Trading Metrics calculated at close of trading on 05-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,915.75 |
1,918.25 |
2.50 |
0.1% |
1,890.50 |
High |
1,919.50 |
1,933.25 |
13.75 |
0.7% |
1,914.50 |
Low |
1,908.75 |
1,913.50 |
4.75 |
0.2% |
1,889.50 |
Close |
1,918.25 |
1,931.00 |
12.75 |
0.7% |
1,914.00 |
Range |
10.75 |
19.75 |
9.00 |
83.7% |
25.00 |
ATR |
14.03 |
14.44 |
0.41 |
2.9% |
0.00 |
Volume |
19,024 |
30,557 |
11,533 |
60.6% |
35,826 |
|
Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,985.25 |
1,977.75 |
1,941.75 |
|
R3 |
1,965.50 |
1,958.00 |
1,936.50 |
|
R2 |
1,945.75 |
1,945.75 |
1,934.50 |
|
R1 |
1,938.25 |
1,938.25 |
1,932.75 |
1,942.00 |
PP |
1,926.00 |
1,926.00 |
1,926.00 |
1,927.75 |
S1 |
1,918.50 |
1,918.50 |
1,929.25 |
1,922.25 |
S2 |
1,906.25 |
1,906.25 |
1,927.50 |
|
S3 |
1,886.50 |
1,898.75 |
1,925.50 |
|
S4 |
1,866.75 |
1,879.00 |
1,920.25 |
|
|
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 |
1,933.25 |
1,906.25 |
27.00 |
1.4% |
11.25 |
0.6% |
92% |
True |
False |
16,288 |
10 |
1,933.25 |
1,875.75 |
57.50 |
3.0% |
11.00 |
0.6% |
96% |
True |
False |
12,939 |
20 |
1,933.25 |
1,851.75 |
81.50 |
4.2% |
14.00 |
0.7% |
97% |
True |
False |
8,564 |
40 |
1,933.25 |
1,796.50 |
136.75 |
7.1% |
16.75 |
0.9% |
98% |
True |
False |
5,858 |
60 |
1,933.25 |
1,796.50 |
136.75 |
7.1% |
17.75 |
0.9% |
98% |
True |
False |
4,469 |
80 |
1,933.25 |
1,783.50 |
149.75 |
7.8% |
17.25 |
0.9% |
98% |
True |
False |
3,426 |
100 |
1,933.25 |
1,719.25 |
214.00 |
11.1% |
17.75 |
0.9% |
99% |
True |
False |
2,769 |
120 |
1,933.25 |
1,719.25 |
214.00 |
11.1% |
15.75 |
0.8% |
99% |
True |
False |
2,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,017.25 |
2.618 |
1,985.00 |
1.618 |
1,965.25 |
1.000 |
1,953.00 |
0.618 |
1,945.50 |
HIGH |
1,933.25 |
0.618 |
1,925.75 |
0.500 |
1,923.50 |
0.382 |
1,921.00 |
LOW |
1,913.50 |
0.618 |
1,901.25 |
1.000 |
1,893.75 |
1.618 |
1,881.50 |
2.618 |
1,861.75 |
4.250 |
1,829.50 |
|
|
Fisher Pivots for day following 05-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,928.50 |
1,927.50 |
PP |
1,926.00 |
1,924.25 |
S1 |
1,923.50 |
1,921.00 |
|