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 |
9,976.5 |
9,964.0 |
-12.5 |
-0.1% |
9,802.0 |
High |
10,000.0 |
9,967.5 |
-32.5 |
-0.3% |
9,980.0 |
Low |
9,918.0 |
9,896.5 |
-21.5 |
-0.2% |
9,800.5 |
Close |
9,968.0 |
9,932.0 |
-36.0 |
-0.4% |
9,946.5 |
Range |
82.0 |
71.0 |
-11.0 |
-13.4% |
179.5 |
ATR |
100.6 |
98.5 |
-2.1 |
-2.1% |
0.0 |
Volume |
682 |
436 |
-246 |
-36.1% |
2,006 |
|
Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,145.0 |
10,109.5 |
9,971.1 |
|
R3 |
10,074.0 |
10,038.5 |
9,951.5 |
|
R2 |
10,003.0 |
10,003.0 |
9,945.0 |
|
R1 |
9,967.5 |
9,967.5 |
9,938.5 |
9,949.8 |
PP |
9,932.0 |
9,932.0 |
9,932.0 |
9,923.1 |
S1 |
9,896.5 |
9,896.5 |
9,925.5 |
9,878.8 |
S2 |
9,861.0 |
9,861.0 |
9,919.0 |
|
S3 |
9,790.0 |
9,825.5 |
9,912.5 |
|
S4 |
9,719.0 |
9,754.5 |
9,893.0 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,447.5 |
10,376.5 |
10,045.2 |
|
R3 |
10,268.0 |
10,197.0 |
9,995.9 |
|
R2 |
10,088.5 |
10,088.5 |
9,979.4 |
|
R1 |
10,017.5 |
10,017.5 |
9,963.0 |
10,053.0 |
PP |
9,909.0 |
9,909.0 |
9,909.0 |
9,926.8 |
S1 |
9,838.0 |
9,838.0 |
9,930.0 |
9,873.5 |
S2 |
9,729.5 |
9,729.5 |
9,913.6 |
|
S3 |
9,550.0 |
9,658.5 |
9,897.1 |
|
S4 |
9,370.5 |
9,479.0 |
9,847.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,000.0 |
9,896.5 |
103.5 |
1.0% |
59.2 |
0.6% |
34% |
False |
True |
470 |
10 |
10,000.0 |
9,595.5 |
404.5 |
4.1% |
72.4 |
0.7% |
83% |
False |
False |
430 |
20 |
10,000.0 |
9,426.5 |
573.5 |
5.8% |
90.3 |
0.9% |
88% |
False |
False |
535 |
40 |
10,000.0 |
9,113.5 |
886.5 |
8.9% |
115.4 |
1.2% |
92% |
False |
False |
379 |
60 |
10,000.0 |
8,953.5 |
1,046.5 |
10.5% |
118.9 |
1.2% |
94% |
False |
False |
292 |
80 |
10,000.0 |
8,953.5 |
1,046.5 |
10.5% |
113.8 |
1.1% |
94% |
False |
False |
227 |
100 |
10,000.0 |
8,953.5 |
1,046.5 |
10.5% |
113.6 |
1.1% |
94% |
False |
False |
187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,269.3 |
2.618 |
10,153.4 |
1.618 |
10,082.4 |
1.000 |
10,038.5 |
0.618 |
10,011.4 |
HIGH |
9,967.5 |
0.618 |
9,940.4 |
0.500 |
9,932.0 |
0.382 |
9,923.6 |
LOW |
9,896.5 |
0.618 |
9,852.6 |
1.000 |
9,825.5 |
1.618 |
9,781.6 |
2.618 |
9,710.6 |
4.250 |
9,594.8 |
|
|
Fisher Pivots for day following 03-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
9,932.0 |
9,948.3 |
PP |
9,932.0 |
9,942.8 |
S1 |
9,932.0 |
9,937.4 |
|