Trading Metrics calculated at close of trading on 04-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
18,004 |
18,102 |
98 |
0.5% |
18,230 |
High |
18,163 |
18,102 |
-61 |
-0.3% |
18,254 |
Low |
17,997 |
17,862 |
-135 |
-0.8% |
17,951 |
Close |
18,096 |
17,925 |
-171 |
-0.9% |
18,009 |
Range |
166 |
240 |
74 |
44.6% |
303 |
ATR |
168 |
173 |
5 |
3.1% |
0 |
Volume |
145,880 |
222,296 |
76,416 |
52.4% |
555,916 |
|
Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,683 |
18,544 |
18,057 |
|
R3 |
18,443 |
18,304 |
17,991 |
|
R2 |
18,203 |
18,203 |
17,969 |
|
R1 |
18,064 |
18,064 |
17,947 |
18,014 |
PP |
17,963 |
17,963 |
17,963 |
17,938 |
S1 |
17,824 |
17,824 |
17,903 |
17,774 |
S2 |
17,723 |
17,723 |
17,881 |
|
S3 |
17,483 |
17,584 |
17,859 |
|
S4 |
17,243 |
17,344 |
17,793 |
|
|
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 |
17,862 |
301 |
1.7% |
184 |
1.0% |
21% |
False |
True |
165,515 |
10 |
18,295 |
17,862 |
433 |
2.4% |
165 |
0.9% |
15% |
False |
True |
138,392 |
20 |
18,334 |
17,629 |
705 |
3.9% |
163 |
0.9% |
42% |
False |
False |
132,367 |
40 |
18,334 |
17,629 |
705 |
3.9% |
181 |
1.0% |
42% |
False |
False |
138,131 |
60 |
18,334 |
17,465 |
869 |
4.8% |
197 |
1.1% |
53% |
False |
False |
130,932 |
80 |
18,334 |
17,465 |
869 |
4.8% |
183 |
1.0% |
53% |
False |
False |
98,310 |
100 |
18,334 |
16,880 |
1,454 |
8.1% |
195 |
1.1% |
72% |
False |
False |
78,657 |
120 |
18,334 |
16,880 |
1,454 |
8.1% |
193 |
1.1% |
72% |
False |
False |
65,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,122 |
2.618 |
18,730 |
1.618 |
18,490 |
1.000 |
18,342 |
0.618 |
18,250 |
HIGH |
18,102 |
0.618 |
18,010 |
0.500 |
17,982 |
0.382 |
17,954 |
LOW |
17,862 |
0.618 |
17,714 |
1.000 |
17,622 |
1.618 |
17,474 |
2.618 |
17,234 |
4.250 |
16,842 |
|
|
Fisher Pivots for day following 04-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,982 |
18,013 |
PP |
17,963 |
17,983 |
S1 |
17,944 |
17,954 |
|