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 |
4,494.75 |
4,479.50 |
-15.25 |
-0.3% |
4,514.00 |
High |
4,506.50 |
4,483.25 |
-23.25 |
-0.5% |
4,540.75 |
Low |
4,449.25 |
4,422.00 |
-27.25 |
-0.6% |
4,449.25 |
Close |
4,481.50 |
4,432.25 |
-49.25 |
-1.1% |
4,481.50 |
Range |
57.25 |
61.25 |
4.00 |
7.0% |
91.50 |
ATR |
52.82 |
53.42 |
0.60 |
1.1% |
0.00 |
Volume |
232,923 |
237,404 |
4,481 |
1.9% |
1,147,068 |
|
Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,629.50 |
4,592.25 |
4,466.00 |
|
R3 |
4,568.25 |
4,531.00 |
4,449.00 |
|
R2 |
4,507.00 |
4,507.00 |
4,443.50 |
|
R1 |
4,469.75 |
4,469.75 |
4,437.75 |
4,457.75 |
PP |
4,445.75 |
4,445.75 |
4,445.75 |
4,440.00 |
S1 |
4,408.50 |
4,408.50 |
4,426.75 |
4,396.50 |
S2 |
4,384.50 |
4,384.50 |
4,421.00 |
|
S3 |
4,323.25 |
4,347.25 |
4,415.50 |
|
S4 |
4,262.00 |
4,286.00 |
4,398.50 |
|
|
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 |
4,422.00 |
118.75 |
2.7% |
52.50 |
1.2% |
9% |
False |
True |
233,629 |
10 |
4,551.00 |
4,422.00 |
129.00 |
2.9% |
55.00 |
1.2% |
8% |
False |
True |
216,085 |
20 |
4,551.00 |
4,374.50 |
176.50 |
4.0% |
50.00 |
1.1% |
33% |
False |
False |
188,321 |
40 |
4,555.50 |
4,324.00 |
231.50 |
5.2% |
55.25 |
1.2% |
47% |
False |
False |
212,667 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.7% |
55.50 |
1.3% |
58% |
False |
False |
218,146 |
80 |
4,555.50 |
4,259.00 |
296.50 |
6.7% |
50.75 |
1.1% |
58% |
False |
False |
165,572 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.7% |
53.00 |
1.2% |
76% |
False |
False |
132,467 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.7% |
52.25 |
1.2% |
76% |
False |
False |
110,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,743.50 |
2.618 |
4,643.50 |
1.618 |
4,582.25 |
1.000 |
4,544.50 |
0.618 |
4,521.00 |
HIGH |
4,483.25 |
0.618 |
4,459.75 |
0.500 |
4,452.50 |
0.382 |
4,445.50 |
LOW |
4,422.00 |
0.618 |
4,384.25 |
1.000 |
4,360.75 |
1.618 |
4,323.00 |
2.618 |
4,261.75 |
4.250 |
4,161.75 |
|
|
Fisher Pivots for day following 08-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,452.50 |
4,474.50 |
PP |
4,445.75 |
4,460.50 |
S1 |
4,439.00 |
4,446.50 |
|