Trading Metrics calculated at close of trading on 04-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,193.8 |
1,185.8 |
-8.0 |
-0.7% |
1,206.3 |
High |
1,195.6 |
1,186.6 |
-9.0 |
-0.8% |
1,208.9 |
Low |
1,179.1 |
1,172.4 |
-6.7 |
-0.6% |
1,180.2 |
Close |
1,184.9 |
1,175.2 |
-9.7 |
-0.8% |
1,189.8 |
Range |
16.5 |
14.2 |
-2.3 |
-13.9% |
28.7 |
ATR |
14.9 |
14.9 |
-0.1 |
-0.3% |
0.0 |
Volume |
124,179 |
155,463 |
31,284 |
25.2% |
496,666 |
|
Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,220.7 |
1,212.1 |
1,183.0 |
|
R3 |
1,206.5 |
1,197.9 |
1,179.1 |
|
R2 |
1,192.3 |
1,192.3 |
1,177.8 |
|
R1 |
1,183.7 |
1,183.7 |
1,176.5 |
1,180.9 |
PP |
1,178.1 |
1,178.1 |
1,178.1 |
1,176.7 |
S1 |
1,169.5 |
1,169.5 |
1,173.9 |
1,166.7 |
S2 |
1,163.9 |
1,163.9 |
1,172.6 |
|
S3 |
1,149.7 |
1,155.3 |
1,171.3 |
|
S4 |
1,135.5 |
1,141.1 |
1,167.4 |
|
|
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 |
1,172.4 |
32.3 |
2.7% |
13.9 |
1.2% |
9% |
False |
True |
132,905 |
10 |
1,215.2 |
1,172.4 |
42.8 |
3.6% |
13.8 |
1.2% |
7% |
False |
True |
114,104 |
20 |
1,232.8 |
1,172.4 |
60.4 |
5.1% |
14.6 |
1.2% |
5% |
False |
True |
67,349 |
40 |
1,232.8 |
1,170.0 |
62.8 |
5.3% |
15.0 |
1.3% |
8% |
False |
False |
35,587 |
60 |
1,232.8 |
1,143.8 |
89.0 |
7.6% |
15.0 |
1.3% |
35% |
False |
False |
24,855 |
80 |
1,240.4 |
1,143.8 |
96.6 |
8.2% |
14.7 |
1.3% |
33% |
False |
False |
19,107 |
100 |
1,309.0 |
1,143.8 |
165.2 |
14.1% |
15.6 |
1.3% |
19% |
False |
False |
15,557 |
120 |
1,309.0 |
1,143.8 |
165.2 |
14.1% |
15.0 |
1.3% |
19% |
False |
False |
13,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,247.0 |
2.618 |
1,223.8 |
1.618 |
1,209.6 |
1.000 |
1,200.8 |
0.618 |
1,195.4 |
HIGH |
1,186.6 |
0.618 |
1,181.2 |
0.500 |
1,179.5 |
0.382 |
1,177.8 |
LOW |
1,172.4 |
0.618 |
1,163.6 |
1.000 |
1,158.2 |
1.618 |
1,149.4 |
2.618 |
1,135.2 |
4.250 |
1,112.1 |
|
|
Fisher Pivots for day following 04-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,179.5 |
1,184.4 |
PP |
1,178.1 |
1,181.3 |
S1 |
1,176.6 |
1,178.3 |
|