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 |
3,244.0 |
3,242.0 |
-2.0 |
-0.1% |
3,198.0 |
High |
3,251.0 |
3,244.0 |
-7.0 |
-0.2% |
3,244.0 |
Low |
3,231.0 |
3,228.0 |
-3.0 |
-0.1% |
3,196.0 |
Close |
3,244.0 |
3,235.0 |
-9.0 |
-0.3% |
3,235.0 |
Range |
20.0 |
16.0 |
-4.0 |
-20.0% |
48.0 |
ATR |
31.2 |
30.1 |
-1.1 |
-3.5% |
0.0 |
Volume |
118,252 |
13,793 |
-104,459 |
-88.3% |
31,533 |
|
Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,283.7 |
3,275.3 |
3,243.8 |
|
R3 |
3,267.7 |
3,259.3 |
3,239.4 |
|
R2 |
3,251.7 |
3,251.7 |
3,237.9 |
|
R1 |
3,243.3 |
3,243.3 |
3,236.5 |
3,239.5 |
PP |
3,235.7 |
3,235.7 |
3,235.7 |
3,233.8 |
S1 |
3,227.3 |
3,227.3 |
3,233.5 |
3,223.5 |
S2 |
3,219.7 |
3,219.7 |
3,232.1 |
|
S3 |
3,203.7 |
3,211.3 |
3,230.6 |
|
S4 |
3,187.7 |
3,195.3 |
3,226.2 |
|
|
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 |
3,223.0 |
28.0 |
0.9% |
16.8 |
0.5% |
43% |
False |
False |
30,310 |
10 |
3,251.0 |
3,130.0 |
121.0 |
3.7% |
23.1 |
0.7% |
87% |
False |
False |
17,337 |
20 |
3,251.0 |
3,092.0 |
159.0 |
4.9% |
28.6 |
0.9% |
90% |
False |
False |
9,289 |
40 |
3,251.0 |
3,009.0 |
242.0 |
7.5% |
35.3 |
1.1% |
93% |
False |
False |
5,493 |
60 |
3,251.0 |
2,910.0 |
341.0 |
10.5% |
36.0 |
1.1% |
95% |
False |
False |
3,731 |
80 |
3,251.0 |
2,910.0 |
341.0 |
10.5% |
31.2 |
1.0% |
95% |
False |
False |
2,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,312.0 |
2.618 |
3,285.9 |
1.618 |
3,269.9 |
1.000 |
3,260.0 |
0.618 |
3,253.9 |
HIGH |
3,244.0 |
0.618 |
3,237.9 |
0.500 |
3,236.0 |
0.382 |
3,234.1 |
LOW |
3,228.0 |
0.618 |
3,218.1 |
1.000 |
3,212.0 |
1.618 |
3,202.1 |
2.618 |
3,186.1 |
4.250 |
3,160.0 |
|
|
Fisher Pivots for day following 03-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,236.0 |
3,237.5 |
PP |
3,235.7 |
3,236.7 |
S1 |
3,235.3 |
3,235.8 |
|