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 |
4,503.25 |
4,526.75 |
23.50 |
0.5% |
4,527.50 |
High |
4,540.75 |
4,527.25 |
-13.50 |
-0.3% |
4,551.00 |
Low |
4,501.25 |
4,473.25 |
-28.00 |
-0.6% |
4,455.00 |
Close |
4,527.50 |
4,496.50 |
-31.00 |
-0.7% |
4,511.00 |
Range |
39.50 |
54.00 |
14.50 |
36.7% |
96.00 |
ATR |
52.34 |
52.48 |
0.14 |
0.3% |
0.00 |
Volume |
190,316 |
285,057 |
94,741 |
49.8% |
776,380 |
|
Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,661.00 |
4,632.75 |
4,526.25 |
|
R3 |
4,607.00 |
4,578.75 |
4,511.25 |
|
R2 |
4,553.00 |
4,553.00 |
4,506.50 |
|
R1 |
4,524.75 |
4,524.75 |
4,501.50 |
4,512.00 |
PP |
4,499.00 |
4,499.00 |
4,499.00 |
4,492.50 |
S1 |
4,470.75 |
4,470.75 |
4,491.50 |
4,458.00 |
S2 |
4,445.00 |
4,445.00 |
4,486.50 |
|
S3 |
4,391.00 |
4,416.75 |
4,481.75 |
|
S4 |
4,337.00 |
4,362.75 |
4,466.75 |
|
|
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 |
4,545.25 |
4,473.25 |
72.00 |
1.6% |
49.00 |
1.1% |
32% |
False |
True |
222,377 |
10 |
4,551.00 |
4,455.00 |
96.00 |
2.1% |
50.25 |
1.1% |
43% |
False |
False |
191,503 |
20 |
4,551.00 |
4,332.50 |
218.50 |
4.9% |
51.00 |
1.1% |
75% |
False |
False |
188,089 |
40 |
4,555.50 |
4,324.00 |
231.50 |
5.1% |
54.25 |
1.2% |
75% |
False |
False |
209,109 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
55.00 |
1.2% |
80% |
False |
False |
212,552 |
80 |
4,555.50 |
4,211.25 |
344.25 |
7.7% |
50.75 |
1.1% |
83% |
False |
False |
159,694 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.5% |
53.25 |
1.2% |
89% |
False |
False |
127,764 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.5% |
52.00 |
1.2% |
89% |
False |
False |
106,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,756.75 |
2.618 |
4,668.50 |
1.618 |
4,614.50 |
1.000 |
4,581.25 |
0.618 |
4,560.50 |
HIGH |
4,527.25 |
0.618 |
4,506.50 |
0.500 |
4,500.25 |
0.382 |
4,494.00 |
LOW |
4,473.25 |
0.618 |
4,440.00 |
1.000 |
4,419.25 |
1.618 |
4,386.00 |
2.618 |
4,332.00 |
4.250 |
4,243.75 |
|
|
Fisher Pivots for day following 04-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,500.25 |
4,507.00 |
PP |
4,499.00 |
4,503.50 |
S1 |
4,497.75 |
4,500.00 |
|