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 |
3,589.0 |
3,585.0 |
-4.0 |
-0.1% |
3,652.0 |
High |
3,599.0 |
3,594.0 |
-5.0 |
-0.1% |
3,683.0 |
Low |
3,546.0 |
3,525.0 |
-21.0 |
-0.6% |
3,555.0 |
Close |
3,570.0 |
3,558.0 |
-12.0 |
-0.3% |
3,562.0 |
Range |
53.0 |
69.0 |
16.0 |
30.2% |
128.0 |
ATR |
69.5 |
69.5 |
0.0 |
-0.1% |
0.0 |
Volume |
1,171,792 |
1,046,111 |
-125,681 |
-10.7% |
3,662,537 |
|
Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,766.0 |
3,731.0 |
3,596.0 |
|
R3 |
3,697.0 |
3,662.0 |
3,577.0 |
|
R2 |
3,628.0 |
3,628.0 |
3,570.7 |
|
R1 |
3,593.0 |
3,593.0 |
3,564.3 |
3,576.0 |
PP |
3,559.0 |
3,559.0 |
3,559.0 |
3,550.5 |
S1 |
3,524.0 |
3,524.0 |
3,551.7 |
3,507.0 |
S2 |
3,490.0 |
3,490.0 |
3,545.4 |
|
S3 |
3,421.0 |
3,455.0 |
3,539.0 |
|
S4 |
3,352.0 |
3,386.0 |
3,520.1 |
|
|
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 |
3,525.0 |
158.0 |
4.4% |
70.4 |
2.0% |
21% |
False |
True |
955,032 |
10 |
3,684.0 |
3,525.0 |
159.0 |
4.5% |
60.9 |
1.7% |
21% |
False |
True |
899,032 |
20 |
3,684.0 |
3,441.0 |
243.0 |
6.8% |
71.7 |
2.0% |
48% |
False |
False |
1,032,762 |
40 |
3,769.0 |
3,441.0 |
328.0 |
9.2% |
67.6 |
1.9% |
36% |
False |
False |
1,041,508 |
60 |
3,769.0 |
3,441.0 |
328.0 |
9.2% |
62.8 |
1.8% |
36% |
False |
False |
969,124 |
80 |
3,769.0 |
3,248.0 |
521.0 |
14.6% |
58.8 |
1.7% |
60% |
False |
False |
729,087 |
100 |
3,769.0 |
2,940.0 |
829.0 |
23.3% |
61.5 |
1.7% |
75% |
False |
False |
583,614 |
120 |
3,769.0 |
2,848.0 |
921.0 |
25.9% |
61.8 |
1.7% |
77% |
False |
False |
486,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,887.3 |
2.618 |
3,774.6 |
1.618 |
3,705.6 |
1.000 |
3,663.0 |
0.618 |
3,636.6 |
HIGH |
3,594.0 |
0.618 |
3,567.6 |
0.500 |
3,559.5 |
0.382 |
3,551.4 |
LOW |
3,525.0 |
0.618 |
3,482.4 |
1.000 |
3,456.0 |
1.618 |
3,413.4 |
2.618 |
3,344.4 |
4.250 |
3,231.8 |
|
|
Fisher Pivots for day following 02-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3,559.5 |
3,592.0 |
PP |
3,559.0 |
3,580.7 |
S1 |
3,558.5 |
3,569.3 |
|