Trading Metrics calculated at close of trading on 08-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,924 |
17,840 |
-84 |
-0.5% |
18,020 |
High |
17,953 |
17,860 |
-93 |
-0.5% |
18,163 |
Low |
17,808 |
17,750 |
-58 |
-0.3% |
17,808 |
Close |
17,842 |
17,768 |
-74 |
-0.4% |
17,842 |
Range |
145 |
110 |
-35 |
-24.1% |
355 |
ATR |
171 |
167 |
-4 |
-2.6% |
0 |
Volume |
179,950 |
149,125 |
-30,825 |
-17.1% |
852,563 |
|
Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,123 |
18,055 |
17,829 |
|
R3 |
18,013 |
17,945 |
17,798 |
|
R2 |
17,903 |
17,903 |
17,788 |
|
R1 |
17,835 |
17,835 |
17,778 |
17,814 |
PP |
17,793 |
17,793 |
17,793 |
17,782 |
S1 |
17,725 |
17,725 |
17,758 |
17,704 |
S2 |
17,683 |
17,683 |
17,748 |
|
S3 |
17,573 |
17,615 |
17,738 |
|
S4 |
17,463 |
17,505 |
17,708 |
|
|
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 |
17,750 |
413 |
2.3% |
168 |
0.9% |
4% |
False |
True |
173,076 |
10 |
18,254 |
17,750 |
504 |
2.8% |
170 |
1.0% |
4% |
False |
True |
155,760 |
20 |
18,334 |
17,750 |
584 |
3.3% |
147 |
0.8% |
3% |
False |
True |
132,191 |
40 |
18,334 |
17,629 |
705 |
4.0% |
180 |
1.0% |
20% |
False |
False |
140,833 |
60 |
18,334 |
17,465 |
869 |
4.9% |
195 |
1.1% |
35% |
False |
False |
135,622 |
80 |
18,334 |
17,465 |
869 |
4.9% |
183 |
1.0% |
35% |
False |
False |
102,423 |
100 |
18,334 |
16,880 |
1,454 |
8.2% |
193 |
1.1% |
61% |
False |
False |
81,947 |
120 |
18,334 |
16,880 |
1,454 |
8.2% |
192 |
1.1% |
61% |
False |
False |
68,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,328 |
2.618 |
18,148 |
1.618 |
18,038 |
1.000 |
17,970 |
0.618 |
17,928 |
HIGH |
17,860 |
0.618 |
17,818 |
0.500 |
17,805 |
0.382 |
17,792 |
LOW |
17,750 |
0.618 |
17,682 |
1.000 |
17,640 |
1.618 |
17,572 |
2.618 |
17,462 |
4.250 |
17,283 |
|
|
Fisher Pivots for day following 08-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,805 |
17,926 |
PP |
17,793 |
17,873 |
S1 |
17,780 |
17,821 |
|