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 |
1,187.8 |
1,190.6 |
2.8 |
0.2% |
1,205.2 |
High |
1,193.0 |
1,204.0 |
11.0 |
0.9% |
1,208.2 |
Low |
1,185.7 |
1,184.3 |
-1.4 |
-0.1% |
1,179.6 |
Close |
1,189.4 |
1,188.3 |
-1.1 |
-0.1% |
1,189.4 |
Range |
7.3 |
19.7 |
12.4 |
169.9% |
28.6 |
ATR |
15.0 |
15.4 |
0.3 |
2.2% |
0.0 |
Volume |
4,748 |
1,236 |
-3,512 |
-74.0% |
502,293 |
|
Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,251.3 |
1,239.5 |
1,199.1 |
|
R3 |
1,231.6 |
1,219.8 |
1,193.7 |
|
R2 |
1,211.9 |
1,211.9 |
1,191.9 |
|
R1 |
1,200.1 |
1,200.1 |
1,190.1 |
1,196.2 |
PP |
1,192.2 |
1,192.2 |
1,192.2 |
1,190.2 |
S1 |
1,180.4 |
1,180.4 |
1,186.5 |
1,176.5 |
S2 |
1,172.5 |
1,172.5 |
1,184.7 |
|
S3 |
1,152.8 |
1,160.7 |
1,182.9 |
|
S4 |
1,133.1 |
1,141.0 |
1,177.5 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,278.2 |
1,262.4 |
1,205.1 |
|
R3 |
1,249.6 |
1,233.8 |
1,197.3 |
|
R2 |
1,221.0 |
1,221.0 |
1,194.6 |
|
R1 |
1,205.2 |
1,205.2 |
1,192.0 |
1,198.8 |
PP |
1,192.4 |
1,192.4 |
1,192.4 |
1,189.2 |
S1 |
1,176.6 |
1,176.6 |
1,186.8 |
1,170.2 |
S2 |
1,163.8 |
1,163.8 |
1,184.2 |
|
S3 |
1,135.2 |
1,148.0 |
1,181.5 |
|
S4 |
1,106.6 |
1,119.4 |
1,173.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,208.2 |
1,179.6 |
28.6 |
2.4% |
14.0 |
1.2% |
30% |
False |
False |
100,705 |
10 |
1,232.0 |
1,179.6 |
52.4 |
4.4% |
13.7 |
1.2% |
17% |
False |
False |
121,380 |
20 |
1,232.0 |
1,176.6 |
55.4 |
4.7% |
14.6 |
1.2% |
21% |
False |
False |
131,797 |
40 |
1,232.0 |
1,168.4 |
63.6 |
5.4% |
15.4 |
1.3% |
31% |
False |
False |
133,839 |
60 |
1,232.0 |
1,142.4 |
89.6 |
7.5% |
16.1 |
1.4% |
51% |
False |
False |
107,055 |
80 |
1,275.0 |
1,142.4 |
132.6 |
11.2% |
16.4 |
1.4% |
35% |
False |
False |
81,351 |
100 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
17.3 |
1.5% |
28% |
False |
False |
66,014 |
120 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
17.9 |
1.5% |
28% |
False |
False |
55,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.7 |
2.618 |
1,255.6 |
1.618 |
1,235.9 |
1.000 |
1,223.7 |
0.618 |
1,216.2 |
HIGH |
1,204.0 |
0.618 |
1,196.5 |
0.500 |
1,194.2 |
0.382 |
1,191.8 |
LOW |
1,184.3 |
0.618 |
1,172.1 |
1.000 |
1,164.6 |
1.618 |
1,152.4 |
2.618 |
1,132.7 |
4.250 |
1,100.6 |
|
|
Fisher Pivots for day following 01-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,194.2 |
1,191.8 |
PP |
1,192.2 |
1,190.6 |
S1 |
1,190.3 |
1,189.5 |
|