Trading Metrics calculated at close of trading on 01-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
4,542.00 |
4,514.00 |
-28.00 |
-0.6% |
4,527.50 |
High |
4,545.25 |
4,538.25 |
-7.00 |
-0.2% |
4,551.00 |
Low |
4,497.25 |
4,486.00 |
-11.25 |
-0.3% |
4,455.00 |
Close |
4,511.00 |
4,521.50 |
10.50 |
0.2% |
4,511.00 |
Range |
48.00 |
52.25 |
4.25 |
8.9% |
96.00 |
ATR |
53.61 |
53.51 |
-0.10 |
-0.2% |
0.00 |
Volume |
197,740 |
216,323 |
18,583 |
9.4% |
776,380 |
|
Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,672.00 |
4,649.00 |
4,550.25 |
|
R3 |
4,619.75 |
4,596.75 |
4,535.75 |
|
R2 |
4,567.50 |
4,567.50 |
4,531.00 |
|
R1 |
4,544.50 |
4,544.50 |
4,526.25 |
4,556.00 |
PP |
4,515.25 |
4,515.25 |
4,515.25 |
4,521.00 |
S1 |
4,492.25 |
4,492.25 |
4,516.75 |
4,503.75 |
S2 |
4,463.00 |
4,463.00 |
4,512.00 |
|
S3 |
4,410.75 |
4,440.00 |
4,507.25 |
|
S4 |
4,358.50 |
4,387.75 |
4,492.75 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,793.75 |
4,748.25 |
4,563.75 |
|
R3 |
4,697.75 |
4,652.25 |
4,537.50 |
|
R2 |
4,601.75 |
4,601.75 |
4,528.50 |
|
R1 |
4,556.25 |
4,556.25 |
4,519.75 |
4,531.00 |
PP |
4,505.75 |
4,505.75 |
4,505.75 |
4,493.00 |
S1 |
4,460.25 |
4,460.25 |
4,502.25 |
4,435.00 |
S2 |
4,409.75 |
4,409.75 |
4,493.50 |
|
S3 |
4,313.75 |
4,364.25 |
4,484.50 |
|
S4 |
4,217.75 |
4,268.25 |
4,458.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,551.00 |
4,455.00 |
96.00 |
2.1% |
57.50 |
1.3% |
69% |
False |
False |
198,540 |
10 |
4,551.00 |
4,455.00 |
96.00 |
2.1% |
48.75 |
1.1% |
69% |
False |
False |
164,446 |
20 |
4,551.00 |
4,332.50 |
218.50 |
4.8% |
54.25 |
1.2% |
86% |
False |
False |
194,860 |
40 |
4,555.50 |
4,264.50 |
291.00 |
6.4% |
55.25 |
1.2% |
88% |
False |
False |
205,445 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
55.50 |
1.2% |
89% |
False |
False |
201,218 |
80 |
4,555.50 |
4,179.25 |
376.25 |
8.3% |
50.50 |
1.1% |
91% |
False |
False |
150,973 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.4% |
53.50 |
1.2% |
93% |
False |
False |
120,786 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.4% |
52.25 |
1.2% |
93% |
False |
False |
100,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,760.25 |
2.618 |
4,675.00 |
1.618 |
4,622.75 |
1.000 |
4,590.50 |
0.618 |
4,570.50 |
HIGH |
4,538.25 |
0.618 |
4,518.25 |
0.500 |
4,512.00 |
0.382 |
4,506.00 |
LOW |
4,486.00 |
0.618 |
4,453.75 |
1.000 |
4,433.75 |
1.618 |
4,401.50 |
2.618 |
4,349.25 |
4.250 |
4,264.00 |
|
|
Fisher Pivots for day following 01-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,518.50 |
4,520.00 |
PP |
4,515.25 |
4,518.25 |
S1 |
4,512.00 |
4,516.75 |
|