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 |
3,242.0 |
3,230.0 |
-12.0 |
-0.4% |
3,198.0 |
High |
3,244.0 |
3,237.0 |
-7.0 |
-0.2% |
3,244.0 |
Low |
3,228.0 |
3,213.0 |
-15.0 |
-0.5% |
3,196.0 |
Close |
3,235.0 |
3,233.0 |
-2.0 |
-0.1% |
3,235.0 |
Range |
16.0 |
24.0 |
8.0 |
50.0% |
48.0 |
ATR |
30.1 |
29.7 |
-0.4 |
-1.4% |
0.0 |
Volume |
13,793 |
86,500 |
72,707 |
527.1% |
31,533 |
|
Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,299.7 |
3,290.3 |
3,246.2 |
|
R3 |
3,275.7 |
3,266.3 |
3,239.6 |
|
R2 |
3,251.7 |
3,251.7 |
3,237.4 |
|
R1 |
3,242.3 |
3,242.3 |
3,235.2 |
3,247.0 |
PP |
3,227.7 |
3,227.7 |
3,227.7 |
3,230.0 |
S1 |
3,218.3 |
3,218.3 |
3,230.8 |
3,223.0 |
S2 |
3,203.7 |
3,203.7 |
3,228.6 |
|
S3 |
3,179.7 |
3,194.3 |
3,226.4 |
|
S4 |
3,155.7 |
3,170.3 |
3,219.8 |
|
|
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 |
3,213.0 |
38.0 |
1.2% |
18.6 |
0.6% |
53% |
False |
True |
45,377 |
10 |
3,251.0 |
3,158.0 |
93.0 |
2.9% |
21.0 |
0.6% |
81% |
False |
False |
25,933 |
20 |
3,251.0 |
3,118.0 |
133.0 |
4.1% |
28.0 |
0.9% |
86% |
False |
False |
13,599 |
40 |
3,251.0 |
3,009.0 |
242.0 |
7.5% |
35.0 |
1.1% |
93% |
False |
False |
7,651 |
60 |
3,251.0 |
2,910.0 |
341.0 |
10.5% |
35.6 |
1.1% |
95% |
False |
False |
5,173 |
80 |
3,251.0 |
2,910.0 |
341.0 |
10.5% |
31.2 |
1.0% |
95% |
False |
False |
3,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,339.0 |
2.618 |
3,299.8 |
1.618 |
3,275.8 |
1.000 |
3,261.0 |
0.618 |
3,251.8 |
HIGH |
3,237.0 |
0.618 |
3,227.8 |
0.500 |
3,225.0 |
0.382 |
3,222.2 |
LOW |
3,213.0 |
0.618 |
3,198.2 |
1.000 |
3,189.0 |
1.618 |
3,174.2 |
2.618 |
3,150.2 |
4.250 |
3,111.0 |
|
|
Fisher Pivots for day following 04-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,230.3 |
3,232.7 |
PP |
3,227.7 |
3,232.3 |
S1 |
3,225.0 |
3,232.0 |
|