Trading Metrics calculated at close of trading on 02-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,189.8 |
1,189.5 |
-0.3 |
0.0% |
1,206.3 |
High |
1,204.7 |
1,196.4 |
-8.3 |
-0.7% |
1,208.9 |
Low |
1,184.0 |
1,185.8 |
1.8 |
0.2% |
1,180.2 |
Close |
1,188.7 |
1,194.4 |
5.7 |
0.5% |
1,189.8 |
Range |
20.7 |
10.6 |
-10.1 |
-48.8% |
28.7 |
ATR |
15.1 |
14.8 |
-0.3 |
-2.1% |
0.0 |
Volume |
171,248 |
111,471 |
-59,777 |
-34.9% |
496,666 |
|
Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,224.0 |
1,219.8 |
1,200.2 |
|
R3 |
1,213.4 |
1,209.2 |
1,197.3 |
|
R2 |
1,202.8 |
1,202.8 |
1,196.3 |
|
R1 |
1,198.6 |
1,198.6 |
1,195.4 |
1,200.7 |
PP |
1,192.2 |
1,192.2 |
1,192.2 |
1,193.3 |
S1 |
1,188.0 |
1,188.0 |
1,193.4 |
1,190.1 |
S2 |
1,181.6 |
1,181.6 |
1,192.5 |
|
S3 |
1,171.0 |
1,177.4 |
1,191.5 |
|
S4 |
1,160.4 |
1,166.8 |
1,188.6 |
|
|
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 |
1,204.7 |
1,180.2 |
24.5 |
2.1% |
11.8 |
1.0% |
58% |
False |
False |
137,262 |
10 |
1,226.3 |
1,180.2 |
46.1 |
3.9% |
13.7 |
1.1% |
31% |
False |
False |
90,621 |
20 |
1,232.8 |
1,178.9 |
53.9 |
4.5% |
14.2 |
1.2% |
29% |
False |
False |
54,078 |
40 |
1,232.8 |
1,170.0 |
62.8 |
5.3% |
14.8 |
1.2% |
39% |
False |
False |
28,671 |
60 |
1,232.8 |
1,143.8 |
89.0 |
7.5% |
14.8 |
1.2% |
57% |
False |
False |
20,306 |
80 |
1,268.6 |
1,143.8 |
124.8 |
10.4% |
14.9 |
1.2% |
41% |
False |
False |
15,633 |
100 |
1,309.0 |
1,143.8 |
165.2 |
13.8% |
15.5 |
1.3% |
31% |
False |
False |
12,782 |
120 |
1,309.0 |
1,143.8 |
165.2 |
13.8% |
15.1 |
1.3% |
31% |
False |
False |
10,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,241.5 |
2.618 |
1,224.2 |
1.618 |
1,213.6 |
1.000 |
1,207.0 |
0.618 |
1,203.0 |
HIGH |
1,196.4 |
0.618 |
1,192.4 |
0.500 |
1,191.1 |
0.382 |
1,189.8 |
LOW |
1,185.8 |
0.618 |
1,179.2 |
1.000 |
1,175.2 |
1.618 |
1,168.6 |
2.618 |
1,158.0 |
4.250 |
1,140.8 |
|
|
Fisher Pivots for day following 02-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,193.3 |
1,194.4 |
PP |
1,192.2 |
1,194.4 |
S1 |
1,191.1 |
1,194.4 |
|