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 |
18,072.47 |
17,905.38 |
-167.09 |
-0.9% |
18,017.82 |
High |
18,087.15 |
17,940.78 |
-146.37 |
-0.8% |
18,168.09 |
Low |
17,876.95 |
17,822.90 |
-54.05 |
-0.3% |
17,822.90 |
Close |
17,905.58 |
17,849.46 |
-56.12 |
-0.3% |
17,849.46 |
Range |
210.20 |
117.88 |
-92.32 |
-43.9% |
345.19 |
ATR |
152.24 |
149.78 |
-2.45 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,224.69 |
18,154.95 |
17,914.29 |
|
R3 |
18,106.81 |
18,037.07 |
17,881.88 |
|
R2 |
17,988.93 |
17,988.93 |
17,871.07 |
|
R1 |
17,919.19 |
17,919.19 |
17,860.27 |
17,895.12 |
PP |
17,871.05 |
17,871.05 |
17,871.05 |
17,859.01 |
S1 |
17,801.31 |
17,801.31 |
17,838.65 |
17,777.24 |
S2 |
17,753.17 |
17,753.17 |
17,827.85 |
|
S3 |
17,635.29 |
17,683.43 |
17,817.04 |
|
S4 |
17,517.41 |
17,565.55 |
17,784.63 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,982.39 |
18,761.11 |
18,039.31 |
|
R3 |
18,637.20 |
18,415.92 |
17,944.39 |
|
R2 |
18,292.01 |
18,292.01 |
17,912.74 |
|
R1 |
18,070.73 |
18,070.73 |
17,881.10 |
18,008.78 |
PP |
17,946.82 |
17,946.82 |
17,946.82 |
17,915.84 |
S1 |
17,725.54 |
17,725.54 |
17,817.82 |
17,663.59 |
S2 |
17,601.63 |
17,601.63 |
17,786.18 |
|
S3 |
17,256.44 |
17,380.35 |
17,754.53 |
|
S4 |
16,911.25 |
17,035.16 |
17,659.61 |
|
|
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 |
17,822.90 |
345.19 |
1.9% |
155.21 |
0.9% |
8% |
False |
True |
|
10 |
18,286.87 |
17,822.90 |
463.97 |
2.6% |
147.89 |
0.8% |
6% |
False |
True |
|
20 |
18,351.36 |
17,822.90 |
528.46 |
3.0% |
135.68 |
0.8% |
5% |
False |
True |
|
40 |
18,351.36 |
17,733.12 |
618.24 |
3.5% |
156.30 |
0.9% |
19% |
False |
False |
|
60 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
172.51 |
1.0% |
35% |
False |
False |
|
80 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
164.15 |
0.9% |
35% |
False |
False |
|
100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.4% |
181.94 |
1.0% |
62% |
False |
False |
|
120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.4% |
188.46 |
1.1% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,441.77 |
2.618 |
18,249.39 |
1.618 |
18,131.51 |
1.000 |
18,058.66 |
0.618 |
18,013.63 |
HIGH |
17,940.78 |
0.618 |
17,895.75 |
0.500 |
17,881.84 |
0.382 |
17,867.93 |
LOW |
17,822.90 |
0.618 |
17,750.05 |
1.000 |
17,705.02 |
1.618 |
17,632.17 |
2.618 |
17,514.29 |
4.250 |
17,321.91 |
|
|
Fisher Pivots for day following 05-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,881.84 |
17,995.50 |
PP |
17,871.05 |
17,946.82 |
S1 |
17,860.25 |
17,898.14 |
|