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 |
3,652.0 |
3,589.0 |
-63.0 |
-1.7% |
3,652.0 |
High |
3,659.0 |
3,599.0 |
-60.0 |
-1.6% |
3,683.0 |
Low |
3,555.0 |
3,546.0 |
-9.0 |
-0.3% |
3,555.0 |
Close |
3,562.0 |
3,570.0 |
8.0 |
0.2% |
3,562.0 |
Range |
104.0 |
53.0 |
-51.0 |
-49.0% |
128.0 |
ATR |
70.8 |
69.5 |
-1.3 |
-1.8% |
0.0 |
Volume |
935,223 |
1,171,792 |
236,569 |
25.3% |
3,662,537 |
|
Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,730.7 |
3,703.3 |
3,599.2 |
|
R3 |
3,677.7 |
3,650.3 |
3,584.6 |
|
R2 |
3,624.7 |
3,624.7 |
3,579.7 |
|
R1 |
3,597.3 |
3,597.3 |
3,574.9 |
3,584.5 |
PP |
3,571.7 |
3,571.7 |
3,571.7 |
3,565.3 |
S1 |
3,544.3 |
3,544.3 |
3,565.1 |
3,531.5 |
S2 |
3,518.7 |
3,518.7 |
3,560.3 |
|
S3 |
3,465.7 |
3,491.3 |
3,555.4 |
|
S4 |
3,412.7 |
3,438.3 |
3,540.9 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,984.0 |
3,901.0 |
3,632.4 |
|
R3 |
3,856.0 |
3,773.0 |
3,597.2 |
|
R2 |
3,728.0 |
3,728.0 |
3,585.5 |
|
R1 |
3,645.0 |
3,645.0 |
3,573.7 |
3,622.5 |
PP |
3,600.0 |
3,600.0 |
3,600.0 |
3,588.8 |
S1 |
3,517.0 |
3,517.0 |
3,550.3 |
3,494.5 |
S2 |
3,472.0 |
3,472.0 |
3,538.5 |
|
S3 |
3,344.0 |
3,389.0 |
3,526.8 |
|
S4 |
3,216.0 |
3,261.0 |
3,491.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,683.0 |
3,546.0 |
137.0 |
3.8% |
71.4 |
2.0% |
18% |
False |
True |
966,865 |
10 |
3,684.0 |
3,510.0 |
174.0 |
4.9% |
61.0 |
1.7% |
34% |
False |
False |
910,786 |
20 |
3,684.0 |
3,441.0 |
243.0 |
6.8% |
71.8 |
2.0% |
53% |
False |
False |
1,043,396 |
40 |
3,769.0 |
3,441.0 |
328.0 |
9.2% |
67.3 |
1.9% |
39% |
False |
False |
1,043,344 |
60 |
3,769.0 |
3,441.0 |
328.0 |
9.2% |
62.7 |
1.8% |
39% |
False |
False |
951,873 |
80 |
3,769.0 |
3,248.0 |
521.0 |
14.6% |
58.5 |
1.6% |
62% |
False |
False |
716,017 |
100 |
3,769.0 |
2,912.0 |
857.0 |
24.0% |
61.5 |
1.7% |
77% |
False |
False |
573,156 |
120 |
3,769.0 |
2,848.0 |
921.0 |
25.8% |
61.4 |
1.7% |
78% |
False |
False |
477,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,824.3 |
2.618 |
3,737.8 |
1.618 |
3,684.8 |
1.000 |
3,652.0 |
0.618 |
3,631.8 |
HIGH |
3,599.0 |
0.618 |
3,578.8 |
0.500 |
3,572.5 |
0.382 |
3,566.2 |
LOW |
3,546.0 |
0.618 |
3,513.2 |
1.000 |
3,493.0 |
1.618 |
3,460.2 |
2.618 |
3,407.2 |
4.250 |
3,320.8 |
|
|
Fisher Pivots for day following 01-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3,572.5 |
3,606.5 |
PP |
3,571.7 |
3,594.3 |
S1 |
3,570.8 |
3,582.2 |
|