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 |
1,913.50 |
1,915.75 |
2.25 |
0.1% |
1,890.50 |
High |
1,916.25 |
1,919.50 |
3.25 |
0.2% |
1,914.50 |
Low |
1,908.50 |
1,908.75 |
0.25 |
0.0% |
1,889.50 |
Close |
1,914.75 |
1,918.25 |
3.50 |
0.2% |
1,914.00 |
Range |
7.75 |
10.75 |
3.00 |
38.7% |
25.00 |
ATR |
14.28 |
14.03 |
-0.25 |
-1.8% |
0.00 |
Volume |
17,767 |
19,024 |
1,257 |
7.1% |
35,826 |
|
Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,947.75 |
1,943.75 |
1,924.25 |
|
R3 |
1,937.00 |
1,933.00 |
1,921.25 |
|
R2 |
1,926.25 |
1,926.25 |
1,920.25 |
|
R1 |
1,922.25 |
1,922.25 |
1,919.25 |
1,924.25 |
PP |
1,915.50 |
1,915.50 |
1,915.50 |
1,916.50 |
S1 |
1,911.50 |
1,911.50 |
1,917.25 |
1,913.50 |
S2 |
1,904.75 |
1,904.75 |
1,916.25 |
|
S3 |
1,894.00 |
1,900.75 |
1,915.25 |
|
S4 |
1,883.25 |
1,890.00 |
1,912.25 |
|
|
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 |
1,919.50 |
1,899.75 |
19.75 |
1.0% |
9.50 |
0.5% |
94% |
True |
False |
12,923 |
10 |
1,919.50 |
1,859.25 |
60.25 |
3.1% |
11.00 |
0.6% |
98% |
True |
False |
10,681 |
20 |
1,919.50 |
1,847.25 |
72.25 |
3.8% |
14.00 |
0.7% |
98% |
True |
False |
7,171 |
40 |
1,919.50 |
1,796.50 |
123.00 |
6.4% |
16.75 |
0.9% |
99% |
True |
False |
5,191 |
60 |
1,919.50 |
1,796.50 |
123.00 |
6.4% |
17.75 |
0.9% |
99% |
True |
False |
3,963 |
80 |
1,919.50 |
1,774.50 |
145.00 |
7.6% |
17.25 |
0.9% |
99% |
True |
False |
3,046 |
100 |
1,919.50 |
1,719.25 |
200.25 |
10.4% |
17.50 |
0.9% |
99% |
True |
False |
2,464 |
120 |
1,919.50 |
1,719.25 |
200.25 |
10.4% |
15.75 |
0.8% |
99% |
True |
False |
2,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,965.25 |
2.618 |
1,947.75 |
1.618 |
1,937.00 |
1.000 |
1,930.25 |
0.618 |
1,926.25 |
HIGH |
1,919.50 |
0.618 |
1,915.50 |
0.500 |
1,914.00 |
0.382 |
1,912.75 |
LOW |
1,908.75 |
0.618 |
1,902.00 |
1.000 |
1,898.00 |
1.618 |
1,891.25 |
2.618 |
1,880.50 |
4.250 |
1,863.00 |
|
|
Fisher Pivots for day following 04-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,917.00 |
1,916.50 |
PP |
1,915.50 |
1,914.75 |
S1 |
1,914.00 |
1,913.00 |
|