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 |
3,720.50 |
3,722.00 |
1.50 |
0.0% |
3,674.50 |
High |
3,728.00 |
3,741.75 |
13.75 |
0.4% |
3,732.75 |
Low |
3,707.25 |
3,706.50 |
-0.75 |
0.0% |
3,673.00 |
Close |
3,723.50 |
3,735.75 |
12.25 |
0.3% |
3,728.00 |
Range |
20.75 |
35.25 |
14.50 |
69.9% |
59.75 |
ATR |
37.70 |
37.53 |
-0.18 |
-0.5% |
0.00 |
Volume |
636 |
1,583 |
947 |
148.9% |
10,039 |
|
Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,833.75 |
3,820.00 |
3,755.25 |
|
R3 |
3,798.50 |
3,784.75 |
3,745.50 |
|
R2 |
3,763.25 |
3,763.25 |
3,742.25 |
|
R1 |
3,749.50 |
3,749.50 |
3,739.00 |
3,756.50 |
PP |
3,728.00 |
3,728.00 |
3,728.00 |
3,731.50 |
S1 |
3,714.25 |
3,714.25 |
3,732.50 |
3,721.00 |
S2 |
3,692.75 |
3,692.75 |
3,729.25 |
|
S3 |
3,657.50 |
3,679.00 |
3,726.00 |
|
S4 |
3,622.25 |
3,643.75 |
3,716.25 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,890.50 |
3,869.00 |
3,760.75 |
|
R3 |
3,830.75 |
3,809.25 |
3,744.50 |
|
R2 |
3,771.00 |
3,771.00 |
3,739.00 |
|
R1 |
3,749.50 |
3,749.50 |
3,733.50 |
3,760.25 |
PP |
3,711.25 |
3,711.25 |
3,711.25 |
3,716.50 |
S1 |
3,689.75 |
3,689.75 |
3,722.50 |
3,700.50 |
S2 |
3,651.50 |
3,651.50 |
3,717.00 |
|
S3 |
3,591.75 |
3,630.00 |
3,711.50 |
|
S4 |
3,532.00 |
3,570.25 |
3,695.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,741.75 |
3,700.25 |
41.50 |
1.1% |
27.50 |
0.7% |
86% |
True |
False |
1,146 |
10 |
3,741.75 |
3,586.50 |
155.25 |
4.2% |
30.25 |
0.8% |
96% |
True |
False |
1,877 |
20 |
3,741.75 |
3,500.00 |
241.75 |
6.5% |
36.75 |
1.0% |
98% |
True |
False |
1,010 |
40 |
3,741.75 |
3,404.00 |
337.75 |
9.0% |
42.75 |
1.1% |
98% |
True |
False |
533 |
60 |
3,741.75 |
3,404.00 |
337.75 |
9.0% |
46.00 |
1.2% |
98% |
True |
False |
371 |
80 |
3,741.75 |
3,404.00 |
337.75 |
9.0% |
37.75 |
1.0% |
98% |
True |
False |
280 |
100 |
3,741.75 |
3,404.00 |
337.75 |
9.0% |
31.75 |
0.8% |
98% |
True |
False |
225 |
120 |
3,741.75 |
3,404.00 |
337.75 |
9.0% |
27.50 |
0.7% |
98% |
True |
False |
187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,891.50 |
2.618 |
3,834.00 |
1.618 |
3,798.75 |
1.000 |
3,777.00 |
0.618 |
3,763.50 |
HIGH |
3,741.75 |
0.618 |
3,728.25 |
0.500 |
3,724.00 |
0.382 |
3,720.00 |
LOW |
3,706.50 |
0.618 |
3,684.75 |
1.000 |
3,671.25 |
1.618 |
3,649.50 |
2.618 |
3,614.25 |
4.250 |
3,556.75 |
|
|
Fisher Pivots for day following 04-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,732.00 |
3,730.75 |
PP |
3,728.00 |
3,726.00 |
S1 |
3,724.00 |
3,721.00 |
|