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 |
3,558.0 |
3,562.0 |
4.0 |
0.1% |
3,652.0 |
High |
3,618.0 |
3,592.0 |
-26.0 |
-0.7% |
3,683.0 |
Low |
3,548.0 |
3,503.0 |
-45.0 |
-1.3% |
3,555.0 |
Close |
3,577.0 |
3,557.0 |
-20.0 |
-0.6% |
3,562.0 |
Range |
70.0 |
89.0 |
19.0 |
27.1% |
128.0 |
ATR |
69.5 |
70.9 |
1.4 |
2.0% |
0.0 |
Volume |
1,343,879 |
1,101,634 |
-242,245 |
-18.0% |
3,662,537 |
|
Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,817.7 |
3,776.3 |
3,606.0 |
|
R3 |
3,728.7 |
3,687.3 |
3,581.5 |
|
R2 |
3,639.7 |
3,639.7 |
3,573.3 |
|
R1 |
3,598.3 |
3,598.3 |
3,565.2 |
3,574.5 |
PP |
3,550.7 |
3,550.7 |
3,550.7 |
3,538.8 |
S1 |
3,509.3 |
3,509.3 |
3,548.8 |
3,485.5 |
S2 |
3,461.7 |
3,461.7 |
3,540.7 |
|
S3 |
3,372.7 |
3,420.3 |
3,532.5 |
|
S4 |
3,283.7 |
3,331.3 |
3,508.1 |
|
|
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 |
3,659.0 |
3,503.0 |
156.0 |
4.4% |
77.0 |
2.2% |
35% |
False |
True |
1,119,727 |
10 |
3,684.0 |
3,503.0 |
181.0 |
5.1% |
65.0 |
1.8% |
30% |
False |
True |
1,002,975 |
20 |
3,684.0 |
3,441.0 |
243.0 |
6.8% |
70.0 |
2.0% |
48% |
False |
False |
1,012,354 |
40 |
3,769.0 |
3,441.0 |
328.0 |
9.2% |
69.1 |
1.9% |
35% |
False |
False |
1,066,227 |
60 |
3,769.0 |
3,441.0 |
328.0 |
9.2% |
63.9 |
1.8% |
35% |
False |
False |
1,006,060 |
80 |
3,769.0 |
3,248.0 |
521.0 |
14.6% |
59.5 |
1.7% |
59% |
False |
False |
759,636 |
100 |
3,769.0 |
2,942.0 |
827.0 |
23.2% |
61.9 |
1.7% |
74% |
False |
False |
607,998 |
120 |
3,769.0 |
2,848.0 |
921.0 |
25.9% |
62.4 |
1.8% |
77% |
False |
False |
506,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,970.3 |
2.618 |
3,825.0 |
1.618 |
3,736.0 |
1.000 |
3,681.0 |
0.618 |
3,647.0 |
HIGH |
3,592.0 |
0.618 |
3,558.0 |
0.500 |
3,547.5 |
0.382 |
3,537.0 |
LOW |
3,503.0 |
0.618 |
3,448.0 |
1.000 |
3,414.0 |
1.618 |
3,359.0 |
2.618 |
3,270.0 |
4.250 |
3,124.8 |
|
|
Fisher Pivots for day following 04-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3,553.8 |
3,560.5 |
PP |
3,550.7 |
3,559.3 |
S1 |
3,547.5 |
3,558.2 |
|