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 |
3,233.0 |
3,244.0 |
11.0 |
0.3% |
3,198.0 |
High |
3,244.0 |
3,251.0 |
7.0 |
0.2% |
3,244.0 |
Low |
3,224.0 |
3,231.0 |
7.0 |
0.2% |
3,196.0 |
Close |
3,235.0 |
3,244.0 |
9.0 |
0.3% |
3,235.0 |
Range |
20.0 |
20.0 |
0.0 |
0.0% |
48.0 |
ATR |
32.0 |
31.2 |
-0.9 |
-2.7% |
0.0 |
Volume |
4,991 |
118,252 |
113,261 |
2,269.3% |
31,533 |
|
Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,302.0 |
3,293.0 |
3,255.0 |
|
R3 |
3,282.0 |
3,273.0 |
3,249.5 |
|
R2 |
3,262.0 |
3,262.0 |
3,247.7 |
|
R1 |
3,253.0 |
3,253.0 |
3,245.8 |
3,254.0 |
PP |
3,242.0 |
3,242.0 |
3,242.0 |
3,242.5 |
S1 |
3,233.0 |
3,233.0 |
3,242.2 |
3,234.0 |
S2 |
3,222.0 |
3,222.0 |
3,240.3 |
|
S3 |
3,202.0 |
3,213.0 |
3,238.5 |
|
S4 |
3,182.0 |
3,193.0 |
3,233.0 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,369.0 |
3,350.0 |
3,261.4 |
|
R3 |
3,321.0 |
3,302.0 |
3,248.2 |
|
R2 |
3,273.0 |
3,273.0 |
3,243.8 |
|
R1 |
3,254.0 |
3,254.0 |
3,239.4 |
3,263.5 |
PP |
3,225.0 |
3,225.0 |
3,225.0 |
3,229.8 |
S1 |
3,206.0 |
3,206.0 |
3,230.6 |
3,215.5 |
S2 |
3,177.0 |
3,177.0 |
3,226.2 |
|
S3 |
3,129.0 |
3,158.0 |
3,221.8 |
|
S4 |
3,081.0 |
3,110.0 |
3,208.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,251.0 |
3,219.0 |
32.0 |
1.0% |
17.4 |
0.5% |
78% |
True |
False |
28,970 |
10 |
3,251.0 |
3,129.0 |
122.0 |
3.8% |
24.6 |
0.8% |
94% |
True |
False |
16,018 |
20 |
3,251.0 |
3,092.0 |
159.0 |
4.9% |
30.2 |
0.9% |
96% |
True |
False |
8,620 |
40 |
3,251.0 |
3,009.0 |
242.0 |
7.5% |
35.8 |
1.1% |
97% |
True |
False |
5,152 |
60 |
3,251.0 |
2,910.0 |
341.0 |
10.5% |
36.0 |
1.1% |
98% |
True |
False |
3,501 |
80 |
3,251.0 |
2,908.0 |
343.0 |
10.6% |
31.4 |
1.0% |
98% |
True |
False |
2,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,336.0 |
2.618 |
3,303.4 |
1.618 |
3,283.4 |
1.000 |
3,271.0 |
0.618 |
3,263.4 |
HIGH |
3,251.0 |
0.618 |
3,243.4 |
0.500 |
3,241.0 |
0.382 |
3,238.6 |
LOW |
3,231.0 |
0.618 |
3,218.6 |
1.000 |
3,211.0 |
1.618 |
3,198.6 |
2.618 |
3,178.6 |
4.250 |
3,146.0 |
|
|
Fisher Pivots for day following 02-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,243.0 |
3,241.8 |
PP |
3,242.0 |
3,239.7 |
S1 |
3,241.0 |
3,237.5 |
|