Trading Metrics calculated at close of trading on 01-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
20,560 |
20,440 |
-120 |
-0.6% |
20,390 |
High |
20,655 |
20,645 |
-10 |
0.0% |
20,685 |
Low |
20,385 |
20,425 |
40 |
0.2% |
20,340 |
Close |
20,465 |
20,585 |
120 |
0.6% |
20,465 |
Range |
270 |
220 |
-50 |
-18.5% |
345 |
ATR |
268 |
265 |
-3 |
-1.3% |
0 |
Volume |
13,106 |
10,006 |
-3,100 |
-23.7% |
55,155 |
|
Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,212 |
21,118 |
20,706 |
|
R3 |
20,992 |
20,898 |
20,646 |
|
R2 |
20,772 |
20,772 |
20,625 |
|
R1 |
20,678 |
20,678 |
20,605 |
20,725 |
PP |
20,552 |
20,552 |
20,552 |
20,575 |
S1 |
20,458 |
20,458 |
20,565 |
20,505 |
S2 |
20,332 |
20,332 |
20,545 |
|
S3 |
20,112 |
20,238 |
20,525 |
|
S4 |
19,892 |
20,018 |
20,464 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,532 |
21,343 |
20,655 |
|
R3 |
21,187 |
20,998 |
20,560 |
|
R2 |
20,842 |
20,842 |
20,528 |
|
R1 |
20,653 |
20,653 |
20,497 |
20,748 |
PP |
20,497 |
20,497 |
20,497 |
20,544 |
S1 |
20,308 |
20,308 |
20,434 |
20,403 |
S2 |
20,152 |
20,152 |
20,402 |
|
S3 |
19,807 |
19,963 |
20,370 |
|
S4 |
19,462 |
19,618 |
20,275 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,685 |
20,340 |
345 |
1.7% |
251 |
1.2% |
71% |
False |
False |
13,032 |
10 |
20,685 |
19,765 |
920 |
4.5% |
243 |
1.2% |
89% |
False |
False |
11,660 |
20 |
20,685 |
19,055 |
1,630 |
7.9% |
270 |
1.3% |
94% |
False |
False |
11,381 |
40 |
20,685 |
19,055 |
1,630 |
7.9% |
268 |
1.3% |
94% |
False |
False |
11,725 |
60 |
20,685 |
18,450 |
2,235 |
10.9% |
284 |
1.4% |
96% |
False |
False |
12,913 |
80 |
20,685 |
17,590 |
3,095 |
15.0% |
254 |
1.2% |
97% |
False |
False |
9,875 |
100 |
20,685 |
16,665 |
4,020 |
19.5% |
239 |
1.2% |
98% |
False |
False |
7,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,580 |
2.618 |
21,221 |
1.618 |
21,001 |
1.000 |
20,865 |
0.618 |
20,781 |
HIGH |
20,645 |
0.618 |
20,561 |
0.500 |
20,535 |
0.382 |
20,509 |
LOW |
20,425 |
0.618 |
20,289 |
1.000 |
20,205 |
1.618 |
20,069 |
2.618 |
19,849 |
4.250 |
19,490 |
|
|
Fisher Pivots for day following 01-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,568 |
20,567 |
PP |
20,552 |
20,548 |
S1 |
20,535 |
20,530 |
|