |
151.8 |
12.2% |
15.5 |
1.2% |
3% |
False |
True |
19,161 |
80 |
1,392.0 |
1,240.2 |
151.8 |
12.2% |
15.2 |
1.2% |
3% |
False |
True |
14,745 |
100 |
1,392.0 |
1,227.1 |
164.9 |
13.3% |
14.6 |
1.2% |
11% |
False |
False |
12,117 |
120 |
1,392.0 |
1,187.2 |
204.8 |
16.5% |
14.3 |
1.2% |
28% |
False |
False |
10,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,280.6 |
2.618 |
1,268.1 |
1.618 |
1,260.4 |
1.000 |
1,255.6 |
0.618 |
1,252.7 |
HIGH |
1,247.9 |
0.618 |
1,245.0 |
0.500 |
1,244.1 |
0.382 |
1,243.1 |
LOW |
1,240.2 |
0.618 |
1,235.4 |
1.000 |
1,232.5 |
1.618 |
1,227.7 |
2.618 |
1,220.0 |
4.250 |
1,207.5 |
|
|
Fisher Pivots for day following 03-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,244.4 |
1,250.4 |
PP |
1,244.2 |
1,248.4 |
S1 |
1,244.1 |
1,246.5 |
|