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 |
3,562.0 |
3,521.0 |
-41.0 |
-1.2% |
3,589.0 |
High |
3,592.0 |
3,534.0 |
-58.0 |
-1.6% |
3,618.0 |
Low |
3,503.0 |
3,488.0 |
-15.0 |
-0.4% |
3,488.0 |
Close |
3,557.0 |
3,509.0 |
-48.0 |
-1.3% |
3,509.0 |
Range |
89.0 |
46.0 |
-43.0 |
-48.3% |
130.0 |
ATR |
70.9 |
70.8 |
-0.1 |
-0.2% |
0.0 |
Volume |
1,101,634 |
1,030,019 |
-71,615 |
-6.5% |
5,693,435 |
|
Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,648.3 |
3,624.7 |
3,534.3 |
|
R3 |
3,602.3 |
3,578.7 |
3,521.7 |
|
R2 |
3,556.3 |
3,556.3 |
3,517.4 |
|
R1 |
3,532.7 |
3,532.7 |
3,513.2 |
3,521.5 |
PP |
3,510.3 |
3,510.3 |
3,510.3 |
3,504.8 |
S1 |
3,486.7 |
3,486.7 |
3,504.8 |
3,475.5 |
S2 |
3,464.3 |
3,464.3 |
3,500.6 |
|
S3 |
3,418.3 |
3,440.7 |
3,496.4 |
|
S4 |
3,372.3 |
3,394.7 |
3,483.7 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,928.3 |
3,848.7 |
3,580.5 |
|
R3 |
3,798.3 |
3,718.7 |
3,544.8 |
|
R2 |
3,668.3 |
3,668.3 |
3,532.8 |
|
R1 |
3,588.7 |
3,588.7 |
3,520.9 |
3,563.5 |
PP |
3,538.3 |
3,538.3 |
3,538.3 |
3,525.8 |
S1 |
3,458.7 |
3,458.7 |
3,497.1 |
3,433.5 |
S2 |
3,408.3 |
3,408.3 |
3,485.2 |
|
S3 |
3,278.3 |
3,328.7 |
3,473.3 |
|
S4 |
3,148.3 |
3,198.7 |
3,437.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,618.0 |
3,488.0 |
130.0 |
3.7% |
65.4 |
1.9% |
16% |
False |
True |
1,138,687 |
10 |
3,683.0 |
3,488.0 |
195.0 |
5.6% |
65.6 |
1.9% |
11% |
False |
True |
1,044,904 |
20 |
3,684.0 |
3,481.0 |
203.0 |
5.8% |
68.1 |
1.9% |
14% |
False |
False |
987,325 |
40 |
3,769.0 |
3,441.0 |
328.0 |
9.3% |
69.3 |
2.0% |
21% |
False |
False |
1,073,717 |
60 |
3,769.0 |
3,441.0 |
328.0 |
9.3% |
64.0 |
1.8% |
21% |
False |
False |
1,022,750 |
80 |
3,769.0 |
3,248.0 |
521.0 |
14.8% |
59.5 |
1.7% |
50% |
False |
False |
772,510 |
100 |
3,769.0 |
2,942.0 |
827.0 |
23.6% |
61.4 |
1.7% |
69% |
False |
False |
618,292 |
120 |
3,769.0 |
2,848.0 |
921.0 |
26.2% |
62.5 |
1.8% |
72% |
False |
False |
515,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,729.5 |
2.618 |
3,654.4 |
1.618 |
3,608.4 |
1.000 |
3,580.0 |
0.618 |
3,562.4 |
HIGH |
3,534.0 |
0.618 |
3,516.4 |
0.500 |
3,511.0 |
0.382 |
3,505.6 |
LOW |
3,488.0 |
0.618 |
3,459.6 |
1.000 |
3,442.0 |
1.618 |
3,413.6 |
2.618 |
3,367.6 |
4.250 |
3,292.5 |
|
|
Fisher Pivots for day following 05-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3,511.0 |
3,553.0 |
PP |
3,510.3 |
3,538.3 |
S1 |
3,509.7 |
3,523.7 |
|