Trading Metrics calculated at close of trading on 02-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
4,514.00 |
4,525.75 |
11.75 |
0.3% |
4,527.50 |
High |
4,538.25 |
4,531.75 |
-6.50 |
-0.1% |
4,551.00 |
Low |
4,486.00 |
4,480.75 |
-5.25 |
-0.1% |
4,455.00 |
Close |
4,521.50 |
4,503.00 |
-18.50 |
-0.4% |
4,511.00 |
Range |
52.25 |
51.00 |
-1.25 |
-2.4% |
96.00 |
ATR |
53.51 |
53.33 |
-0.18 |
-0.3% |
0.00 |
Volume |
216,323 |
222,449 |
6,126 |
2.8% |
776,380 |
|
Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,658.25 |
4,631.50 |
4,531.00 |
|
R3 |
4,607.25 |
4,580.50 |
4,517.00 |
|
R2 |
4,556.25 |
4,556.25 |
4,512.25 |
|
R1 |
4,529.50 |
4,529.50 |
4,507.75 |
4,517.50 |
PP |
4,505.25 |
4,505.25 |
4,505.25 |
4,499.00 |
S1 |
4,478.50 |
4,478.50 |
4,498.25 |
4,466.50 |
S2 |
4,454.25 |
4,454.25 |
4,493.75 |
|
S3 |
4,403.25 |
4,427.50 |
4,489.00 |
|
S4 |
4,352.25 |
4,376.50 |
4,475.00 |
|
|
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 |
4,473.00 |
78.00 |
1.7% |
51.00 |
1.1% |
38% |
False |
False |
197,413 |
10 |
4,551.00 |
4,455.00 |
96.00 |
2.1% |
49.00 |
1.1% |
50% |
False |
False |
173,831 |
20 |
4,551.00 |
4,332.50 |
218.50 |
4.9% |
54.50 |
1.2% |
78% |
False |
False |
196,390 |
40 |
4,555.50 |
4,324.00 |
231.50 |
5.1% |
54.25 |
1.2% |
77% |
False |
False |
207,156 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
55.25 |
1.2% |
82% |
False |
False |
204,896 |
80 |
4,555.50 |
4,196.75 |
358.75 |
8.0% |
50.50 |
1.1% |
85% |
False |
False |
153,753 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.5% |
53.50 |
1.2% |
90% |
False |
False |
123,010 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.5% |
52.25 |
1.2% |
90% |
False |
False |
102,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,748.50 |
2.618 |
4,665.25 |
1.618 |
4,614.25 |
1.000 |
4,582.75 |
0.618 |
4,563.25 |
HIGH |
4,531.75 |
0.618 |
4,512.25 |
0.500 |
4,506.25 |
0.382 |
4,500.25 |
LOW |
4,480.75 |
0.618 |
4,449.25 |
1.000 |
4,429.75 |
1.618 |
4,398.25 |
2.618 |
4,347.25 |
4.250 |
4,264.00 |
|
|
Fisher Pivots for day following 02-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,506.25 |
4,513.00 |
PP |
4,505.25 |
4,509.75 |
S1 |
4,504.00 |
4,506.25 |
|