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 |
4,506.75 |
4,517.50 |
10.75 |
0.2% |
4,519.75 |
High |
4,531.00 |
4,524.75 |
-6.25 |
-0.1% |
4,544.00 |
Low |
4,480.25 |
4,474.75 |
-5.50 |
-0.1% |
4,450.00 |
Close |
4,515.00 |
4,496.50 |
-18.50 |
-0.4% |
4,504.50 |
Range |
50.75 |
50.00 |
-0.75 |
-1.5% |
94.00 |
ATR |
48.46 |
48.57 |
0.11 |
0.2% |
0.00 |
Volume |
583 |
1,452 |
869 |
149.1% |
1,235 |
|
Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,648.75 |
4,622.50 |
4,524.00 |
|
R3 |
4,598.75 |
4,572.50 |
4,510.25 |
|
R2 |
4,548.75 |
4,548.75 |
4,505.75 |
|
R1 |
4,522.50 |
4,522.50 |
4,501.00 |
4,510.50 |
PP |
4,498.75 |
4,498.75 |
4,498.75 |
4,492.75 |
S1 |
4,472.50 |
4,472.50 |
4,492.00 |
4,460.50 |
S2 |
4,448.75 |
4,448.75 |
4,487.25 |
|
S3 |
4,398.75 |
4,422.50 |
4,482.75 |
|
S4 |
4,348.75 |
4,372.50 |
4,469.00 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,781.50 |
4,737.00 |
4,556.25 |
|
R3 |
4,687.50 |
4,643.00 |
4,530.25 |
|
R2 |
4,593.50 |
4,593.50 |
4,521.75 |
|
R1 |
4,549.00 |
4,549.00 |
4,513.00 |
4,524.25 |
PP |
4,499.50 |
4,499.50 |
4,499.50 |
4,487.00 |
S1 |
4,455.00 |
4,455.00 |
4,496.00 |
4,430.25 |
S2 |
4,405.50 |
4,405.50 |
4,487.25 |
|
S3 |
4,311.50 |
4,361.00 |
4,478.75 |
|
S4 |
4,217.50 |
4,267.00 |
4,452.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,544.00 |
4,466.25 |
77.75 |
1.7% |
50.25 |
1.1% |
39% |
False |
False |
630 |
10 |
4,544.00 |
4,450.00 |
94.00 |
2.1% |
47.50 |
1.1% |
49% |
False |
False |
358 |
20 |
4,544.00 |
4,340.00 |
204.00 |
4.5% |
48.00 |
1.1% |
77% |
False |
False |
215 |
40 |
4,544.00 |
4,321.75 |
222.25 |
4.9% |
47.00 |
1.0% |
79% |
False |
False |
146 |
60 |
4,544.00 |
4,253.50 |
290.50 |
6.5% |
45.00 |
1.0% |
84% |
False |
False |
103 |
80 |
4,544.00 |
4,201.00 |
343.00 |
7.6% |
35.00 |
0.8% |
86% |
False |
False |
78 |
100 |
4,544.00 |
4,068.50 |
475.50 |
10.6% |
31.00 |
0.7% |
90% |
False |
False |
63 |
120 |
4,544.00 |
4,056.50 |
487.50 |
10.8% |
28.50 |
0.6% |
90% |
False |
False |
52 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,737.25 |
2.618 |
4,655.75 |
1.618 |
4,605.75 |
1.000 |
4,574.75 |
0.618 |
4,555.75 |
HIGH |
4,524.75 |
0.618 |
4,505.75 |
0.500 |
4,499.75 |
0.382 |
4,493.75 |
LOW |
4,474.75 |
0.618 |
4,443.75 |
1.000 |
4,424.75 |
1.618 |
4,393.75 |
2.618 |
4,343.75 |
4.250 |
4,262.25 |
|
|
Fisher Pivots for day following 02-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,499.75 |
4,506.75 |
PP |
4,498.75 |
4,503.25 |
S1 |
4,497.50 |
4,500.00 |
|