Trading Metrics calculated at close of trading on 03-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,189.5 |
1,193.8 |
4.3 |
0.4% |
1,206.3 |
High |
1,196.4 |
1,195.6 |
-0.8 |
-0.1% |
1,208.9 |
Low |
1,185.8 |
1,179.1 |
-6.7 |
-0.6% |
1,180.2 |
Close |
1,194.4 |
1,184.9 |
-9.5 |
-0.8% |
1,189.8 |
Range |
10.6 |
16.5 |
5.9 |
55.7% |
28.7 |
ATR |
14.8 |
14.9 |
0.1 |
0.8% |
0.0 |
Volume |
111,471 |
124,179 |
12,708 |
11.4% |
496,666 |
|
Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,236.0 |
1,227.0 |
1,194.0 |
|
R3 |
1,219.5 |
1,210.5 |
1,189.4 |
|
R2 |
1,203.0 |
1,203.0 |
1,187.9 |
|
R1 |
1,194.0 |
1,194.0 |
1,186.4 |
1,190.3 |
PP |
1,186.5 |
1,186.5 |
1,186.5 |
1,184.7 |
S1 |
1,177.5 |
1,177.5 |
1,183.4 |
1,173.8 |
S2 |
1,170.0 |
1,170.0 |
1,181.9 |
|
S3 |
1,153.5 |
1,161.0 |
1,180.4 |
|
S4 |
1,137.0 |
1,144.5 |
1,175.8 |
|
|
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 |
1,179.1 |
25.6 |
2.2% |
13.6 |
1.1% |
23% |
False |
True |
131,813 |
10 |
1,215.2 |
1,179.1 |
36.1 |
3.0% |
13.3 |
1.1% |
16% |
False |
True |
100,741 |
20 |
1,232.8 |
1,178.9 |
53.9 |
4.5% |
14.3 |
1.2% |
11% |
False |
False |
59,875 |
40 |
1,232.8 |
1,170.0 |
62.8 |
5.3% |
15.0 |
1.3% |
24% |
False |
False |
31,742 |
60 |
1,232.8 |
1,143.8 |
89.0 |
7.5% |
14.9 |
1.3% |
46% |
False |
False |
22,311 |
80 |
1,244.2 |
1,143.8 |
100.4 |
8.5% |
14.6 |
1.2% |
41% |
False |
False |
17,179 |
100 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
15.6 |
1.3% |
25% |
False |
False |
14,010 |
120 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
14.9 |
1.3% |
25% |
False |
False |
11,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,265.7 |
2.618 |
1,238.8 |
1.618 |
1,222.3 |
1.000 |
1,212.1 |
0.618 |
1,205.8 |
HIGH |
1,195.6 |
0.618 |
1,189.3 |
0.500 |
1,187.4 |
0.382 |
1,185.4 |
LOW |
1,179.1 |
0.618 |
1,168.9 |
1.000 |
1,162.6 |
1.618 |
1,152.4 |
2.618 |
1,135.9 |
4.250 |
1,109.0 |
|
|
Fisher Pivots for day following 03-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,187.4 |
1,191.9 |
PP |
1,186.5 |
1,189.6 |
S1 |
1,185.7 |
1,187.2 |
|