Trading Metrics calculated at close of trading on 03-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
18,033.33 |
18,018.42 |
-14.91 |
-0.1% |
18,229.75 |
High |
18,091.87 |
18,168.09 |
76.22 |
0.4% |
18,229.75 |
Low |
17,925.33 |
18,010.42 |
85.09 |
0.5% |
17,967.74 |
Close |
18,011.94 |
18,076.27 |
64.33 |
0.4% |
18,010.68 |
Range |
166.54 |
157.67 |
-8.87 |
-5.3% |
262.01 |
ATR |
147.02 |
147.78 |
0.76 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,557.94 |
18,474.77 |
18,162.99 |
|
R3 |
18,400.27 |
18,317.10 |
18,119.63 |
|
R2 |
18,242.60 |
18,242.60 |
18,105.18 |
|
R1 |
18,159.43 |
18,159.43 |
18,090.72 |
18,201.02 |
PP |
18,084.93 |
18,084.93 |
18,084.93 |
18,105.72 |
S1 |
18,001.76 |
18,001.76 |
18,061.82 |
18,043.35 |
S2 |
17,927.26 |
17,927.26 |
18,047.36 |
|
S3 |
17,769.59 |
17,844.09 |
18,032.91 |
|
S4 |
17,611.92 |
17,686.42 |
17,989.55 |
|
|
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 |
18,168.09 |
17,925.33 |
242.76 |
1.3% |
139.22 |
0.8% |
62% |
True |
False |
|
10 |
18,350.13 |
17,925.33 |
424.80 |
2.4% |
129.34 |
0.7% |
36% |
False |
False |
|
20 |
18,351.36 |
17,733.12 |
618.24 |
3.4% |
142.41 |
0.8% |
56% |
False |
False |
|
40 |
18,351.36 |
17,733.12 |
618.24 |
3.4% |
155.98 |
0.9% |
56% |
False |
False |
|
60 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
174.23 |
1.0% |
64% |
False |
False |
|
80 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
163.77 |
0.9% |
64% |
False |
False |
|
100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
183.18 |
1.0% |
79% |
False |
False |
|
120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
190.01 |
1.1% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,838.19 |
2.618 |
18,580.87 |
1.618 |
18,423.20 |
1.000 |
18,325.76 |
0.618 |
18,265.53 |
HIGH |
18,168.09 |
0.618 |
18,107.86 |
0.500 |
18,089.26 |
0.382 |
18,070.65 |
LOW |
18,010.42 |
0.618 |
17,912.98 |
1.000 |
17,852.75 |
1.618 |
17,755.31 |
2.618 |
17,597.64 |
4.250 |
17,340.32 |
|
|
Fisher Pivots for day following 03-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
18,089.26 |
18,066.42 |
PP |
18,084.93 |
18,056.56 |
S1 |
18,080.60 |
18,046.71 |
|