Trading Metrics calculated at close of trading on 05-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
211.07 |
209.95 |
-1.12 |
-0.5% |
211.94 |
High |
211.86 |
210.58 |
-1.28 |
-0.6% |
212.67 |
Low |
209.75 |
208.98 |
-0.77 |
-0.4% |
208.98 |
Close |
210.13 |
209.77 |
-0.36 |
-0.2% |
209.77 |
Range |
2.11 |
1.60 |
-0.51 |
-24.2% |
3.69 |
ATR |
1.75 |
1.74 |
-0.01 |
-0.6% |
0.00 |
Volume |
151,882,797 |
121,704,602 |
-30,178,195 |
-19.9% |
546,277,993 |
|
Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
214.58 |
213.77 |
210.65 |
|
R3 |
212.98 |
212.17 |
210.21 |
|
R2 |
211.38 |
211.38 |
210.06 |
|
R1 |
210.57 |
210.57 |
209.92 |
210.18 |
PP |
209.78 |
209.78 |
209.78 |
209.58 |
S1 |
208.97 |
208.97 |
209.62 |
208.58 |
S2 |
208.18 |
208.18 |
209.48 |
|
S3 |
206.58 |
207.37 |
209.33 |
|
S4 |
204.98 |
205.77 |
208.89 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
221.54 |
219.35 |
211.80 |
|
R3 |
217.85 |
215.66 |
210.78 |
|
R2 |
214.16 |
214.16 |
210.45 |
|
R1 |
211.97 |
211.97 |
210.11 |
211.22 |
PP |
210.47 |
210.47 |
210.47 |
210.10 |
S1 |
208.28 |
208.28 |
209.43 |
207.53 |
S2 |
206.78 |
206.78 |
209.09 |
|
S3 |
203.09 |
204.59 |
208.76 |
|
S4 |
199.40 |
200.90 |
207.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
212.67 |
208.98 |
3.69 |
1.8% |
1.74 |
0.8% |
21% |
False |
True |
109,255,598 |
10 |
213.54 |
208.98 |
4.56 |
2.2% |
1.68 |
0.8% |
17% |
False |
True |
102,112,798 |
20 |
213.78 |
208.62 |
5.16 |
2.5% |
1.48 |
0.7% |
22% |
False |
False |
96,391,944 |
40 |
213.78 |
206.76 |
7.02 |
3.3% |
1.62 |
0.8% |
43% |
False |
False |
97,019,289 |
60 |
213.78 |
204.12 |
9.66 |
4.6% |
1.78 |
0.8% |
58% |
False |
False |
104,850,027 |
80 |
213.78 |
204.12 |
9.66 |
4.6% |
1.69 |
0.8% |
58% |
False |
False |
103,730,061 |
100 |
213.78 |
197.86 |
15.92 |
7.6% |
1.91 |
0.9% |
75% |
False |
False |
112,347,669 |
120 |
213.78 |
197.86 |
15.92 |
7.6% |
2.03 |
1.0% |
75% |
False |
False |
119,772,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
217.38 |
2.618 |
214.77 |
1.618 |
213.17 |
1.000 |
212.18 |
0.618 |
211.57 |
HIGH |
210.58 |
0.618 |
209.97 |
0.500 |
209.78 |
0.382 |
209.59 |
LOW |
208.98 |
0.618 |
207.99 |
1.000 |
207.38 |
1.618 |
206.39 |
2.618 |
204.79 |
4.250 |
202.18 |
|
|
Fisher Pivots for day following 05-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
209.78 |
210.83 |
PP |
209.78 |
210.47 |
S1 |
209.77 |
210.12 |
|