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 |
5,603.0 |
5,499.0 |
-104.0 |
-1.9% |
5,760.0 |
High |
5,615.0 |
5,530.0 |
-85.0 |
-1.5% |
5,779.0 |
Low |
5,496.0 |
5,469.0 |
-27.0 |
-0.5% |
5,469.0 |
Close |
5,508.0 |
5,507.0 |
-1.0 |
0.0% |
5,507.0 |
Range |
119.0 |
61.0 |
-58.0 |
-48.7% |
310.0 |
ATR |
84.1 |
82.4 |
-1.6 |
-2.0% |
0.0 |
Volume |
38,190 |
29,618 |
-8,572 |
-22.4% |
159,423 |
|
Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,685.0 |
5,657.0 |
5,540.6 |
|
R3 |
5,624.0 |
5,596.0 |
5,523.8 |
|
R2 |
5,563.0 |
5,563.0 |
5,518.2 |
|
R1 |
5,535.0 |
5,535.0 |
5,512.6 |
5,549.0 |
PP |
5,502.0 |
5,502.0 |
5,502.0 |
5,509.0 |
S1 |
5,474.0 |
5,474.0 |
5,501.4 |
5,488.0 |
S2 |
5,441.0 |
5,441.0 |
5,495.8 |
|
S3 |
5,380.0 |
5,413.0 |
5,490.2 |
|
S4 |
5,319.0 |
5,352.0 |
5,473.5 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,515.0 |
6,321.0 |
5,677.5 |
|
R3 |
6,205.0 |
6,011.0 |
5,592.3 |
|
R2 |
5,895.0 |
5,895.0 |
5,563.8 |
|
R1 |
5,701.0 |
5,701.0 |
5,535.4 |
5,643.0 |
PP |
5,585.0 |
5,585.0 |
5,585.0 |
5,556.0 |
S1 |
5,391.0 |
5,391.0 |
5,478.6 |
5,333.0 |
S2 |
5,275.0 |
5,275.0 |
5,450.2 |
|
S3 |
4,965.0 |
5,081.0 |
5,421.8 |
|
S4 |
4,655.0 |
4,771.0 |
5,336.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,779.0 |
5,469.0 |
310.0 |
5.6% |
98.8 |
1.8% |
12% |
False |
True |
31,884 |
10 |
5,814.0 |
5,469.0 |
345.0 |
6.3% |
84.8 |
1.5% |
11% |
False |
True |
27,633 |
20 |
5,814.0 |
5,469.0 |
345.0 |
6.3% |
77.2 |
1.4% |
11% |
False |
True |
27,146 |
40 |
5,993.0 |
5,469.0 |
524.0 |
9.5% |
70.9 |
1.3% |
7% |
False |
True |
25,931 |
60 |
6,000.0 |
5,469.0 |
531.0 |
9.6% |
66.1 |
1.2% |
7% |
False |
True |
28,236 |
80 |
6,000.0 |
5,469.0 |
531.0 |
9.6% |
58.3 |
1.1% |
7% |
False |
True |
21,234 |
100 |
6,000.0 |
5,220.0 |
780.0 |
14.2% |
52.7 |
1.0% |
37% |
False |
False |
17,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,789.3 |
2.618 |
5,689.7 |
1.618 |
5,628.7 |
1.000 |
5,591.0 |
0.618 |
5,567.7 |
HIGH |
5,530.0 |
0.618 |
5,506.7 |
0.500 |
5,499.5 |
0.382 |
5,492.3 |
LOW |
5,469.0 |
0.618 |
5,431.3 |
1.000 |
5,408.0 |
1.618 |
5,370.3 |
2.618 |
5,309.3 |
4.250 |
5,209.8 |
|
|
Fisher Pivots for day following 05-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
5,504.5 |
5,559.5 |
PP |
5,502.0 |
5,542.0 |
S1 |
5,499.5 |
5,524.5 |
|