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 |
5,649.0 |
5,603.0 |
-46.0 |
-0.8% |
5,673.0 |
High |
5,650.0 |
5,615.0 |
-35.0 |
-0.6% |
5,814.0 |
Low |
5,572.0 |
5,496.0 |
-76.0 |
-1.4% |
5,669.0 |
Close |
5,589.0 |
5,508.0 |
-81.0 |
-1.4% |
5,778.0 |
Range |
78.0 |
119.0 |
41.0 |
52.6% |
145.0 |
ATR |
81.4 |
84.1 |
2.7 |
3.3% |
0.0 |
Volume |
32,306 |
38,190 |
5,884 |
18.2% |
116,914 |
|
Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,896.7 |
5,821.3 |
5,573.5 |
|
R3 |
5,777.7 |
5,702.3 |
5,540.7 |
|
R2 |
5,658.7 |
5,658.7 |
5,529.8 |
|
R1 |
5,583.3 |
5,583.3 |
5,518.9 |
5,561.5 |
PP |
5,539.7 |
5,539.7 |
5,539.7 |
5,528.8 |
S1 |
5,464.3 |
5,464.3 |
5,497.1 |
5,442.5 |
S2 |
5,420.7 |
5,420.7 |
5,486.2 |
|
S3 |
5,301.7 |
5,345.3 |
5,475.3 |
|
S4 |
5,182.7 |
5,226.3 |
5,442.6 |
|
|
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 |
5,496.0 |
318.0 |
5.8% |
104.8 |
1.9% |
4% |
False |
True |
32,738 |
10 |
5,814.0 |
5,496.0 |
318.0 |
5.8% |
82.9 |
1.5% |
4% |
False |
True |
25,945 |
20 |
5,814.0 |
5,496.0 |
318.0 |
5.8% |
77.5 |
1.4% |
4% |
False |
True |
26,989 |
40 |
5,993.0 |
5,496.0 |
497.0 |
9.0% |
70.4 |
1.3% |
2% |
False |
True |
25,632 |
60 |
6,000.0 |
5,496.0 |
504.0 |
9.2% |
65.7 |
1.2% |
2% |
False |
True |
27,758 |
80 |
6,000.0 |
5,496.0 |
504.0 |
9.2% |
57.5 |
1.0% |
2% |
False |
True |
20,864 |
100 |
6,000.0 |
5,220.0 |
780.0 |
14.2% |
52.1 |
0.9% |
37% |
False |
False |
16,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,120.8 |
2.618 |
5,926.5 |
1.618 |
5,807.5 |
1.000 |
5,734.0 |
0.618 |
5,688.5 |
HIGH |
5,615.0 |
0.618 |
5,569.5 |
0.500 |
5,555.5 |
0.382 |
5,541.5 |
LOW |
5,496.0 |
0.618 |
5,422.5 |
1.000 |
5,377.0 |
1.618 |
5,303.5 |
2.618 |
5,184.5 |
4.250 |
4,990.3 |
|
|
Fisher Pivots for day following 04-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
5,555.5 |
5,637.5 |
PP |
5,539.7 |
5,594.3 |
S1 |
5,523.8 |
5,551.2 |
|