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 |
1,176.4 |
1,169.5 |
-6.9 |
-0.6% |
1,190.6 |
High |
1,177.3 |
1,176.1 |
-1.2 |
-0.1% |
1,204.0 |
Low |
1,164.0 |
1,169.1 |
5.1 |
0.4% |
1,164.0 |
Close |
1,167.8 |
1,173.2 |
5.4 |
0.5% |
1,167.8 |
Range |
13.3 |
7.0 |
-6.3 |
-47.4% |
40.0 |
ATR |
14.6 |
14.1 |
-0.4 |
-3.1% |
0.0 |
Volume |
390 |
173 |
-217 |
-55.6% |
3,706 |
|
Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,193.8 |
1,190.5 |
1,177.1 |
|
R3 |
1,186.8 |
1,183.5 |
1,175.1 |
|
R2 |
1,179.8 |
1,179.8 |
1,174.5 |
|
R1 |
1,176.5 |
1,176.5 |
1,173.8 |
1,178.2 |
PP |
1,172.8 |
1,172.8 |
1,172.8 |
1,173.6 |
S1 |
1,169.5 |
1,169.5 |
1,172.6 |
1,171.2 |
S2 |
1,165.8 |
1,165.8 |
1,171.9 |
|
S3 |
1,158.8 |
1,162.5 |
1,171.3 |
|
S4 |
1,151.8 |
1,155.5 |
1,169.4 |
|
|
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 |
1,194.3 |
1,164.0 |
30.3 |
2.6% |
11.1 |
0.9% |
30% |
False |
False |
528 |
10 |
1,208.2 |
1,164.0 |
44.2 |
3.8% |
12.6 |
1.1% |
21% |
False |
False |
50,617 |
20 |
1,232.0 |
1,164.0 |
68.0 |
5.8% |
14.1 |
1.2% |
14% |
False |
False |
101,829 |
40 |
1,232.0 |
1,164.0 |
68.0 |
5.8% |
15.2 |
1.3% |
14% |
False |
False |
120,325 |
60 |
1,232.0 |
1,142.4 |
89.6 |
7.6% |
15.4 |
1.3% |
34% |
False |
False |
105,247 |
80 |
1,236.0 |
1,142.4 |
93.6 |
8.0% |
15.8 |
1.3% |
33% |
False |
False |
81,163 |
100 |
1,309.0 |
1,142.4 |
166.6 |
14.2% |
17.2 |
1.5% |
18% |
False |
False |
65,892 |
120 |
1,309.0 |
1,142.4 |
166.6 |
14.2% |
17.6 |
1.5% |
18% |
False |
False |
55,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,205.9 |
2.618 |
1,194.4 |
1.618 |
1,187.4 |
1.000 |
1,183.1 |
0.618 |
1,180.4 |
HIGH |
1,176.1 |
0.618 |
1,173.4 |
0.500 |
1,172.6 |
0.382 |
1,171.8 |
LOW |
1,169.1 |
0.618 |
1,164.8 |
1.000 |
1,162.1 |
1.618 |
1,157.8 |
2.618 |
1,150.8 |
4.250 |
1,139.4 |
|
|
Fisher Pivots for day following 08-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,173.0 |
1,174.7 |
PP |
1,172.8 |
1,174.2 |
S1 |
1,172.6 |
1,173.7 |
|