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 |
5,740.0 |
5,649.0 |
-91.0 |
-1.6% |
5,673.0 |
High |
5,779.0 |
5,650.0 |
-129.0 |
-2.2% |
5,814.0 |
Low |
5,620.0 |
5,572.0 |
-48.0 |
-0.9% |
5,669.0 |
Close |
5,623.0 |
5,589.0 |
-34.0 |
-0.6% |
5,778.0 |
Range |
159.0 |
78.0 |
-81.0 |
-50.9% |
145.0 |
ATR |
81.6 |
81.4 |
-0.3 |
-0.3% |
0.0 |
Volume |
34,606 |
32,306 |
-2,300 |
-6.6% |
116,914 |
|
Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,837.7 |
5,791.3 |
5,631.9 |
|
R3 |
5,759.7 |
5,713.3 |
5,610.5 |
|
R2 |
5,681.7 |
5,681.7 |
5,603.3 |
|
R1 |
5,635.3 |
5,635.3 |
5,596.2 |
5,619.5 |
PP |
5,603.7 |
5,603.7 |
5,603.7 |
5,595.8 |
S1 |
5,557.3 |
5,557.3 |
5,581.9 |
5,541.5 |
S2 |
5,525.7 |
5,525.7 |
5,574.7 |
|
S3 |
5,447.7 |
5,479.3 |
5,567.6 |
|
S4 |
5,369.7 |
5,401.3 |
5,546.1 |
|
|
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 |
5,572.0 |
242.0 |
4.3% |
95.4 |
1.7% |
7% |
False |
True |
29,501 |
10 |
5,814.0 |
5,572.0 |
242.0 |
4.3% |
77.4 |
1.4% |
7% |
False |
True |
24,441 |
20 |
5,814.0 |
5,559.0 |
255.0 |
4.6% |
75.3 |
1.3% |
12% |
False |
False |
26,985 |
40 |
5,993.0 |
5,559.0 |
434.0 |
7.8% |
68.9 |
1.2% |
7% |
False |
False |
25,132 |
60 |
6,000.0 |
5,559.0 |
441.0 |
7.9% |
64.4 |
1.2% |
7% |
False |
False |
27,131 |
80 |
6,000.0 |
5,559.0 |
441.0 |
7.9% |
57.1 |
1.0% |
7% |
False |
False |
20,387 |
100 |
6,000.0 |
5,220.0 |
780.0 |
14.0% |
50.9 |
0.9% |
47% |
False |
False |
16,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,981.5 |
2.618 |
5,854.2 |
1.618 |
5,776.2 |
1.000 |
5,728.0 |
0.618 |
5,698.2 |
HIGH |
5,650.0 |
0.618 |
5,620.2 |
0.500 |
5,611.0 |
0.382 |
5,601.8 |
LOW |
5,572.0 |
0.618 |
5,523.8 |
1.000 |
5,494.0 |
1.618 |
5,445.8 |
2.618 |
5,367.8 |
4.250 |
5,240.5 |
|
|
Fisher Pivots for day following 03-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
5,611.0 |
5,675.5 |
PP |
5,603.7 |
5,646.7 |
S1 |
5,596.3 |
5,617.8 |
|