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 |
18,042 |
18,004 |
-38 |
-0.2% |
18,230 |
High |
18,085 |
18,163 |
78 |
0.4% |
18,254 |
Low |
17,905 |
17,997 |
92 |
0.5% |
17,951 |
Close |
18,001 |
18,096 |
95 |
0.5% |
18,009 |
Range |
180 |
166 |
-14 |
-7.8% |
303 |
ATR |
168 |
168 |
0 |
-0.1% |
0 |
Volume |
168,133 |
145,880 |
-22,253 |
-13.2% |
555,916 |
|
Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,583 |
18,506 |
18,187 |
|
R3 |
18,417 |
18,340 |
18,142 |
|
R2 |
18,251 |
18,251 |
18,127 |
|
R1 |
18,174 |
18,174 |
18,111 |
18,213 |
PP |
18,085 |
18,085 |
18,085 |
18,105 |
S1 |
18,008 |
18,008 |
18,081 |
18,047 |
S2 |
17,919 |
17,919 |
18,066 |
|
S3 |
17,753 |
17,842 |
18,050 |
|
S4 |
17,587 |
17,676 |
18,005 |
|
|
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 |
18,163 |
17,905 |
258 |
1.4% |
155 |
0.9% |
74% |
True |
False |
142,334 |
10 |
18,324 |
17,905 |
419 |
2.3% |
149 |
0.8% |
46% |
False |
False |
127,269 |
20 |
18,334 |
17,629 |
705 |
3.9% |
166 |
0.9% |
66% |
False |
False |
131,730 |
40 |
18,334 |
17,629 |
705 |
3.9% |
179 |
1.0% |
66% |
False |
False |
135,979 |
60 |
18,334 |
17,465 |
869 |
4.8% |
198 |
1.1% |
73% |
False |
False |
127,282 |
80 |
18,334 |
17,465 |
869 |
4.8% |
181 |
1.0% |
73% |
False |
False |
95,532 |
100 |
18,334 |
16,880 |
1,454 |
8.0% |
195 |
1.1% |
84% |
False |
False |
76,434 |
120 |
18,334 |
16,880 |
1,454 |
8.0% |
192 |
1.1% |
84% |
False |
False |
63,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,869 |
2.618 |
18,598 |
1.618 |
18,432 |
1.000 |
18,329 |
0.618 |
18,266 |
HIGH |
18,163 |
0.618 |
18,100 |
0.500 |
18,080 |
0.382 |
18,061 |
LOW |
17,997 |
0.618 |
17,895 |
1.000 |
17,831 |
1.618 |
17,729 |
2.618 |
17,563 |
4.250 |
17,292 |
|
|
Fisher Pivots for day following 03-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
18,091 |
18,075 |
PP |
18,085 |
18,055 |
S1 |
18,080 |
18,034 |
|