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 |
5,760.0 |
5,740.0 |
-20.0 |
-0.3% |
5,673.0 |
High |
5,761.0 |
5,779.0 |
18.0 |
0.3% |
5,814.0 |
Low |
5,684.0 |
5,620.0 |
-64.0 |
-1.1% |
5,669.0 |
Close |
5,730.0 |
5,623.0 |
-107.0 |
-1.9% |
5,778.0 |
Range |
77.0 |
159.0 |
82.0 |
106.5% |
145.0 |
ATR |
75.7 |
81.6 |
6.0 |
7.9% |
0.0 |
Volume |
24,703 |
34,606 |
9,903 |
40.1% |
116,914 |
|
Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,151.0 |
6,046.0 |
5,710.5 |
|
R3 |
5,992.0 |
5,887.0 |
5,666.7 |
|
R2 |
5,833.0 |
5,833.0 |
5,652.2 |
|
R1 |
5,728.0 |
5,728.0 |
5,637.6 |
5,701.0 |
PP |
5,674.0 |
5,674.0 |
5,674.0 |
5,660.5 |
S1 |
5,569.0 |
5,569.0 |
5,608.4 |
5,542.0 |
S2 |
5,515.0 |
5,515.0 |
5,593.9 |
|
S3 |
5,356.0 |
5,410.0 |
5,579.3 |
|
S4 |
5,197.0 |
5,251.0 |
5,535.6 |
|
|
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 |
5,620.0 |
194.0 |
3.5% |
87.8 |
1.6% |
2% |
False |
True |
27,567 |
10 |
5,814.0 |
5,578.0 |
236.0 |
4.2% |
75.1 |
1.3% |
19% |
False |
False |
24,499 |
20 |
5,814.0 |
5,559.0 |
255.0 |
4.5% |
76.4 |
1.4% |
25% |
False |
False |
27,073 |
40 |
5,993.0 |
5,559.0 |
434.0 |
7.7% |
69.1 |
1.2% |
15% |
False |
False |
25,229 |
60 |
6,000.0 |
5,559.0 |
441.0 |
7.8% |
63.8 |
1.1% |
15% |
False |
False |
26,598 |
80 |
6,000.0 |
5,559.0 |
441.0 |
7.8% |
56.5 |
1.0% |
15% |
False |
False |
19,983 |
100 |
6,000.0 |
5,220.0 |
780.0 |
13.9% |
50.1 |
0.9% |
52% |
False |
False |
16,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,454.8 |
2.618 |
6,195.3 |
1.618 |
6,036.3 |
1.000 |
5,938.0 |
0.618 |
5,877.3 |
HIGH |
5,779.0 |
0.618 |
5,718.3 |
0.500 |
5,699.5 |
0.382 |
5,680.7 |
LOW |
5,620.0 |
0.618 |
5,521.7 |
1.000 |
5,461.0 |
1.618 |
5,362.7 |
2.618 |
5,203.7 |
4.250 |
4,944.3 |
|
|
Fisher Pivots for day following 02-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
5,699.5 |
5,717.0 |
PP |
5,674.0 |
5,685.7 |
S1 |
5,648.5 |
5,654.3 |
|