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 |
3,734.25 |
3,770.00 |
35.75 |
1.0% |
3,726.25 |
High |
3,774.50 |
3,791.50 |
17.00 |
0.5% |
3,791.50 |
Low |
3,726.75 |
3,765.50 |
38.75 |
1.0% |
3,700.25 |
Close |
3,769.00 |
3,790.75 |
21.75 |
0.6% |
3,790.75 |
Range |
47.75 |
26.00 |
-21.75 |
-45.5% |
91.25 |
ATR |
38.26 |
37.38 |
-0.88 |
-2.3% |
0.00 |
Volume |
4,520 |
2,053 |
-2,467 |
-54.6% |
10,186 |
|
Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,860.50 |
3,851.75 |
3,805.00 |
|
R3 |
3,834.50 |
3,825.75 |
3,798.00 |
|
R2 |
3,808.50 |
3,808.50 |
3,795.50 |
|
R1 |
3,799.75 |
3,799.75 |
3,793.25 |
3,804.00 |
PP |
3,782.50 |
3,782.50 |
3,782.50 |
3,784.75 |
S1 |
3,773.75 |
3,773.75 |
3,788.25 |
3,778.00 |
S2 |
3,756.50 |
3,756.50 |
3,786.00 |
|
S3 |
3,730.50 |
3,747.75 |
3,783.50 |
|
S4 |
3,704.50 |
3,721.75 |
3,776.50 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,034.50 |
4,004.00 |
3,841.00 |
|
R3 |
3,943.25 |
3,912.75 |
3,815.75 |
|
R2 |
3,852.00 |
3,852.00 |
3,807.50 |
|
R1 |
3,821.50 |
3,821.50 |
3,799.00 |
3,836.75 |
PP |
3,760.75 |
3,760.75 |
3,760.75 |
3,768.50 |
S1 |
3,730.25 |
3,730.25 |
3,782.50 |
3,745.50 |
S2 |
3,669.50 |
3,669.50 |
3,774.00 |
|
S3 |
3,578.25 |
3,639.00 |
3,765.75 |
|
S4 |
3,487.00 |
3,547.75 |
3,740.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,791.50 |
3,700.25 |
91.25 |
2.4% |
32.75 |
0.9% |
99% |
True |
False |
2,037 |
10 |
3,791.50 |
3,639.25 |
152.25 |
4.0% |
30.75 |
0.8% |
100% |
True |
False |
2,150 |
20 |
3,791.50 |
3,509.00 |
282.50 |
7.5% |
35.25 |
0.9% |
100% |
True |
False |
1,325 |
40 |
3,791.50 |
3,404.00 |
387.50 |
10.2% |
42.25 |
1.1% |
100% |
True |
False |
695 |
60 |
3,791.50 |
3,404.00 |
387.50 |
10.2% |
46.00 |
1.2% |
100% |
True |
False |
480 |
80 |
3,791.50 |
3,404.00 |
387.50 |
10.2% |
38.25 |
1.0% |
100% |
True |
False |
361 |
100 |
3,791.50 |
3,404.00 |
387.50 |
10.2% |
32.25 |
0.9% |
100% |
True |
False |
290 |
120 |
3,791.50 |
3,404.00 |
387.50 |
10.2% |
27.75 |
0.7% |
100% |
True |
False |
242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,902.00 |
2.618 |
3,859.50 |
1.618 |
3,833.50 |
1.000 |
3,817.50 |
0.618 |
3,807.50 |
HIGH |
3,791.50 |
0.618 |
3,781.50 |
0.500 |
3,778.50 |
0.382 |
3,775.50 |
LOW |
3,765.50 |
0.618 |
3,749.50 |
1.000 |
3,739.50 |
1.618 |
3,723.50 |
2.618 |
3,697.50 |
4.250 |
3,655.00 |
|
|
Fisher Pivots for day following 06-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,786.75 |
3,776.75 |
PP |
3,782.50 |
3,763.00 |
S1 |
3,778.50 |
3,749.00 |
|