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 |
1,184.9 |
1,176.4 |
-8.5 |
-0.7% |
1,190.6 |
High |
1,185.3 |
1,177.3 |
-8.0 |
-0.7% |
1,204.0 |
Low |
1,173.0 |
1,164.0 |
-9.0 |
-0.8% |
1,164.0 |
Close |
1,174.9 |
1,167.8 |
-7.1 |
-0.6% |
1,167.8 |
Range |
12.3 |
13.3 |
1.0 |
8.1% |
40.0 |
ATR |
14.7 |
14.6 |
-0.1 |
-0.7% |
0.0 |
Volume |
447 |
390 |
-57 |
-12.8% |
3,706 |
|
Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,209.6 |
1,202.0 |
1,175.1 |
|
R3 |
1,196.3 |
1,188.7 |
1,171.5 |
|
R2 |
1,183.0 |
1,183.0 |
1,170.2 |
|
R1 |
1,175.4 |
1,175.4 |
1,169.0 |
1,172.6 |
PP |
1,169.7 |
1,169.7 |
1,169.7 |
1,168.3 |
S1 |
1,162.1 |
1,162.1 |
1,166.6 |
1,159.3 |
S2 |
1,156.4 |
1,156.4 |
1,165.4 |
|
S3 |
1,143.1 |
1,148.8 |
1,164.1 |
|
S4 |
1,129.8 |
1,135.5 |
1,160.5 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.6 |
1,273.2 |
1,189.8 |
|
R3 |
1,258.6 |
1,233.2 |
1,178.8 |
|
R2 |
1,218.6 |
1,218.6 |
1,175.1 |
|
R1 |
1,193.2 |
1,193.2 |
1,171.5 |
1,185.9 |
PP |
1,178.6 |
1,178.6 |
1,178.6 |
1,175.0 |
S1 |
1,153.2 |
1,153.2 |
1,164.1 |
1,145.9 |
S2 |
1,138.6 |
1,138.6 |
1,160.5 |
|
S3 |
1,098.6 |
1,113.2 |
1,156.8 |
|
S4 |
1,058.6 |
1,073.2 |
1,145.8 |
|
|
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 |
1,164.0 |
40.0 |
3.4% |
13.7 |
1.2% |
10% |
False |
True |
741 |
10 |
1,214.6 |
1,164.0 |
50.6 |
4.3% |
13.3 |
1.1% |
8% |
False |
True |
64,892 |
20 |
1,232.0 |
1,164.0 |
68.0 |
5.8% |
14.3 |
1.2% |
6% |
False |
True |
109,001 |
40 |
1,232.0 |
1,164.0 |
68.0 |
5.8% |
15.5 |
1.3% |
6% |
False |
True |
123,442 |
60 |
1,232.0 |
1,142.4 |
89.6 |
7.7% |
15.6 |
1.3% |
28% |
False |
False |
105,717 |
80 |
1,239.0 |
1,142.4 |
96.6 |
8.3% |
16.0 |
1.4% |
26% |
False |
False |
81,198 |
100 |
1,309.0 |
1,142.4 |
166.6 |
14.3% |
17.3 |
1.5% |
15% |
False |
False |
65,916 |
120 |
1,309.0 |
1,142.4 |
166.6 |
14.3% |
17.6 |
1.5% |
15% |
False |
False |
55,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,233.8 |
2.618 |
1,212.1 |
1.618 |
1,198.8 |
1.000 |
1,190.6 |
0.618 |
1,185.5 |
HIGH |
1,177.3 |
0.618 |
1,172.2 |
0.500 |
1,170.7 |
0.382 |
1,169.1 |
LOW |
1,164.0 |
0.618 |
1,155.8 |
1.000 |
1,150.7 |
1.618 |
1,142.5 |
2.618 |
1,129.2 |
4.250 |
1,107.5 |
|
|
Fisher Pivots for day following 05-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,170.7 |
1,179.0 |
PP |
1,169.7 |
1,175.2 |
S1 |
1,168.8 |
1,171.5 |
|