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 |
18,102 |
17,924 |
-178 |
-1.0% |
18,020 |
High |
18,102 |
17,953 |
-149 |
-0.8% |
18,163 |
Low |
17,862 |
17,808 |
-54 |
-0.3% |
17,808 |
Close |
17,925 |
17,842 |
-83 |
-0.5% |
17,842 |
Range |
240 |
145 |
-95 |
-39.6% |
355 |
ATR |
173 |
171 |
-2 |
-1.2% |
0 |
Volume |
222,296 |
179,950 |
-42,346 |
-19.0% |
852,563 |
|
Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,303 |
18,217 |
17,922 |
|
R3 |
18,158 |
18,072 |
17,882 |
|
R2 |
18,013 |
18,013 |
17,869 |
|
R1 |
17,927 |
17,927 |
17,855 |
17,898 |
PP |
17,868 |
17,868 |
17,868 |
17,853 |
S1 |
17,782 |
17,782 |
17,829 |
17,753 |
S2 |
17,723 |
17,723 |
17,816 |
|
S3 |
17,578 |
17,637 |
17,802 |
|
S4 |
17,433 |
17,492 |
17,762 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,003 |
18,777 |
18,037 |
|
R3 |
18,648 |
18,422 |
17,940 |
|
R2 |
18,293 |
18,293 |
17,907 |
|
R1 |
18,067 |
18,067 |
17,875 |
18,003 |
PP |
17,938 |
17,938 |
17,938 |
17,905 |
S1 |
17,712 |
17,712 |
17,810 |
17,648 |
S2 |
17,583 |
17,583 |
17,777 |
|
S3 |
17,228 |
17,357 |
17,745 |
|
S4 |
16,873 |
17,002 |
17,647 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,163 |
17,808 |
355 |
2.0% |
174 |
1.0% |
10% |
False |
True |
170,512 |
10 |
18,295 |
17,808 |
487 |
2.7% |
170 |
1.0% |
7% |
False |
True |
148,866 |
20 |
18,334 |
17,808 |
526 |
2.9% |
155 |
0.9% |
6% |
False |
True |
132,533 |
40 |
18,334 |
17,629 |
705 |
4.0% |
180 |
1.0% |
30% |
False |
False |
139,365 |
60 |
18,334 |
17,465 |
869 |
4.9% |
198 |
1.1% |
43% |
False |
False |
133,770 |
80 |
18,334 |
17,465 |
869 |
4.9% |
183 |
1.0% |
43% |
False |
False |
100,559 |
100 |
18,334 |
16,880 |
1,454 |
8.1% |
196 |
1.1% |
66% |
False |
False |
80,456 |
120 |
18,334 |
16,880 |
1,454 |
8.1% |
193 |
1.1% |
66% |
False |
False |
67,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,569 |
2.618 |
18,333 |
1.618 |
18,188 |
1.000 |
18,098 |
0.618 |
18,043 |
HIGH |
17,953 |
0.618 |
17,898 |
0.500 |
17,881 |
0.382 |
17,864 |
LOW |
17,808 |
0.618 |
17,719 |
1.000 |
17,663 |
1.618 |
17,574 |
2.618 |
17,429 |
4.250 |
17,192 |
|
|
Fisher Pivots for day following 05-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,881 |
17,986 |
PP |
17,868 |
17,938 |
S1 |
17,855 |
17,890 |
|