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 |
20,610 |
20,405 |
-205 |
-1.0% |
20,390 |
High |
20,625 |
20,615 |
-10 |
0.0% |
20,685 |
Low |
20,405 |
20,400 |
-5 |
0.0% |
20,340 |
Close |
20,430 |
20,590 |
160 |
0.8% |
20,465 |
Range |
220 |
215 |
-5 |
-2.3% |
345 |
ATR |
261 |
258 |
-3 |
-1.3% |
0 |
Volume |
16,811 |
13,563 |
-3,248 |
-19.3% |
55,155 |
|
Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,180 |
21,100 |
20,708 |
|
R3 |
20,965 |
20,885 |
20,649 |
|
R2 |
20,750 |
20,750 |
20,630 |
|
R1 |
20,670 |
20,670 |
20,610 |
20,710 |
PP |
20,535 |
20,535 |
20,535 |
20,555 |
S1 |
20,455 |
20,455 |
20,570 |
20,495 |
S2 |
20,320 |
20,320 |
20,551 |
|
S3 |
20,105 |
20,240 |
20,531 |
|
S4 |
19,890 |
20,025 |
20,472 |
|
|
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 |
20,675 |
20,385 |
290 |
1.4% |
228 |
1.1% |
71% |
False |
False |
13,272 |
10 |
20,685 |
20,130 |
555 |
2.7% |
233 |
1.1% |
83% |
False |
False |
12,375 |
20 |
20,685 |
19,055 |
1,630 |
7.9% |
258 |
1.3% |
94% |
False |
False |
12,198 |
40 |
20,685 |
19,055 |
1,630 |
7.9% |
261 |
1.3% |
94% |
False |
False |
11,903 |
60 |
20,685 |
18,450 |
2,235 |
10.9% |
283 |
1.4% |
96% |
False |
False |
12,827 |
80 |
20,685 |
17,590 |
3,095 |
15.0% |
257 |
1.2% |
97% |
False |
False |
10,254 |
100 |
20,685 |
16,665 |
4,020 |
19.5% |
243 |
1.2% |
98% |
False |
False |
8,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,529 |
2.618 |
21,178 |
1.618 |
20,963 |
1.000 |
20,830 |
0.618 |
20,748 |
HIGH |
20,615 |
0.618 |
20,533 |
0.500 |
20,508 |
0.382 |
20,482 |
LOW |
20,400 |
0.618 |
20,267 |
1.000 |
20,185 |
1.618 |
20,052 |
2.618 |
19,837 |
4.250 |
19,486 |
|
|
Fisher Pivots for day following 03-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,563 |
20,568 |
PP |
20,535 |
20,545 |
S1 |
20,508 |
20,523 |
|