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 |
4,517.50 |
4,500.50 |
-17.00 |
-0.4% |
4,519.75 |
High |
4,524.75 |
4,533.50 |
8.75 |
0.2% |
4,544.00 |
Low |
4,474.75 |
4,496.50 |
21.75 |
0.5% |
4,450.00 |
Close |
4,496.50 |
4,521.25 |
24.75 |
0.6% |
4,504.50 |
Range |
50.00 |
37.00 |
-13.00 |
-26.0% |
94.00 |
ATR |
48.57 |
47.75 |
-0.83 |
-1.7% |
0.00 |
Volume |
1,452 |
1,281 |
-171 |
-11.8% |
1,235 |
|
Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,628.00 |
4,611.75 |
4,541.50 |
|
R3 |
4,591.00 |
4,574.75 |
4,531.50 |
|
R2 |
4,554.00 |
4,554.00 |
4,528.00 |
|
R1 |
4,537.75 |
4,537.75 |
4,524.75 |
4,546.00 |
PP |
4,517.00 |
4,517.00 |
4,517.00 |
4,521.25 |
S1 |
4,500.75 |
4,500.75 |
4,517.75 |
4,509.00 |
S2 |
4,480.00 |
4,480.00 |
4,514.50 |
|
S3 |
4,443.00 |
4,463.75 |
4,511.00 |
|
S4 |
4,406.00 |
4,426.75 |
4,501.00 |
|
|
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 |
4,541.00 |
4,474.75 |
66.25 |
1.5% |
42.00 |
0.9% |
70% |
False |
False |
828 |
10 |
4,544.00 |
4,450.00 |
94.00 |
2.1% |
48.25 |
1.1% |
76% |
False |
False |
478 |
20 |
4,544.00 |
4,340.00 |
204.00 |
4.5% |
46.25 |
1.0% |
89% |
False |
False |
277 |
40 |
4,544.00 |
4,321.75 |
222.25 |
4.9% |
47.25 |
1.0% |
90% |
False |
False |
176 |
60 |
4,544.00 |
4,253.50 |
290.50 |
6.4% |
45.25 |
1.0% |
92% |
False |
False |
124 |
80 |
4,544.00 |
4,253.50 |
290.50 |
6.4% |
35.25 |
0.8% |
92% |
False |
False |
94 |
100 |
4,544.00 |
4,068.50 |
475.50 |
10.5% |
31.00 |
0.7% |
95% |
False |
False |
75 |
120 |
4,544.00 |
4,056.50 |
487.50 |
10.8% |
28.25 |
0.6% |
95% |
False |
False |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,690.75 |
2.618 |
4,630.25 |
1.618 |
4,593.25 |
1.000 |
4,570.50 |
0.618 |
4,556.25 |
HIGH |
4,533.50 |
0.618 |
4,519.25 |
0.500 |
4,515.00 |
0.382 |
4,510.75 |
LOW |
4,496.50 |
0.618 |
4,473.75 |
1.000 |
4,459.50 |
1.618 |
4,436.75 |
2.618 |
4,399.75 |
4.250 |
4,339.25 |
|
|
Fisher Pivots for day following 03-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,519.25 |
4,515.50 |
PP |
4,517.00 |
4,509.75 |
S1 |
4,515.00 |
4,504.00 |
|