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 |
3,585.0 |
3,558.0 |
-27.0 |
-0.8% |
3,652.0 |
High |
3,594.0 |
3,618.0 |
24.0 |
0.7% |
3,683.0 |
Low |
3,525.0 |
3,548.0 |
23.0 |
0.7% |
3,555.0 |
Close |
3,558.0 |
3,577.0 |
19.0 |
0.5% |
3,562.0 |
Range |
69.0 |
70.0 |
1.0 |
1.4% |
128.0 |
ATR |
69.5 |
69.5 |
0.0 |
0.1% |
0.0 |
Volume |
1,046,111 |
1,343,879 |
297,768 |
28.5% |
3,662,537 |
|
Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,791.0 |
3,754.0 |
3,615.5 |
|
R3 |
3,721.0 |
3,684.0 |
3,596.3 |
|
R2 |
3,651.0 |
3,651.0 |
3,589.8 |
|
R1 |
3,614.0 |
3,614.0 |
3,583.4 |
3,632.5 |
PP |
3,581.0 |
3,581.0 |
3,581.0 |
3,590.3 |
S1 |
3,544.0 |
3,544.0 |
3,570.6 |
3,562.5 |
S2 |
3,511.0 |
3,511.0 |
3,564.2 |
|
S3 |
3,441.0 |
3,474.0 |
3,557.8 |
|
S4 |
3,371.0 |
3,404.0 |
3,538.5 |
|
|
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 |
3,667.0 |
3,525.0 |
142.0 |
4.0% |
69.4 |
1.9% |
37% |
False |
False |
1,061,604 |
10 |
3,684.0 |
3,525.0 |
159.0 |
4.4% |
60.1 |
1.7% |
33% |
False |
False |
958,018 |
20 |
3,684.0 |
3,441.0 |
243.0 |
6.8% |
68.6 |
1.9% |
56% |
False |
False |
1,033,801 |
40 |
3,769.0 |
3,441.0 |
328.0 |
9.2% |
67.4 |
1.9% |
41% |
False |
False |
1,059,790 |
60 |
3,769.0 |
3,441.0 |
328.0 |
9.2% |
63.0 |
1.8% |
41% |
False |
False |
989,822 |
80 |
3,769.0 |
3,248.0 |
521.0 |
14.6% |
59.1 |
1.7% |
63% |
False |
False |
745,874 |
100 |
3,769.0 |
2,942.0 |
827.0 |
23.1% |
61.8 |
1.7% |
77% |
False |
False |
597,052 |
120 |
3,769.0 |
2,848.0 |
921.0 |
25.7% |
62.3 |
1.7% |
79% |
False |
False |
497,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,915.5 |
2.618 |
3,801.3 |
1.618 |
3,731.3 |
1.000 |
3,688.0 |
0.618 |
3,661.3 |
HIGH |
3,618.0 |
0.618 |
3,591.3 |
0.500 |
3,583.0 |
0.382 |
3,574.7 |
LOW |
3,548.0 |
0.618 |
3,504.7 |
1.000 |
3,478.0 |
1.618 |
3,434.7 |
2.618 |
3,364.7 |
4.250 |
3,250.5 |
|
|
Fisher Pivots for day following 03-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3,583.0 |
3,575.2 |
PP |
3,581.0 |
3,573.3 |
S1 |
3,579.0 |
3,571.5 |
|