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 |
1,193.9 |
1,184.9 |
-9.0 |
-0.8% |
1,205.2 |
High |
1,193.9 |
1,185.3 |
-8.6 |
-0.7% |
1,208.2 |
Low |
1,179.1 |
1,173.0 |
-6.1 |
-0.5% |
1,179.6 |
Close |
1,184.7 |
1,174.9 |
-9.8 |
-0.8% |
1,189.4 |
Range |
14.8 |
12.3 |
-2.5 |
-16.9% |
28.6 |
ATR |
14.9 |
14.7 |
-0.2 |
-1.2% |
0.0 |
Volume |
630 |
447 |
-183 |
-29.0% |
502,293 |
|
Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,214.6 |
1,207.1 |
1,181.7 |
|
R3 |
1,202.3 |
1,194.8 |
1,178.3 |
|
R2 |
1,190.0 |
1,190.0 |
1,177.2 |
|
R1 |
1,182.5 |
1,182.5 |
1,176.0 |
1,180.1 |
PP |
1,177.7 |
1,177.7 |
1,177.7 |
1,176.6 |
S1 |
1,170.2 |
1,170.2 |
1,173.8 |
1,167.8 |
S2 |
1,165.4 |
1,165.4 |
1,172.6 |
|
S3 |
1,153.1 |
1,157.9 |
1,171.5 |
|
S4 |
1,140.8 |
1,145.6 |
1,168.1 |
|
|
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 |
1,173.0 |
31.0 |
2.6% |
12.5 |
1.1% |
6% |
False |
True |
1,612 |
10 |
1,214.6 |
1,173.0 |
41.6 |
3.5% |
13.1 |
1.1% |
5% |
False |
True |
78,820 |
20 |
1,232.0 |
1,173.0 |
59.0 |
5.0% |
14.4 |
1.2% |
3% |
False |
True |
115,729 |
40 |
1,232.0 |
1,168.4 |
63.6 |
5.4% |
15.4 |
1.3% |
10% |
False |
False |
126,186 |
60 |
1,232.0 |
1,142.4 |
89.6 |
7.6% |
15.7 |
1.3% |
36% |
False |
False |
106,217 |
80 |
1,246.5 |
1,142.4 |
104.1 |
8.9% |
16.0 |
1.4% |
31% |
False |
False |
81,229 |
100 |
1,309.0 |
1,142.4 |
166.6 |
14.2% |
17.4 |
1.5% |
20% |
False |
False |
65,938 |
120 |
1,309.0 |
1,142.4 |
166.6 |
14.2% |
17.6 |
1.5% |
20% |
False |
False |
55,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,237.6 |
2.618 |
1,217.5 |
1.618 |
1,205.2 |
1.000 |
1,197.6 |
0.618 |
1,192.9 |
HIGH |
1,185.3 |
0.618 |
1,180.6 |
0.500 |
1,179.2 |
0.382 |
1,177.7 |
LOW |
1,173.0 |
0.618 |
1,165.4 |
1.000 |
1,160.7 |
1.618 |
1,153.1 |
2.618 |
1,140.8 |
4.250 |
1,120.7 |
|
|
Fisher Pivots for day following 04-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,179.2 |
1,183.7 |
PP |
1,177.7 |
1,180.7 |
S1 |
1,176.3 |
1,177.8 |
|