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 |
18,128.12 |
18,017.82 |
-110.30 |
-0.6% |
18,229.75 |
High |
18,128.12 |
18,105.83 |
-22.29 |
-0.1% |
18,229.75 |
Low |
17,967.74 |
17,982.06 |
14.32 |
0.1% |
17,967.74 |
Close |
18,010.68 |
18,040.37 |
29.69 |
0.2% |
18,010.68 |
Range |
160.38 |
123.77 |
-36.61 |
-22.8% |
262.01 |
ATR |
147.19 |
145.52 |
-1.67 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,414.06 |
18,350.99 |
18,108.44 |
|
R3 |
18,290.29 |
18,227.22 |
18,074.41 |
|
R2 |
18,166.52 |
18,166.52 |
18,063.06 |
|
R1 |
18,103.45 |
18,103.45 |
18,051.72 |
18,134.99 |
PP |
18,042.75 |
18,042.75 |
18,042.75 |
18,058.52 |
S1 |
17,979.68 |
17,979.68 |
18,029.02 |
18,011.22 |
S2 |
17,918.98 |
17,918.98 |
18,017.68 |
|
S3 |
17,795.21 |
17,855.91 |
18,006.33 |
|
S4 |
17,671.44 |
17,732.14 |
17,972.30 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,855.42 |
18,695.06 |
18,154.79 |
|
R3 |
18,593.41 |
18,433.05 |
18,082.73 |
|
R2 |
18,331.40 |
18,331.40 |
18,058.72 |
|
R1 |
18,171.04 |
18,171.04 |
18,034.70 |
18,120.22 |
PP |
18,069.39 |
18,069.39 |
18,069.39 |
18,043.98 |
S1 |
17,909.03 |
17,909.03 |
17,986.66 |
17,858.21 |
S2 |
17,807.38 |
17,807.38 |
17,962.64 |
|
S3 |
17,545.37 |
17,647.02 |
17,938.63 |
|
S4 |
17,283.36 |
17,385.01 |
17,866.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,229.75 |
17,967.74 |
262.01 |
1.5% |
151.38 |
0.8% |
28% |
False |
False |
|
10 |
18,351.36 |
17,967.74 |
383.62 |
2.1% |
114.05 |
0.6% |
19% |
False |
False |
|
20 |
18,351.36 |
17,733.12 |
618.24 |
3.4% |
140.60 |
0.8% |
50% |
False |
False |
|
40 |
18,351.36 |
17,646.80 |
704.56 |
3.9% |
158.05 |
0.9% |
56% |
False |
False |
|
60 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
176.91 |
1.0% |
60% |
False |
False |
|
80 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
164.70 |
0.9% |
60% |
False |
False |
|
100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
185.40 |
1.0% |
76% |
False |
False |
|
120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
190.42 |
1.1% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,631.85 |
2.618 |
18,429.86 |
1.618 |
18,306.09 |
1.000 |
18,229.60 |
0.618 |
18,182.32 |
HIGH |
18,105.83 |
0.618 |
18,058.55 |
0.500 |
18,043.95 |
0.382 |
18,029.34 |
LOW |
17,982.06 |
0.618 |
17,905.57 |
1.000 |
17,858.29 |
1.618 |
17,781.80 |
2.618 |
17,658.03 |
4.250 |
17,456.04 |
|
|
Fisher Pivots for day following 01-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
18,043.95 |
18,060.94 |
PP |
18,042.75 |
18,054.08 |
S1 |
18,041.56 |
18,047.23 |
|