Trading Metrics calculated at close of trading on 02-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
211.94 |
211.02 |
-0.92 |
-0.4% |
212.40 |
High |
212.34 |
212.19 |
-0.15 |
-0.1% |
212.98 |
Low |
210.62 |
210.27 |
-0.35 |
-0.2% |
210.20 |
Close |
211.57 |
211.36 |
-0.21 |
-0.1% |
211.14 |
Range |
1.72 |
1.92 |
0.20 |
11.6% |
2.78 |
ATR |
1.73 |
1.75 |
0.01 |
0.8% |
0.00 |
Volume |
93,338,703 |
91,531,000 |
-1,807,703 |
-1.9% |
417,416,594 |
|
Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
217.03 |
216.12 |
212.42 |
|
R3 |
215.11 |
214.20 |
211.89 |
|
R2 |
213.19 |
213.19 |
211.71 |
|
R1 |
212.28 |
212.28 |
211.54 |
212.74 |
PP |
211.27 |
211.27 |
211.27 |
211.50 |
S1 |
210.36 |
210.36 |
211.18 |
210.82 |
S2 |
209.35 |
209.35 |
211.01 |
|
S3 |
207.43 |
208.44 |
210.83 |
|
S4 |
205.51 |
206.52 |
210.30 |
|
|
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 |
210.27 |
2.71 |
1.3% |
1.69 |
0.8% |
40% |
False |
True |
95,595,539 |
10 |
213.78 |
210.20 |
3.58 |
1.7% |
1.52 |
0.7% |
32% |
False |
False |
87,345,629 |
20 |
213.78 |
206.76 |
7.02 |
3.3% |
1.61 |
0.8% |
66% |
False |
False |
95,153,084 |
40 |
213.78 |
206.76 |
7.02 |
3.3% |
1.62 |
0.8% |
66% |
False |
False |
94,387,506 |
60 |
213.78 |
204.12 |
9.66 |
4.6% |
1.77 |
0.8% |
75% |
False |
False |
104,777,984 |
80 |
213.78 |
204.12 |
9.66 |
4.6% |
1.70 |
0.8% |
75% |
False |
False |
103,075,646 |
100 |
213.78 |
197.86 |
15.92 |
7.5% |
1.94 |
0.9% |
85% |
False |
False |
113,235,395 |
120 |
213.78 |
197.86 |
15.92 |
7.5% |
2.06 |
1.0% |
85% |
False |
False |
120,461,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
220.35 |
2.618 |
217.22 |
1.618 |
215.30 |
1.000 |
214.11 |
0.618 |
213.38 |
HIGH |
212.19 |
0.618 |
211.46 |
0.500 |
211.23 |
0.382 |
211.00 |
LOW |
210.27 |
0.618 |
209.08 |
1.000 |
208.35 |
1.618 |
207.16 |
2.618 |
205.24 |
4.250 |
202.11 |
|
|
Fisher Pivots for day following 02-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
211.32 |
211.36 |
PP |
211.27 |
211.35 |
S1 |
211.23 |
211.35 |
|