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 |
1,913.50 |
1,913.50 |
0.00 |
0.0% |
1,890.50 |
High |
1,916.75 |
1,916.25 |
-0.50 |
0.0% |
1,914.50 |
Low |
1,906.25 |
1,908.50 |
2.25 |
0.1% |
1,889.50 |
Close |
1,914.25 |
1,914.75 |
0.50 |
0.0% |
1,914.00 |
Range |
10.50 |
7.75 |
-2.75 |
-26.2% |
25.00 |
ATR |
14.79 |
14.28 |
-0.50 |
-3.4% |
0.00 |
Volume |
10,273 |
17,767 |
7,494 |
72.9% |
35,826 |
|
Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,936.50 |
1,933.25 |
1,919.00 |
|
R3 |
1,928.75 |
1,925.50 |
1,917.00 |
|
R2 |
1,921.00 |
1,921.00 |
1,916.25 |
|
R1 |
1,917.75 |
1,917.75 |
1,915.50 |
1,919.50 |
PP |
1,913.25 |
1,913.25 |
1,913.25 |
1,914.00 |
S1 |
1,910.00 |
1,910.00 |
1,914.00 |
1,911.50 |
S2 |
1,905.50 |
1,905.50 |
1,913.25 |
|
S3 |
1,897.75 |
1,902.25 |
1,912.50 |
|
S4 |
1,890.00 |
1,894.50 |
1,910.50 |
|
|
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 |
1,897.50 |
19.25 |
1.0% |
9.25 |
0.5% |
90% |
False |
False |
10,829 |
10 |
1,916.75 |
1,857.50 |
59.25 |
3.1% |
11.75 |
0.6% |
97% |
False |
False |
9,150 |
20 |
1,916.75 |
1,847.25 |
69.50 |
3.6% |
14.50 |
0.8% |
97% |
False |
False |
6,302 |
40 |
1,916.75 |
1,796.50 |
120.25 |
6.3% |
17.00 |
0.9% |
98% |
False |
False |
4,797 |
60 |
1,916.75 |
1,796.50 |
120.25 |
6.3% |
17.75 |
0.9% |
98% |
False |
False |
3,650 |
80 |
1,916.75 |
1,746.25 |
170.50 |
8.9% |
17.50 |
0.9% |
99% |
False |
False |
2,812 |
100 |
1,916.75 |
1,719.25 |
197.50 |
10.3% |
17.50 |
0.9% |
99% |
False |
False |
2,274 |
120 |
1,916.75 |
1,719.25 |
197.50 |
10.3% |
15.75 |
0.8% |
99% |
False |
False |
1,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,949.25 |
2.618 |
1,936.50 |
1.618 |
1,928.75 |
1.000 |
1,924.00 |
0.618 |
1,921.00 |
HIGH |
1,916.25 |
0.618 |
1,913.25 |
0.500 |
1,912.50 |
0.382 |
1,911.50 |
LOW |
1,908.50 |
0.618 |
1,903.75 |
1.000 |
1,900.75 |
1.618 |
1,896.00 |
2.618 |
1,888.25 |
4.250 |
1,875.50 |
|
|
Fisher Pivots for day following 03-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,914.00 |
1,913.75 |
PP |
1,913.25 |
1,912.50 |
S1 |
1,912.50 |
1,911.50 |
|