Trading Metrics calculated at close of trading on 05-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,185.8 |
1,176.5 |
-9.3 |
-0.8% |
1,189.8 |
High |
1,186.6 |
1,178.0 |
-8.6 |
-0.7% |
1,204.7 |
Low |
1,172.4 |
1,162.1 |
-10.3 |
-0.9% |
1,162.1 |
Close |
1,175.2 |
1,168.1 |
-7.1 |
-0.6% |
1,168.1 |
Range |
14.2 |
15.9 |
1.7 |
12.0% |
42.6 |
ATR |
14.9 |
14.9 |
0.1 |
0.5% |
0.0 |
Volume |
155,463 |
150,679 |
-4,784 |
-3.1% |
713,040 |
|
Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,217.1 |
1,208.5 |
1,176.8 |
|
R3 |
1,201.2 |
1,192.6 |
1,172.5 |
|
R2 |
1,185.3 |
1,185.3 |
1,171.0 |
|
R1 |
1,176.7 |
1,176.7 |
1,169.6 |
1,173.1 |
PP |
1,169.4 |
1,169.4 |
1,169.4 |
1,167.6 |
S1 |
1,160.8 |
1,160.8 |
1,166.6 |
1,157.2 |
S2 |
1,153.5 |
1,153.5 |
1,165.2 |
|
S3 |
1,137.6 |
1,144.9 |
1,163.7 |
|
S4 |
1,121.7 |
1,129.0 |
1,159.4 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,306.1 |
1,279.7 |
1,191.5 |
|
R3 |
1,263.5 |
1,237.1 |
1,179.8 |
|
R2 |
1,220.9 |
1,220.9 |
1,175.9 |
|
R1 |
1,194.5 |
1,194.5 |
1,172.0 |
1,186.4 |
PP |
1,178.3 |
1,178.3 |
1,178.3 |
1,174.3 |
S1 |
1,151.9 |
1,151.9 |
1,164.2 |
1,143.8 |
S2 |
1,135.7 |
1,135.7 |
1,160.3 |
|
S3 |
1,093.1 |
1,109.3 |
1,156.4 |
|
S4 |
1,050.5 |
1,066.7 |
1,144.7 |
|
|
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 |
1,162.1 |
42.6 |
3.6% |
15.6 |
1.3% |
14% |
False |
True |
142,608 |
10 |
1,215.2 |
1,162.1 |
53.1 |
4.5% |
14.2 |
1.2% |
11% |
False |
True |
124,902 |
20 |
1,232.8 |
1,162.1 |
70.7 |
6.1% |
14.6 |
1.3% |
8% |
False |
True |
74,390 |
40 |
1,232.8 |
1,162.1 |
70.7 |
6.1% |
15.2 |
1.3% |
8% |
False |
True |
39,301 |
60 |
1,232.8 |
1,143.8 |
89.0 |
7.6% |
15.0 |
1.3% |
27% |
False |
False |
27,281 |
80 |
1,237.8 |
1,143.8 |
94.0 |
8.0% |
14.8 |
1.3% |
26% |
False |
False |
20,980 |
100 |
1,309.0 |
1,143.8 |
165.2 |
14.1% |
15.6 |
1.3% |
15% |
False |
False |
17,061 |
120 |
1,309.0 |
1,143.8 |
165.2 |
14.1% |
15.0 |
1.3% |
15% |
False |
False |
14,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,245.6 |
2.618 |
1,219.6 |
1.618 |
1,203.7 |
1.000 |
1,193.9 |
0.618 |
1,187.8 |
HIGH |
1,178.0 |
0.618 |
1,171.9 |
0.500 |
1,170.1 |
0.382 |
1,168.2 |
LOW |
1,162.1 |
0.618 |
1,152.3 |
1.000 |
1,146.2 |
1.618 |
1,136.4 |
2.618 |
1,120.5 |
4.250 |
1,094.5 |
|
|
Fisher Pivots for day following 05-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,170.1 |
1,178.9 |
PP |
1,169.4 |
1,175.3 |
S1 |
1,168.8 |
1,171.7 |
|