Trading Metrics calculated at close of trading on 03-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,247.7 |
1,244.6 |
-3.1 |
-0.2% |
1,291.8 |
High |
1,250.3 |
1,248.0 |
-2.3 |
-0.2% |
1,295.0 |
Low |
1,242.0 |
1,241.7 |
-0.3 |
0.0% |
1,243.1 |
Close |
1,244.7 |
1,245.2 |
0.5 |
0.0% |
1,246.7 |
Range |
8.3 |
6.3 |
-2.0 |
-24.1% |
51.9 |
ATR |
14.0 |
13.5 |
-0.6 |
-3.9% |
0.0 |
Volume |
2,854 |
1,211 |
-1,643 |
-57.6% |
18,646 |
|
Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.9 |
1,260.8 |
1,248.7 |
|
R3 |
1,257.6 |
1,254.5 |
1,246.9 |
|
R2 |
1,251.3 |
1,251.3 |
1,246.4 |
|
R1 |
1,248.2 |
1,248.2 |
1,245.8 |
1,249.8 |
PP |
1,245.0 |
1,245.0 |
1,245.0 |
1,245.7 |
S1 |
1,241.9 |
1,241.9 |
1,244.6 |
1,243.5 |
S2 |
1,238.7 |
1,238.7 |
1,244.0 |
|
S3 |
1,232.4 |
1,235.6 |
1,243.5 |
|
S4 |
1,226.1 |
1,229.3 |
1,241.7 |
|
|
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 |
1,267.9 |
1,241.7 |
26.2 |
2.1% |
10.2 |
0.8% |
13% |
False |
True |
3,757 |
10 |
1,304.0 |
1,241.7 |
62.3 |
5.0% |
12.5 |
1.0% |
6% |
False |
True |
3,448 |
20 |
1,315.1 |
1,241.7 |
73.4 |
5.9% |
12.8 |
1.0% |
5% |
False |
True |
3,140 |
40 |
1,331.5 |
1,241.7 |
89.8 |
7.2% |
14.1 |
1.1% |
4% |
False |
True |
2,365 |
60 |
1,390.8 |
1,241.7 |
149.1 |
12.0% |
14.6 |
1.2% |
2% |
False |
True |
2,067 |
80 |
1,390.8 |
1,241.7 |
149.1 |
12.0% |
14.6 |
1.2% |
2% |
False |
True |
1,853 |
100 |
1,390.8 |
1,227.5 |
163.3 |
13.1% |
14.6 |
1.2% |
11% |
False |
False |
1,630 |
120 |
1,390.8 |
1,185.0 |
205.8 |
16.5% |
14.9 |
1.2% |
29% |
False |
False |
1,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,274.8 |
2.618 |
1,264.5 |
1.618 |
1,258.2 |
1.000 |
1,254.3 |
0.618 |
1,251.9 |
HIGH |
1,248.0 |
0.618 |
1,245.6 |
0.500 |
1,244.9 |
0.382 |
1,244.1 |
LOW |
1,241.7 |
0.618 |
1,237.8 |
1.000 |
1,235.4 |
1.618 |
1,231.5 |
2.618 |
1,225.2 |
4.250 |
1,214.9 |
|
|
Fisher Pivots for day following 03-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,245.1 |
1,250.7 |
PP |
1,245.0 |
1,248.8 |
S1 |
1,244.9 |
1,247.0 |
|