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 |
18,128 |
18,020 |
-108 |
-0.6% |
18,230 |
High |
18,146 |
18,105 |
-41 |
-0.2% |
18,254 |
Low |
17,951 |
17,967 |
16 |
0.1% |
17,951 |
Close |
18,009 |
18,023 |
14 |
0.1% |
18,009 |
Range |
195 |
138 |
-57 |
-29.2% |
303 |
ATR |
170 |
167 |
-2 |
-1.3% |
0 |
Volume |
154,965 |
136,304 |
-18,661 |
-12.0% |
555,916 |
|
Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,446 |
18,372 |
18,099 |
|
R3 |
18,308 |
18,234 |
18,061 |
|
R2 |
18,170 |
18,170 |
18,048 |
|
R1 |
18,096 |
18,096 |
18,036 |
18,133 |
PP |
18,032 |
18,032 |
18,032 |
18,050 |
S1 |
17,958 |
17,958 |
18,010 |
17,995 |
S2 |
17,894 |
17,894 |
17,998 |
|
S3 |
17,756 |
17,820 |
17,985 |
|
S4 |
17,618 |
17,682 |
17,947 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,980 |
18,798 |
18,176 |
|
R3 |
18,677 |
18,495 |
18,092 |
|
R2 |
18,374 |
18,374 |
18,065 |
|
R1 |
18,192 |
18,192 |
18,037 |
18,132 |
PP |
18,071 |
18,071 |
18,071 |
18,041 |
S1 |
17,889 |
17,889 |
17,981 |
17,829 |
S2 |
17,768 |
17,768 |
17,954 |
|
S3 |
17,465 |
17,586 |
17,926 |
|
S4 |
17,162 |
17,283 |
17,842 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,254 |
17,951 |
303 |
1.7% |
172 |
1.0% |
24% |
False |
False |
138,444 |
10 |
18,334 |
17,951 |
383 |
2.1% |
136 |
0.8% |
19% |
False |
False |
114,559 |
20 |
18,334 |
17,629 |
705 |
3.9% |
166 |
0.9% |
56% |
False |
False |
129,052 |
40 |
18,334 |
17,507 |
827 |
4.6% |
182 |
1.0% |
62% |
False |
False |
133,451 |
60 |
18,334 |
17,465 |
869 |
4.8% |
201 |
1.1% |
64% |
False |
False |
122,114 |
80 |
18,334 |
17,410 |
924 |
5.1% |
182 |
1.0% |
66% |
False |
False |
91,608 |
100 |
18,334 |
16,880 |
1,454 |
8.1% |
196 |
1.1% |
79% |
False |
False |
73,295 |
120 |
18,334 |
16,880 |
1,454 |
8.1% |
191 |
1.1% |
79% |
False |
False |
61,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,692 |
2.618 |
18,466 |
1.618 |
18,328 |
1.000 |
18,243 |
0.618 |
18,190 |
HIGH |
18,105 |
0.618 |
18,052 |
0.500 |
18,036 |
0.382 |
18,020 |
LOW |
17,967 |
0.618 |
17,882 |
1.000 |
17,829 |
1.618 |
17,744 |
2.618 |
17,606 |
4.250 |
17,381 |
|
|
Fisher Pivots for day following 01-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
18,036 |
18,050 |
PP |
18,032 |
18,041 |
S1 |
18,027 |
18,032 |
|