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 |
4,526.75 |
4,494.75 |
-32.00 |
-0.7% |
4,514.00 |
High |
4,527.25 |
4,506.50 |
-20.75 |
-0.5% |
4,540.75 |
Low |
4,473.25 |
4,449.25 |
-24.00 |
-0.5% |
4,449.25 |
Close |
4,496.50 |
4,481.50 |
-15.00 |
-0.3% |
4,481.50 |
Range |
54.00 |
57.25 |
3.25 |
6.0% |
91.50 |
ATR |
52.48 |
52.82 |
0.34 |
0.6% |
0.00 |
Volume |
285,057 |
232,923 |
-52,134 |
-18.3% |
1,147,068 |
|
Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,650.75 |
4,623.50 |
4,513.00 |
|
R3 |
4,593.50 |
4,566.25 |
4,497.25 |
|
R2 |
4,536.25 |
4,536.25 |
4,492.00 |
|
R1 |
4,509.00 |
4,509.00 |
4,486.75 |
4,494.00 |
PP |
4,479.00 |
4,479.00 |
4,479.00 |
4,471.50 |
S1 |
4,451.75 |
4,451.75 |
4,476.25 |
4,436.75 |
S2 |
4,421.75 |
4,421.75 |
4,471.00 |
|
S3 |
4,364.50 |
4,394.50 |
4,465.75 |
|
S4 |
4,307.25 |
4,337.25 |
4,450.00 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,765.00 |
4,714.75 |
4,531.75 |
|
R3 |
4,673.50 |
4,623.25 |
4,506.75 |
|
R2 |
4,582.00 |
4,582.00 |
4,498.25 |
|
R1 |
4,531.75 |
4,531.75 |
4,490.00 |
4,511.00 |
PP |
4,490.50 |
4,490.50 |
4,490.50 |
4,480.25 |
S1 |
4,440.25 |
4,440.25 |
4,473.00 |
4,419.50 |
S2 |
4,399.00 |
4,399.00 |
4,464.75 |
|
S3 |
4,307.50 |
4,348.75 |
4,456.25 |
|
S4 |
4,216.00 |
4,257.25 |
4,431.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,540.75 |
4,449.25 |
91.50 |
2.0% |
50.75 |
1.1% |
35% |
False |
True |
229,413 |
10 |
4,551.00 |
4,449.25 |
101.75 |
2.3% |
51.00 |
1.1% |
32% |
False |
True |
202,442 |
20 |
4,551.00 |
4,374.50 |
176.50 |
3.9% |
50.00 |
1.1% |
61% |
False |
False |
187,273 |
40 |
4,555.50 |
4,324.00 |
231.50 |
5.2% |
54.50 |
1.2% |
68% |
False |
False |
209,896 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
55.25 |
1.2% |
75% |
False |
False |
216,000 |
80 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
50.75 |
1.1% |
75% |
False |
False |
162,605 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.5% |
53.50 |
1.2% |
86% |
False |
False |
130,093 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.5% |
52.00 |
1.2% |
86% |
False |
False |
108,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,749.75 |
2.618 |
4,656.50 |
1.618 |
4,599.25 |
1.000 |
4,563.75 |
0.618 |
4,542.00 |
HIGH |
4,506.50 |
0.618 |
4,484.75 |
0.500 |
4,478.00 |
0.382 |
4,471.00 |
LOW |
4,449.25 |
0.618 |
4,413.75 |
1.000 |
4,392.00 |
1.618 |
4,356.50 |
2.618 |
4,299.25 |
4.250 |
4,206.00 |
|
|
Fisher Pivots for day following 05-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,480.25 |
4,495.00 |
PP |
4,479.00 |
4,490.50 |
S1 |
4,478.00 |
4,486.00 |
|