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 |
18,017.82 |
18,033.33 |
15.51 |
0.1% |
18,229.75 |
High |
18,105.83 |
18,091.87 |
-13.96 |
-0.1% |
18,229.75 |
Low |
17,982.06 |
17,925.33 |
-56.73 |
-0.3% |
17,967.74 |
Close |
18,040.37 |
18,011.94 |
-28.43 |
-0.2% |
18,010.68 |
Range |
123.77 |
166.54 |
42.77 |
34.6% |
262.01 |
ATR |
145.52 |
147.02 |
1.50 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,509.33 |
18,427.18 |
18,103.54 |
|
R3 |
18,342.79 |
18,260.64 |
18,057.74 |
|
R2 |
18,176.25 |
18,176.25 |
18,042.47 |
|
R1 |
18,094.10 |
18,094.10 |
18,027.21 |
18,051.91 |
PP |
18,009.71 |
18,009.71 |
18,009.71 |
17,988.62 |
S1 |
17,927.56 |
17,927.56 |
17,996.67 |
17,885.37 |
S2 |
17,843.17 |
17,843.17 |
17,981.41 |
|
S3 |
17,676.63 |
17,761.02 |
17,966.14 |
|
S4 |
17,510.09 |
17,594.48 |
17,920.34 |
|
|
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 |
18,190.35 |
17,925.33 |
265.02 |
1.5% |
136.74 |
0.8% |
33% |
False |
True |
|
10 |
18,351.36 |
17,925.33 |
426.03 |
2.4% |
122.57 |
0.7% |
20% |
False |
True |
|
20 |
18,351.36 |
17,733.12 |
618.24 |
3.4% |
143.54 |
0.8% |
45% |
False |
False |
|
40 |
18,351.36 |
17,733.12 |
618.24 |
3.4% |
154.83 |
0.9% |
45% |
False |
False |
|
60 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
174.51 |
1.0% |
56% |
False |
False |
|
80 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
164.13 |
0.9% |
56% |
False |
False |
|
100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
184.84 |
1.0% |
74% |
False |
False |
|
120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
190.51 |
1.1% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,799.67 |
2.618 |
18,527.87 |
1.618 |
18,361.33 |
1.000 |
18,258.41 |
0.618 |
18,194.79 |
HIGH |
18,091.87 |
0.618 |
18,028.25 |
0.500 |
18,008.60 |
0.382 |
17,988.95 |
LOW |
17,925.33 |
0.618 |
17,822.41 |
1.000 |
17,758.79 |
1.618 |
17,655.87 |
2.618 |
17,489.33 |
4.250 |
17,217.54 |
|
|
Fisher Pivots for day following 02-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
18,010.83 |
18,026.73 |
PP |
18,009.71 |
18,021.80 |
S1 |
18,008.60 |
18,016.87 |
|