Trading Metrics calculated at close of trading on 06-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,918.25 |
1,930.75 |
12.50 |
0.7% |
1,913.50 |
High |
1,933.25 |
1,942.50 |
9.25 |
0.5% |
1,942.50 |
Low |
1,913.50 |
1,930.25 |
16.75 |
0.9% |
1,906.25 |
Close |
1,931.00 |
1,942.00 |
11.00 |
0.6% |
1,942.00 |
Range |
19.75 |
12.25 |
-7.50 |
-38.0% |
36.25 |
ATR |
14.44 |
14.28 |
-0.16 |
-1.1% |
0.00 |
Volume |
30,557 |
33,429 |
2,872 |
9.4% |
111,050 |
|
Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,975.00 |
1,970.75 |
1,948.75 |
|
R3 |
1,962.75 |
1,958.50 |
1,945.25 |
|
R2 |
1,950.50 |
1,950.50 |
1,944.25 |
|
R1 |
1,946.25 |
1,946.25 |
1,943.00 |
1,948.50 |
PP |
1,938.25 |
1,938.25 |
1,938.25 |
1,939.25 |
S1 |
1,934.00 |
1,934.00 |
1,941.00 |
1,936.00 |
S2 |
1,926.00 |
1,926.00 |
1,939.75 |
|
S3 |
1,913.75 |
1,921.75 |
1,938.75 |
|
S4 |
1,901.50 |
1,909.50 |
1,935.25 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,039.00 |
2,026.75 |
1,962.00 |
|
R3 |
2,002.75 |
1,990.50 |
1,952.00 |
|
R2 |
1,966.50 |
1,966.50 |
1,948.75 |
|
R1 |
1,954.25 |
1,954.25 |
1,945.25 |
1,960.50 |
PP |
1,930.25 |
1,930.25 |
1,930.25 |
1,933.25 |
S1 |
1,918.00 |
1,918.00 |
1,938.75 |
1,924.00 |
S2 |
1,894.00 |
1,894.00 |
1,935.25 |
|
S3 |
1,857.75 |
1,881.75 |
1,932.00 |
|
S4 |
1,821.50 |
1,845.50 |
1,922.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,942.50 |
1,906.25 |
36.25 |
1.9% |
12.25 |
0.6% |
99% |
True |
False |
22,210 |
10 |
1,942.50 |
1,882.25 |
60.25 |
3.1% |
11.00 |
0.6% |
99% |
True |
False |
15,269 |
20 |
1,942.50 |
1,851.75 |
90.75 |
4.7% |
13.75 |
0.7% |
99% |
True |
False |
10,073 |
40 |
1,942.50 |
1,796.50 |
146.00 |
7.5% |
16.50 |
0.8% |
100% |
True |
False |
6,578 |
60 |
1,942.50 |
1,796.50 |
146.00 |
7.5% |
17.75 |
0.9% |
100% |
True |
False |
5,006 |
80 |
1,942.50 |
1,789.00 |
153.50 |
7.9% |
17.25 |
0.9% |
100% |
True |
False |
3,833 |
100 |
1,942.50 |
1,719.25 |
223.25 |
11.5% |
17.50 |
0.9% |
100% |
True |
False |
3,100 |
120 |
1,942.50 |
1,719.25 |
223.25 |
11.5% |
15.75 |
0.8% |
100% |
True |
False |
2,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,994.50 |
2.618 |
1,974.50 |
1.618 |
1,962.25 |
1.000 |
1,954.75 |
0.618 |
1,950.00 |
HIGH |
1,942.50 |
0.618 |
1,937.75 |
0.500 |
1,936.50 |
0.382 |
1,935.00 |
LOW |
1,930.25 |
0.618 |
1,922.75 |
1.000 |
1,918.00 |
1.618 |
1,910.50 |
2.618 |
1,898.25 |
4.250 |
1,878.25 |
|
|
Fisher Pivots for day following 06-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,940.00 |
1,936.50 |
PP |
1,938.25 |
1,931.00 |
S1 |
1,936.50 |
1,925.50 |
|