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 |
5,723.0 |
5,760.0 |
37.0 |
0.6% |
5,673.0 |
High |
5,814.0 |
5,761.0 |
-53.0 |
-0.9% |
5,814.0 |
Low |
5,723.0 |
5,684.0 |
-39.0 |
-0.7% |
5,669.0 |
Close |
5,778.0 |
5,730.0 |
-48.0 |
-0.8% |
5,778.0 |
Range |
91.0 |
77.0 |
-14.0 |
-15.4% |
145.0 |
ATR |
74.3 |
75.7 |
1.4 |
1.9% |
0.0 |
Volume |
33,885 |
24,703 |
-9,182 |
-27.1% |
116,914 |
|
Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,956.0 |
5,920.0 |
5,772.4 |
|
R3 |
5,879.0 |
5,843.0 |
5,751.2 |
|
R2 |
5,802.0 |
5,802.0 |
5,744.1 |
|
R1 |
5,766.0 |
5,766.0 |
5,737.1 |
5,745.5 |
PP |
5,725.0 |
5,725.0 |
5,725.0 |
5,714.8 |
S1 |
5,689.0 |
5,689.0 |
5,722.9 |
5,668.5 |
S2 |
5,648.0 |
5,648.0 |
5,715.9 |
|
S3 |
5,571.0 |
5,612.0 |
5,708.8 |
|
S4 |
5,494.0 |
5,535.0 |
5,687.7 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,188.7 |
6,128.3 |
5,857.8 |
|
R3 |
6,043.7 |
5,983.3 |
5,817.9 |
|
R2 |
5,898.7 |
5,898.7 |
5,804.6 |
|
R1 |
5,838.3 |
5,838.3 |
5,791.3 |
5,868.5 |
PP |
5,753.7 |
5,753.7 |
5,753.7 |
5,768.8 |
S1 |
5,693.3 |
5,693.3 |
5,764.7 |
5,723.5 |
S2 |
5,608.7 |
5,608.7 |
5,751.4 |
|
S3 |
5,463.7 |
5,548.3 |
5,738.1 |
|
S4 |
5,318.7 |
5,403.3 |
5,698.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,814.0 |
5,684.0 |
130.0 |
2.3% |
71.0 |
1.2% |
35% |
False |
True |
24,559 |
10 |
5,814.0 |
5,578.0 |
236.0 |
4.1% |
66.7 |
1.2% |
64% |
False |
False |
24,772 |
20 |
5,889.0 |
5,559.0 |
330.0 |
5.8% |
73.7 |
1.3% |
52% |
False |
False |
27,189 |
40 |
5,993.0 |
5,559.0 |
434.0 |
7.6% |
66.2 |
1.2% |
39% |
False |
False |
24,833 |
60 |
6,000.0 |
5,559.0 |
441.0 |
7.7% |
61.6 |
1.1% |
39% |
False |
False |
26,022 |
80 |
6,000.0 |
5,559.0 |
441.0 |
7.7% |
55.2 |
1.0% |
39% |
False |
False |
19,551 |
100 |
6,000.0 |
5,220.0 |
780.0 |
13.6% |
48.5 |
0.8% |
65% |
False |
False |
15,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,088.3 |
2.618 |
5,962.6 |
1.618 |
5,885.6 |
1.000 |
5,838.0 |
0.618 |
5,808.6 |
HIGH |
5,761.0 |
0.618 |
5,731.6 |
0.500 |
5,722.5 |
0.382 |
5,713.4 |
LOW |
5,684.0 |
0.618 |
5,636.4 |
1.000 |
5,607.0 |
1.618 |
5,559.4 |
2.618 |
5,482.4 |
4.250 |
5,356.8 |
|
|
Fisher Pivots for day following 01-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
5,727.5 |
5,749.0 |
PP |
5,725.0 |
5,742.7 |
S1 |
5,722.5 |
5,736.3 |
|