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 |
20,595 |
20,455 |
-140 |
-0.7% |
20,440 |
High |
20,595 |
20,620 |
25 |
0.1% |
20,645 |
Low |
20,360 |
20,370 |
10 |
0.0% |
20,360 |
Close |
20,450 |
20,580 |
130 |
0.6% |
20,580 |
Range |
235 |
250 |
15 |
6.4% |
285 |
ATR |
256 |
256 |
0 |
-0.2% |
0 |
Volume |
19,126 |
22,477 |
3,351 |
17.5% |
81,983 |
|
Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,273 |
21,177 |
20,718 |
|
R3 |
21,023 |
20,927 |
20,649 |
|
R2 |
20,773 |
20,773 |
20,626 |
|
R1 |
20,677 |
20,677 |
20,603 |
20,725 |
PP |
20,523 |
20,523 |
20,523 |
20,548 |
S1 |
20,427 |
20,427 |
20,557 |
20,475 |
S2 |
20,273 |
20,273 |
20,534 |
|
S3 |
20,023 |
20,177 |
20,511 |
|
S4 |
19,773 |
19,927 |
20,443 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,383 |
21,267 |
20,737 |
|
R3 |
21,098 |
20,982 |
20,659 |
|
R2 |
20,813 |
20,813 |
20,632 |
|
R1 |
20,697 |
20,697 |
20,606 |
20,755 |
PP |
20,528 |
20,528 |
20,528 |
20,558 |
S1 |
20,412 |
20,412 |
20,554 |
20,470 |
S2 |
20,243 |
20,243 |
20,528 |
|
S3 |
19,958 |
20,127 |
20,502 |
|
S4 |
19,673 |
19,842 |
20,423 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,645 |
20,360 |
285 |
1.4% |
228 |
1.1% |
77% |
False |
False |
16,396 |
10 |
20,685 |
20,145 |
540 |
2.6% |
244 |
1.2% |
81% |
False |
False |
14,554 |
20 |
20,685 |
19,325 |
1,360 |
6.6% |
247 |
1.2% |
92% |
False |
False |
12,907 |
40 |
20,685 |
19,055 |
1,630 |
7.9% |
262 |
1.3% |
94% |
False |
False |
12,226 |
60 |
20,685 |
18,755 |
1,930 |
9.4% |
278 |
1.4% |
95% |
False |
False |
12,846 |
80 |
20,685 |
17,840 |
2,845 |
13.8% |
260 |
1.3% |
96% |
False |
False |
10,773 |
100 |
20,685 |
16,665 |
4,020 |
19.5% |
245 |
1.2% |
97% |
False |
False |
8,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,683 |
2.618 |
21,275 |
1.618 |
21,025 |
1.000 |
20,870 |
0.618 |
20,775 |
HIGH |
20,620 |
0.618 |
20,525 |
0.500 |
20,495 |
0.382 |
20,466 |
LOW |
20,370 |
0.618 |
20,216 |
1.000 |
20,120 |
1.618 |
19,966 |
2.618 |
19,716 |
4.250 |
19,308 |
|
|
Fisher Pivots for day following 05-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,552 |
20,550 |
PP |
20,523 |
20,520 |
S1 |
20,495 |
20,490 |
|