Trading Metrics calculated at close of trading on 02-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,256.9 |
1,247.7 |
-9.2 |
-0.7% |
1,291.8 |
High |
1,259.6 |
1,250.3 |
-9.3 |
-0.7% |
1,295.0 |
Low |
1,243.1 |
1,242.0 |
-1.1 |
-0.1% |
1,243.1 |
Close |
1,246.7 |
1,244.7 |
-2.0 |
-0.2% |
1,246.7 |
Range |
16.5 |
8.3 |
-8.2 |
-49.7% |
51.9 |
ATR |
14.5 |
14.0 |
-0.4 |
-3.0% |
0.0 |
Volume |
4,176 |
2,854 |
-1,322 |
-31.7% |
18,646 |
|
Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,270.6 |
1,265.9 |
1,249.3 |
|
R3 |
1,262.3 |
1,257.6 |
1,247.0 |
|
R2 |
1,254.0 |
1,254.0 |
1,246.2 |
|
R1 |
1,249.3 |
1,249.3 |
1,245.5 |
1,247.5 |
PP |
1,245.7 |
1,245.7 |
1,245.7 |
1,244.8 |
S1 |
1,241.0 |
1,241.0 |
1,243.9 |
1,239.2 |
S2 |
1,237.4 |
1,237.4 |
1,243.2 |
|
S3 |
1,229.1 |
1,232.7 |
1,242.4 |
|
S4 |
1,220.8 |
1,224.4 |
1,240.1 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,417.3 |
1,383.9 |
1,275.2 |
|
R3 |
1,365.4 |
1,332.0 |
1,261.0 |
|
R2 |
1,313.5 |
1,313.5 |
1,256.2 |
|
R1 |
1,280.1 |
1,280.1 |
1,251.5 |
1,270.9 |
PP |
1,261.6 |
1,261.6 |
1,261.6 |
1,257.0 |
S1 |
1,228.2 |
1,228.2 |
1,241.9 |
1,219.0 |
S2 |
1,209.7 |
1,209.7 |
1,237.2 |
|
S3 |
1,157.8 |
1,176.3 |
1,232.4 |
|
S4 |
1,105.9 |
1,124.4 |
1,218.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,295.0 |
1,242.0 |
53.0 |
4.3% |
15.0 |
1.2% |
5% |
False |
True |
4,300 |
10 |
1,305.9 |
1,242.0 |
63.9 |
5.1% |
13.2 |
1.1% |
4% |
False |
True |
3,517 |
20 |
1,315.9 |
1,242.0 |
73.9 |
5.9% |
13.2 |
1.1% |
4% |
False |
True |
3,184 |
40 |
1,331.5 |
1,242.0 |
89.5 |
7.2% |
14.4 |
1.2% |
3% |
False |
True |
2,353 |
60 |
1,390.8 |
1,242.0 |
148.8 |
12.0% |
14.9 |
1.2% |
2% |
False |
True |
2,074 |
80 |
1,390.8 |
1,242.0 |
148.8 |
12.0% |
14.7 |
1.2% |
2% |
False |
True |
1,847 |
100 |
1,390.8 |
1,222.4 |
168.4 |
13.5% |
14.6 |
1.2% |
13% |
False |
False |
1,624 |
120 |
1,390.8 |
1,185.0 |
205.8 |
16.5% |
15.0 |
1.2% |
29% |
False |
False |
1,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,285.6 |
2.618 |
1,272.0 |
1.618 |
1,263.7 |
1.000 |
1,258.6 |
0.618 |
1,255.4 |
HIGH |
1,250.3 |
0.618 |
1,247.1 |
0.500 |
1,246.2 |
0.382 |
1,245.2 |
LOW |
1,242.0 |
0.618 |
1,236.9 |
1.000 |
1,233.7 |
1.618 |
1,228.6 |
2.618 |
1,220.3 |
4.250 |
1,206.7 |
|
|
Fisher Pivots for day following 02-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,246.2 |
1,251.5 |
PP |
1,245.7 |
1,249.2 |
S1 |
1,245.2 |
1,247.0 |
|