Trading Metrics calculated at close of trading on 09-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
5,499.0 |
5,493.0 |
-6.0 |
-0.1% |
5,760.0 |
High |
5,530.0 |
5,525.0 |
-5.0 |
-0.1% |
5,779.0 |
Low |
5,469.0 |
5,459.0 |
-10.0 |
-0.2% |
5,469.0 |
Close |
5,507.0 |
5,462.0 |
-45.0 |
-0.8% |
5,507.0 |
Range |
61.0 |
66.0 |
5.0 |
8.2% |
310.0 |
ATR |
82.4 |
81.2 |
-1.2 |
-1.4% |
0.0 |
Volume |
29,618 |
26,372 |
-3,246 |
-11.0% |
159,423 |
|
Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,680.0 |
5,637.0 |
5,498.3 |
|
R3 |
5,614.0 |
5,571.0 |
5,480.2 |
|
R2 |
5,548.0 |
5,548.0 |
5,474.1 |
|
R1 |
5,505.0 |
5,505.0 |
5,468.1 |
5,493.5 |
PP |
5,482.0 |
5,482.0 |
5,482.0 |
5,476.3 |
S1 |
5,439.0 |
5,439.0 |
5,456.0 |
5,427.5 |
S2 |
5,416.0 |
5,416.0 |
5,449.9 |
|
S3 |
5,350.0 |
5,373.0 |
5,443.9 |
|
S4 |
5,284.0 |
5,307.0 |
5,425.7 |
|
|
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 |
5,459.0 |
320.0 |
5.9% |
96.6 |
1.8% |
1% |
False |
True |
32,218 |
10 |
5,814.0 |
5,459.0 |
355.0 |
6.5% |
83.8 |
1.5% |
1% |
False |
True |
28,388 |
20 |
5,814.0 |
5,459.0 |
355.0 |
6.5% |
75.2 |
1.4% |
1% |
False |
True |
26,896 |
40 |
5,993.0 |
5,459.0 |
534.0 |
9.8% |
71.5 |
1.3% |
1% |
False |
True |
26,230 |
60 |
6,000.0 |
5,459.0 |
541.0 |
9.9% |
66.3 |
1.2% |
1% |
False |
True |
28,658 |
80 |
6,000.0 |
5,459.0 |
541.0 |
9.9% |
58.7 |
1.1% |
1% |
False |
True |
21,562 |
100 |
6,000.0 |
5,220.0 |
780.0 |
14.3% |
52.8 |
1.0% |
31% |
False |
False |
17,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,805.5 |
2.618 |
5,697.8 |
1.618 |
5,631.8 |
1.000 |
5,591.0 |
0.618 |
5,565.8 |
HIGH |
5,525.0 |
0.618 |
5,499.8 |
0.500 |
5,492.0 |
0.382 |
5,484.2 |
LOW |
5,459.0 |
0.618 |
5,418.2 |
1.000 |
5,393.0 |
1.618 |
5,352.2 |
2.618 |
5,286.2 |
4.250 |
5,178.5 |
|
|
Fisher Pivots for day following 09-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
5,492.0 |
5,537.0 |
PP |
5,482.0 |
5,512.0 |
S1 |
5,472.0 |
5,487.0 |
|