Trading Metrics calculated at close of trading on 04-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
18,018.42 |
18,072.47 |
54.05 |
0.3% |
18,229.75 |
High |
18,168.09 |
18,087.15 |
-80.94 |
-0.4% |
18,229.75 |
Low |
18,010.42 |
17,876.95 |
-133.47 |
-0.7% |
17,967.74 |
Close |
18,076.27 |
17,905.58 |
-170.69 |
-0.9% |
18,010.68 |
Range |
157.67 |
210.20 |
52.53 |
33.3% |
262.01 |
ATR |
147.78 |
152.24 |
4.46 |
3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,587.16 |
18,456.57 |
18,021.19 |
|
R3 |
18,376.96 |
18,246.37 |
17,963.39 |
|
R2 |
18,166.76 |
18,166.76 |
17,944.12 |
|
R1 |
18,036.17 |
18,036.17 |
17,924.85 |
17,996.37 |
PP |
17,956.56 |
17,956.56 |
17,956.56 |
17,936.66 |
S1 |
17,825.97 |
17,825.97 |
17,886.31 |
17,786.17 |
S2 |
17,746.36 |
17,746.36 |
17,867.04 |
|
S3 |
17,536.16 |
17,615.77 |
17,847.78 |
|
S4 |
17,325.96 |
17,405.57 |
17,789.97 |
|
|
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 |
17,876.95 |
291.14 |
1.6% |
163.71 |
0.9% |
10% |
False |
True |
|
10 |
18,314.89 |
17,876.95 |
437.94 |
2.4% |
142.60 |
0.8% |
7% |
False |
True |
|
20 |
18,351.36 |
17,796.94 |
554.42 |
3.1% |
138.59 |
0.8% |
20% |
False |
False |
|
40 |
18,351.36 |
17,733.12 |
618.24 |
3.5% |
157.38 |
0.9% |
28% |
False |
False |
|
60 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
172.29 |
1.0% |
42% |
False |
False |
|
80 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
164.69 |
0.9% |
42% |
False |
False |
|
100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
182.99 |
1.0% |
66% |
False |
False |
|
120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
189.34 |
1.1% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,980.50 |
2.618 |
18,637.45 |
1.618 |
18,427.25 |
1.000 |
18,297.35 |
0.618 |
18,217.05 |
HIGH |
18,087.15 |
0.618 |
18,006.85 |
0.500 |
17,982.05 |
0.382 |
17,957.25 |
LOW |
17,876.95 |
0.618 |
17,747.05 |
1.000 |
17,666.75 |
1.618 |
17,536.85 |
2.618 |
17,326.65 |
4.250 |
16,983.60 |
|
|
Fisher Pivots for day following 04-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,982.05 |
18,022.52 |
PP |
17,956.56 |
17,983.54 |
S1 |
17,931.07 |
17,944.56 |
|