Trading Metrics calculated at close of trading on 01-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
212.38 |
211.94 |
-0.44 |
-0.2% |
212.40 |
High |
212.43 |
212.34 |
-0.09 |
0.0% |
212.98 |
Low |
210.82 |
210.62 |
-0.20 |
-0.1% |
210.20 |
Close |
211.14 |
211.57 |
0.43 |
0.2% |
211.14 |
Range |
1.61 |
1.72 |
0.11 |
6.8% |
2.78 |
ATR |
1.73 |
1.73 |
0.00 |
-0.1% |
0.00 |
Volume |
124,919,602 |
93,338,703 |
-31,580,899 |
-25.3% |
417,416,594 |
|
Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
216.67 |
215.84 |
212.52 |
|
R3 |
214.95 |
214.12 |
212.04 |
|
R2 |
213.23 |
213.23 |
211.89 |
|
R1 |
212.40 |
212.40 |
211.73 |
211.96 |
PP |
211.51 |
211.51 |
211.51 |
211.29 |
S1 |
210.68 |
210.68 |
211.41 |
210.24 |
S2 |
209.79 |
209.79 |
211.25 |
|
S3 |
208.07 |
208.96 |
211.10 |
|
S4 |
206.35 |
207.24 |
210.62 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
219.78 |
218.24 |
212.67 |
|
R3 |
217.00 |
215.46 |
211.90 |
|
R2 |
214.22 |
214.22 |
211.65 |
|
R1 |
212.68 |
212.68 |
211.39 |
212.06 |
PP |
211.44 |
211.44 |
211.44 |
211.13 |
S1 |
209.90 |
209.90 |
210.89 |
209.28 |
S2 |
208.66 |
208.66 |
210.63 |
|
S3 |
205.88 |
207.12 |
210.38 |
|
S4 |
203.10 |
204.34 |
209.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
212.98 |
210.20 |
2.78 |
1.3% |
1.84 |
0.9% |
49% |
False |
False |
102,151,059 |
10 |
213.78 |
210.20 |
3.58 |
1.7% |
1.45 |
0.7% |
38% |
False |
False |
85,647,489 |
20 |
213.78 |
206.76 |
7.02 |
3.3% |
1.56 |
0.7% |
69% |
False |
False |
94,122,894 |
40 |
213.78 |
205.21 |
8.57 |
4.1% |
1.65 |
0.8% |
74% |
False |
False |
94,958,434 |
60 |
213.78 |
204.12 |
9.66 |
4.6% |
1.78 |
0.8% |
77% |
False |
False |
106,387,933 |
80 |
213.78 |
204.12 |
9.66 |
4.6% |
1.70 |
0.8% |
77% |
False |
False |
103,155,922 |
100 |
213.78 |
197.86 |
15.92 |
7.5% |
1.93 |
0.9% |
86% |
False |
False |
113,573,552 |
120 |
213.78 |
197.86 |
15.92 |
7.5% |
2.06 |
1.0% |
86% |
False |
False |
120,603,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
219.65 |
2.618 |
216.84 |
1.618 |
215.12 |
1.000 |
214.06 |
0.618 |
213.40 |
HIGH |
212.34 |
0.618 |
211.68 |
0.500 |
211.48 |
0.382 |
211.28 |
LOW |
210.62 |
0.618 |
209.56 |
1.000 |
208.90 |
1.618 |
207.84 |
2.618 |
206.12 |
4.250 |
203.31 |
|
|
Fisher Pivots for day following 01-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
211.54 |
211.61 |
PP |
211.51 |
211.59 |
S1 |
211.48 |
211.58 |
|