Trading Metrics calculated at close of trading on 03-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,189.0 |
1,193.9 |
4.9 |
0.4% |
1,205.2 |
High |
1,194.3 |
1,193.9 |
-0.4 |
0.0% |
1,208.2 |
Low |
1,186.0 |
1,179.1 |
-6.9 |
-0.6% |
1,179.6 |
Close |
1,194.1 |
1,184.7 |
-9.4 |
-0.8% |
1,189.4 |
Range |
8.3 |
14.8 |
6.5 |
78.3% |
28.6 |
ATR |
14.9 |
14.9 |
0.0 |
0.1% |
0.0 |
Volume |
1,003 |
630 |
-373 |
-37.2% |
502,293 |
|
Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,230.3 |
1,222.3 |
1,192.8 |
|
R3 |
1,215.5 |
1,207.5 |
1,188.8 |
|
R2 |
1,200.7 |
1,200.7 |
1,187.4 |
|
R1 |
1,192.7 |
1,192.7 |
1,186.1 |
1,189.3 |
PP |
1,185.9 |
1,185.9 |
1,185.9 |
1,184.2 |
S1 |
1,177.9 |
1,177.9 |
1,183.3 |
1,174.5 |
S2 |
1,171.1 |
1,171.1 |
1,182.0 |
|
S3 |
1,156.3 |
1,163.1 |
1,180.6 |
|
S4 |
1,141.5 |
1,148.3 |
1,176.6 |
|
|
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 |
1,204.0 |
1,179.1 |
24.9 |
2.1% |
12.5 |
1.1% |
22% |
False |
True |
12,064 |
10 |
1,214.6 |
1,179.1 |
35.5 |
3.0% |
12.9 |
1.1% |
16% |
False |
True |
91,565 |
20 |
1,232.0 |
1,177.9 |
54.1 |
4.6% |
14.2 |
1.2% |
13% |
False |
False |
121,004 |
40 |
1,232.0 |
1,168.4 |
63.6 |
5.4% |
15.5 |
1.3% |
26% |
False |
False |
129,083 |
60 |
1,232.0 |
1,142.4 |
89.6 |
7.6% |
15.7 |
1.3% |
47% |
False |
False |
106,501 |
80 |
1,246.5 |
1,142.4 |
104.1 |
8.8% |
15.9 |
1.3% |
41% |
False |
False |
81,276 |
100 |
1,309.0 |
1,142.4 |
166.6 |
14.1% |
17.4 |
1.5% |
25% |
False |
False |
65,971 |
120 |
1,309.0 |
1,142.4 |
166.6 |
14.1% |
17.6 |
1.5% |
25% |
False |
False |
55,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,256.8 |
2.618 |
1,232.6 |
1.618 |
1,217.8 |
1.000 |
1,208.7 |
0.618 |
1,203.0 |
HIGH |
1,193.9 |
0.618 |
1,188.2 |
0.500 |
1,186.5 |
0.382 |
1,184.8 |
LOW |
1,179.1 |
0.618 |
1,170.0 |
1.000 |
1,164.3 |
1.618 |
1,155.2 |
2.618 |
1,140.4 |
4.250 |
1,116.2 |
|
|
Fisher Pivots for day following 03-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,186.5 |
1,191.6 |
PP |
1,185.9 |
1,189.3 |
S1 |
1,185.3 |
1,187.0 |
|