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 |
1,188.1 |
1,189.8 |
1.7 |
0.1% |
1,206.3 |
High |
1,193.7 |
1,204.7 |
11.0 |
0.9% |
1,208.9 |
Low |
1,186.0 |
1,184.0 |
-2.0 |
-0.2% |
1,180.2 |
Close |
1,189.8 |
1,188.7 |
-1.1 |
-0.1% |
1,189.8 |
Range |
7.7 |
20.7 |
13.0 |
168.8% |
28.7 |
ATR |
14.7 |
15.1 |
0.4 |
2.9% |
0.0 |
Volume |
102,168 |
171,248 |
69,080 |
67.6% |
496,666 |
|
Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,254.6 |
1,242.3 |
1,200.1 |
|
R3 |
1,233.9 |
1,221.6 |
1,194.4 |
|
R2 |
1,213.2 |
1,213.2 |
1,192.5 |
|
R1 |
1,200.9 |
1,200.9 |
1,190.6 |
1,196.7 |
PP |
1,192.5 |
1,192.5 |
1,192.5 |
1,190.4 |
S1 |
1,180.2 |
1,180.2 |
1,186.8 |
1,176.0 |
S2 |
1,171.8 |
1,171.8 |
1,184.9 |
|
S3 |
1,151.1 |
1,159.5 |
1,183.0 |
|
S4 |
1,130.4 |
1,138.8 |
1,177.3 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,279.1 |
1,263.1 |
1,205.6 |
|
R3 |
1,250.4 |
1,234.4 |
1,197.7 |
|
R2 |
1,221.7 |
1,221.7 |
1,195.1 |
|
R1 |
1,205.7 |
1,205.7 |
1,192.4 |
1,199.4 |
PP |
1,193.0 |
1,193.0 |
1,193.0 |
1,189.8 |
S1 |
1,177.0 |
1,177.0 |
1,187.2 |
1,170.7 |
S2 |
1,164.3 |
1,164.3 |
1,184.5 |
|
S3 |
1,135.6 |
1,148.3 |
1,181.9 |
|
S4 |
1,106.9 |
1,119.6 |
1,174.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,208.9 |
1,180.2 |
28.7 |
2.4% |
14.3 |
1.2% |
30% |
False |
False |
133,582 |
10 |
1,232.8 |
1,180.2 |
52.6 |
4.4% |
13.7 |
1.2% |
16% |
False |
False |
81,067 |
20 |
1,232.8 |
1,177.9 |
54.9 |
4.6% |
14.4 |
1.2% |
20% |
False |
False |
48,935 |
40 |
1,232.8 |
1,170.0 |
62.8 |
5.3% |
14.8 |
1.2% |
30% |
False |
False |
25,903 |
60 |
1,232.8 |
1,143.8 |
89.0 |
7.5% |
15.2 |
1.3% |
50% |
False |
False |
18,467 |
80 |
1,275.7 |
1,143.8 |
131.9 |
11.1% |
14.9 |
1.3% |
34% |
False |
False |
14,255 |
100 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
15.5 |
1.3% |
27% |
False |
False |
11,673 |
120 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
15.0 |
1.3% |
27% |
False |
False |
9,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,292.7 |
2.618 |
1,258.9 |
1.618 |
1,238.2 |
1.000 |
1,225.4 |
0.618 |
1,217.5 |
HIGH |
1,204.7 |
0.618 |
1,196.8 |
0.500 |
1,194.4 |
0.382 |
1,191.9 |
LOW |
1,184.0 |
0.618 |
1,171.2 |
1.000 |
1,163.3 |
1.618 |
1,150.5 |
2.618 |
1,129.8 |
4.250 |
1,096.0 |
|
|
Fisher Pivots for day following 01-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,194.4 |
1,192.5 |
PP |
1,192.5 |
1,191.2 |
S1 |
1,190.6 |
1,190.0 |
|