Trading Metrics calculated at close of trading on 02-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
18,020 |
18,042 |
22 |
0.1% |
18,230 |
High |
18,105 |
18,085 |
-20 |
-0.1% |
18,254 |
Low |
17,967 |
17,905 |
-62 |
-0.3% |
17,951 |
Close |
18,023 |
18,001 |
-22 |
-0.1% |
18,009 |
Range |
138 |
180 |
42 |
30.4% |
303 |
ATR |
167 |
168 |
1 |
0.5% |
0 |
Volume |
136,304 |
168,133 |
31,829 |
23.4% |
555,916 |
|
Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,537 |
18,449 |
18,100 |
|
R3 |
18,357 |
18,269 |
18,051 |
|
R2 |
18,177 |
18,177 |
18,034 |
|
R1 |
18,089 |
18,089 |
18,018 |
18,043 |
PP |
17,997 |
17,997 |
17,997 |
17,974 |
S1 |
17,909 |
17,909 |
17,985 |
17,863 |
S2 |
17,817 |
17,817 |
17,968 |
|
S3 |
17,637 |
17,729 |
17,952 |
|
S4 |
17,457 |
17,549 |
17,902 |
|
|
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 |
18,167 |
17,905 |
262 |
1.5% |
150 |
0.8% |
37% |
False |
True |
136,567 |
10 |
18,334 |
17,905 |
429 |
2.4% |
143 |
0.8% |
22% |
False |
True |
122,368 |
20 |
18,334 |
17,629 |
705 |
3.9% |
168 |
0.9% |
53% |
False |
False |
132,562 |
40 |
18,334 |
17,629 |
705 |
3.9% |
178 |
1.0% |
53% |
False |
False |
135,084 |
60 |
18,334 |
17,465 |
869 |
4.8% |
199 |
1.1% |
62% |
False |
False |
124,878 |
80 |
18,334 |
17,465 |
869 |
4.8% |
180 |
1.0% |
62% |
False |
False |
93,709 |
100 |
18,334 |
16,880 |
1,454 |
8.1% |
195 |
1.1% |
77% |
False |
False |
74,976 |
120 |
18,334 |
16,880 |
1,454 |
8.1% |
192 |
1.1% |
77% |
False |
False |
62,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,850 |
2.618 |
18,556 |
1.618 |
18,376 |
1.000 |
18,265 |
0.618 |
18,196 |
HIGH |
18,085 |
0.618 |
18,016 |
0.500 |
17,995 |
0.382 |
17,974 |
LOW |
17,905 |
0.618 |
17,794 |
1.000 |
17,725 |
1.618 |
17,614 |
2.618 |
17,434 |
4.250 |
17,140 |
|
|
Fisher Pivots for day following 02-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,999 |
18,026 |
PP |
17,997 |
18,017 |
S1 |
17,995 |
18,009 |
|