Trading Metrics calculated at close of trading on 05-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,245.8 |
1,244.8 |
-1.0 |
-0.1% |
1,291.8 |
High |
1,250.0 |
1,258.3 |
8.3 |
0.7% |
1,295.0 |
Low |
1,243.5 |
1,242.0 |
-1.5 |
-0.1% |
1,243.1 |
Close |
1,245.0 |
1,254.0 |
9.0 |
0.7% |
1,246.7 |
Range |
6.5 |
16.3 |
9.8 |
150.8% |
51.9 |
ATR |
13.0 |
13.2 |
0.2 |
1.8% |
0.0 |
Volume |
913 |
986 |
73 |
8.0% |
18,646 |
|
Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.3 |
1,293.5 |
1,263.0 |
|
R3 |
1,284.0 |
1,277.2 |
1,258.5 |
|
R2 |
1,267.7 |
1,267.7 |
1,257.0 |
|
R1 |
1,260.9 |
1,260.9 |
1,255.5 |
1,264.3 |
PP |
1,251.4 |
1,251.4 |
1,251.4 |
1,253.2 |
S1 |
1,244.6 |
1,244.6 |
1,252.5 |
1,248.0 |
S2 |
1,235.1 |
1,235.1 |
1,251.0 |
|
S3 |
1,218.8 |
1,228.3 |
1,249.5 |
|
S4 |
1,202.5 |
1,212.0 |
1,245.0 |
|
|
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 |
1,259.6 |
1,241.7 |
17.9 |
1.4% |
10.8 |
0.9% |
69% |
False |
False |
2,028 |
10 |
1,304.0 |
1,241.7 |
62.3 |
5.0% |
12.6 |
1.0% |
20% |
False |
False |
3,052 |
20 |
1,310.0 |
1,241.7 |
68.3 |
5.4% |
12.2 |
1.0% |
18% |
False |
False |
2,752 |
40 |
1,331.5 |
1,241.7 |
89.8 |
7.2% |
14.1 |
1.1% |
14% |
False |
False |
2,289 |
60 |
1,390.8 |
1,241.7 |
149.1 |
11.9% |
14.6 |
1.2% |
8% |
False |
False |
2,072 |
80 |
1,390.8 |
1,241.7 |
149.1 |
11.9% |
14.7 |
1.2% |
8% |
False |
False |
1,849 |
100 |
1,390.8 |
1,234.7 |
156.1 |
12.4% |
14.6 |
1.2% |
12% |
False |
False |
1,638 |
120 |
1,390.8 |
1,185.0 |
205.8 |
16.4% |
14.8 |
1.2% |
34% |
False |
False |
1,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,327.6 |
2.618 |
1,301.0 |
1.618 |
1,284.7 |
1.000 |
1,274.6 |
0.618 |
1,268.4 |
HIGH |
1,258.3 |
0.618 |
1,252.1 |
0.500 |
1,250.2 |
0.382 |
1,248.2 |
LOW |
1,242.0 |
0.618 |
1,231.9 |
1.000 |
1,225.7 |
1.618 |
1,215.6 |
2.618 |
1,199.3 |
4.250 |
1,172.7 |
|
|
Fisher Pivots for day following 05-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,252.7 |
1,252.7 |
PP |
1,251.4 |
1,251.3 |
S1 |
1,250.2 |
1,250.0 |
|