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 |
1,244.9 |
0.8 |
0.1% |
1,294.3 |
High |
1,247.9 |
1,249.5 |
1.6 |
0.1% |
1,294.7 |
Low |
1,240.2 |
1,242.8 |
2.6 |
0.2% |
1,242.2 |
Close |
1,244.5 |
1,244.3 |
-0.2 |
0.0% |
1,246.0 |
Range |
7.7 |
6.7 |
-1.0 |
-13.0% |
52.5 |
ATR |
14.6 |
14.1 |
-0.6 |
-3.9% |
0.0 |
Volume |
90,049 |
76,990 |
-13,059 |
-14.5% |
501,405 |
|
Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.6 |
1,261.7 |
1,248.0 |
|
R3 |
1,258.9 |
1,255.0 |
1,246.1 |
|
R2 |
1,252.2 |
1,252.2 |
1,245.5 |
|
R1 |
1,248.3 |
1,248.3 |
1,244.9 |
1,246.9 |
PP |
1,245.5 |
1,245.5 |
1,245.5 |
1,244.9 |
S1 |
1,241.6 |
1,241.6 |
1,243.7 |
1,240.2 |
S2 |
1,238.8 |
1,238.8 |
1,243.1 |
|
S3 |
1,232.1 |
1,234.9 |
1,242.5 |
|
S4 |
1,225.4 |
1,228.2 |
1,240.6 |
|
|
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 |
1,261.5 |
1,240.2 |
21.3 |
1.7% |
10.6 |
0.8% |
19% |
False |
False |
107,043 |
10 |
1,304.1 |
1,240.2 |
63.9 |
5.1% |
13.1 |
1.1% |
6% |
False |
False |
87,699 |
20 |
1,315.0 |
1,240.2 |
74.8 |
6.0% |
14.1 |
1.1% |
5% |
False |
False |
53,092 |
40 |
1,331.0 |
1,240.2 |
90.8 |
7.3% |
15.1 |
1.2% |
5% |
False |
False |
29,107 |
60 |
1,392.0 |
1,240.2 |
151.8 |
12.2% |
15.4 |
1.2% |
3% |
False |
False |
20,407 |
80 |
1,392.0 |
1,240.2 |
151.8 |
12.2% |
15.1 |
1.2% |
3% |
False |
False |
15,702 |
100 |
1,392.0 |
1,234.6 |
157.4 |
12.6% |
14.6 |
1.2% |
6% |
False |
False |
12,882 |
120 |
1,392.0 |
1,187.2 |
204.8 |
16.5% |
14.4 |
1.2% |
28% |
False |
False |
10,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,278.0 |
2.618 |
1,267.0 |
1.618 |
1,260.3 |
1.000 |
1,256.2 |
0.618 |
1,253.6 |
HIGH |
1,249.5 |
0.618 |
1,246.9 |
0.500 |
1,246.2 |
0.382 |
1,245.4 |
LOW |
1,242.8 |
0.618 |
1,238.7 |
1.000 |
1,236.1 |
1.618 |
1,232.0 |
2.618 |
1,225.3 |
4.250 |
1,214.3 |
|
|
Fisher Pivots for day following 04-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,246.2 |
1,245.6 |
PP |
1,245.5 |
1,245.2 |
S1 |
1,244.9 |
1,244.7 |
|