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 |
1,244.3 |
1,253.7 |
9.4 |
0.8% |
1,250.5 |
High |
1,257.9 |
1,258.2 |
0.3 |
0.0% |
1,258.2 |
Low |
1,241.2 |
1,245.7 |
4.5 |
0.4% |
1,240.2 |
Close |
1,253.3 |
1,252.5 |
-0.8 |
-0.1% |
1,252.5 |
Range |
16.7 |
12.5 |
-4.2 |
-25.1% |
18.0 |
ATR |
14.3 |
14.1 |
-0.1 |
-0.9% |
0.0 |
Volume |
125,573 |
112,940 |
-12,633 |
-10.1% |
496,955 |
|
Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,289.6 |
1,283.6 |
1,259.4 |
|
R3 |
1,277.1 |
1,271.1 |
1,255.9 |
|
R2 |
1,264.6 |
1,264.6 |
1,254.8 |
|
R1 |
1,258.6 |
1,258.6 |
1,253.6 |
1,255.4 |
PP |
1,252.1 |
1,252.1 |
1,252.1 |
1,250.5 |
S1 |
1,246.1 |
1,246.1 |
1,251.4 |
1,242.9 |
S2 |
1,239.6 |
1,239.6 |
1,250.2 |
|
S3 |
1,227.1 |
1,233.6 |
1,249.1 |
|
S4 |
1,214.6 |
1,221.1 |
1,245.6 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,304.3 |
1,296.4 |
1,262.4 |
|
R3 |
1,286.3 |
1,278.4 |
1,257.5 |
|
R2 |
1,268.3 |
1,268.3 |
1,255.8 |
|
R1 |
1,260.4 |
1,260.4 |
1,254.2 |
1,264.4 |
PP |
1,250.3 |
1,250.3 |
1,250.3 |
1,252.3 |
S1 |
1,242.4 |
1,242.4 |
1,250.9 |
1,246.4 |
S2 |
1,232.3 |
1,232.3 |
1,249.2 |
|
S3 |
1,214.3 |
1,224.4 |
1,247.6 |
|
S4 |
1,196.3 |
1,206.4 |
1,242.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,258.2 |
1,240.2 |
18.0 |
1.4% |
10.7 |
0.9% |
68% |
True |
False |
99,391 |
10 |
1,295.9 |
1,240.2 |
55.7 |
4.4% |
13.4 |
1.1% |
22% |
False |
False |
107,706 |
20 |
1,309.4 |
1,240.2 |
69.2 |
5.5% |
13.7 |
1.1% |
18% |
False |
False |
62,949 |
40 |
1,331.0 |
1,240.2 |
90.8 |
7.2% |
15.0 |
1.2% |
14% |
False |
False |
34,923 |
60 |
1,392.0 |
1,240.2 |
151.8 |
12.1% |
15.2 |
1.2% |
8% |
False |
False |
24,268 |
80 |
1,392.0 |
1,240.2 |
151.8 |
12.1% |
15.1 |
1.2% |
8% |
False |
False |
18,657 |
100 |
1,392.0 |
1,234.6 |
157.4 |
12.6% |
14.8 |
1.2% |
11% |
False |
False |
15,244 |
120 |
1,392.0 |
1,187.2 |
204.8 |
16.4% |
14.4 |
1.1% |
32% |
False |
False |
12,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.3 |
2.618 |
1,290.9 |
1.618 |
1,278.4 |
1.000 |
1,270.7 |
0.618 |
1,265.9 |
HIGH |
1,258.2 |
0.618 |
1,253.4 |
0.500 |
1,252.0 |
0.382 |
1,250.5 |
LOW |
1,245.7 |
0.618 |
1,238.0 |
1.000 |
1,233.2 |
1.618 |
1,225.5 |
2.618 |
1,213.0 |
4.250 |
1,192.6 |
|
|
Fisher Pivots for day following 06-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,252.3 |
1,251.6 |
PP |
1,252.1 |
1,250.6 |
S1 |
1,252.0 |
1,249.7 |
|