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 |
1,909.75 |
1,913.50 |
3.75 |
0.2% |
1,890.50 |
High |
1,914.50 |
1,916.75 |
2.25 |
0.1% |
1,914.50 |
Low |
1,906.75 |
1,906.25 |
-0.50 |
0.0% |
1,889.50 |
Close |
1,914.00 |
1,914.25 |
0.25 |
0.0% |
1,914.00 |
Range |
7.75 |
10.50 |
2.75 |
35.5% |
25.00 |
ATR |
15.12 |
14.79 |
-0.33 |
-2.2% |
0.00 |
Volume |
3,820 |
10,273 |
6,453 |
168.9% |
35,826 |
|
Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,944.00 |
1,939.50 |
1,920.00 |
|
R3 |
1,933.50 |
1,929.00 |
1,917.25 |
|
R2 |
1,923.00 |
1,923.00 |
1,916.25 |
|
R1 |
1,918.50 |
1,918.50 |
1,915.25 |
1,920.75 |
PP |
1,912.50 |
1,912.50 |
1,912.50 |
1,913.50 |
S1 |
1,908.00 |
1,908.00 |
1,913.25 |
1,910.25 |
S2 |
1,902.00 |
1,902.00 |
1,912.25 |
|
S3 |
1,891.50 |
1,897.50 |
1,911.25 |
|
S4 |
1,881.00 |
1,887.00 |
1,908.50 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,981.00 |
1,972.50 |
1,927.75 |
|
R3 |
1,956.00 |
1,947.50 |
1,921.00 |
|
R2 |
1,931.00 |
1,931.00 |
1,918.50 |
|
R1 |
1,922.50 |
1,922.50 |
1,916.25 |
1,926.75 |
PP |
1,906.00 |
1,906.00 |
1,906.00 |
1,908.00 |
S1 |
1,897.50 |
1,897.50 |
1,911.75 |
1,901.75 |
S2 |
1,881.00 |
1,881.00 |
1,909.50 |
|
S3 |
1,856.00 |
1,872.50 |
1,907.00 |
|
S4 |
1,831.00 |
1,847.50 |
1,900.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,916.75 |
1,889.50 |
27.25 |
1.4% |
10.25 |
0.5% |
91% |
True |
False |
9,219 |
10 |
1,916.75 |
1,857.50 |
59.25 |
3.1% |
12.75 |
0.7% |
96% |
True |
False |
7,863 |
20 |
1,916.75 |
1,847.25 |
69.50 |
3.6% |
15.00 |
0.8% |
96% |
True |
False |
5,602 |
40 |
1,916.75 |
1,796.50 |
120.25 |
6.3% |
17.75 |
0.9% |
98% |
True |
False |
4,394 |
60 |
1,916.75 |
1,796.50 |
120.25 |
6.3% |
18.00 |
0.9% |
98% |
True |
False |
3,358 |
80 |
1,916.75 |
1,732.50 |
184.25 |
9.6% |
17.50 |
0.9% |
99% |
True |
False |
2,591 |
100 |
1,916.75 |
1,719.25 |
197.50 |
10.3% |
17.50 |
0.9% |
99% |
True |
False |
2,111 |
120 |
1,916.75 |
1,719.25 |
197.50 |
10.3% |
15.50 |
0.8% |
99% |
True |
False |
1,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,961.50 |
2.618 |
1,944.25 |
1.618 |
1,933.75 |
1.000 |
1,927.25 |
0.618 |
1,923.25 |
HIGH |
1,916.75 |
0.618 |
1,912.75 |
0.500 |
1,911.50 |
0.382 |
1,910.25 |
LOW |
1,906.25 |
0.618 |
1,899.75 |
1.000 |
1,895.75 |
1.618 |
1,889.25 |
2.618 |
1,878.75 |
4.250 |
1,861.50 |
|
|
Fisher Pivots for day following 02-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,913.25 |
1,912.25 |
PP |
1,912.50 |
1,910.25 |
S1 |
1,911.50 |
1,908.25 |
|