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 |
3,235.0 |
3,271.0 |
36.0 |
1.1% |
3,244.0 |
High |
3,287.0 |
3,300.0 |
13.0 |
0.4% |
3,300.0 |
Low |
3,223.0 |
3,257.0 |
34.0 |
1.1% |
3,213.0 |
Close |
3,261.0 |
3,286.0 |
25.0 |
0.8% |
3,286.0 |
Range |
64.0 |
43.0 |
-21.0 |
-32.8% |
87.0 |
ATR |
32.1 |
32.9 |
0.8 |
2.4% |
0.0 |
Volume |
86,500 |
40,521 |
-45,979 |
-53.2% |
345,566 |
|
Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,410.0 |
3,391.0 |
3,309.7 |
|
R3 |
3,367.0 |
3,348.0 |
3,297.8 |
|
R2 |
3,324.0 |
3,324.0 |
3,293.9 |
|
R1 |
3,305.0 |
3,305.0 |
3,289.9 |
3,314.5 |
PP |
3,281.0 |
3,281.0 |
3,281.0 |
3,285.8 |
S1 |
3,262.0 |
3,262.0 |
3,282.1 |
3,271.5 |
S2 |
3,238.0 |
3,238.0 |
3,278.1 |
|
S3 |
3,195.0 |
3,219.0 |
3,274.2 |
|
S4 |
3,152.0 |
3,176.0 |
3,262.4 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,527.3 |
3,493.7 |
3,333.9 |
|
R3 |
3,440.3 |
3,406.7 |
3,309.9 |
|
R2 |
3,353.3 |
3,353.3 |
3,302.0 |
|
R1 |
3,319.7 |
3,319.7 |
3,294.0 |
3,336.5 |
PP |
3,266.3 |
3,266.3 |
3,266.3 |
3,274.8 |
S1 |
3,232.7 |
3,232.7 |
3,278.0 |
3,249.5 |
S2 |
3,179.3 |
3,179.3 |
3,270.1 |
|
S3 |
3,092.3 |
3,145.7 |
3,262.1 |
|
S4 |
3,005.3 |
3,058.7 |
3,238.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,300.0 |
3,213.0 |
87.0 |
2.6% |
33.4 |
1.0% |
84% |
True |
False |
69,113 |
10 |
3,300.0 |
3,196.0 |
104.0 |
3.2% |
26.7 |
0.8% |
87% |
True |
False |
37,709 |
20 |
3,300.0 |
3,118.0 |
182.0 |
5.5% |
29.6 |
0.9% |
92% |
True |
False |
19,633 |
40 |
3,300.0 |
3,009.0 |
291.0 |
8.9% |
35.5 |
1.1% |
95% |
True |
False |
10,812 |
60 |
3,300.0 |
2,910.0 |
390.0 |
11.9% |
36.2 |
1.1% |
96% |
True |
False |
7,289 |
80 |
3,300.0 |
2,910.0 |
390.0 |
11.9% |
32.4 |
1.0% |
96% |
True |
False |
5,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,482.8 |
2.618 |
3,412.6 |
1.618 |
3,369.6 |
1.000 |
3,343.0 |
0.618 |
3,326.6 |
HIGH |
3,300.0 |
0.618 |
3,283.6 |
0.500 |
3,278.5 |
0.382 |
3,273.4 |
LOW |
3,257.0 |
0.618 |
3,230.4 |
1.000 |
3,214.0 |
1.618 |
3,187.4 |
2.618 |
3,144.4 |
4.250 |
3,074.3 |
|
|
Fisher Pivots for day following 06-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,283.5 |
3,276.2 |
PP |
3,281.0 |
3,266.3 |
S1 |
3,278.5 |
3,256.5 |
|