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 |
4,500.50 |
4,518.00 |
17.50 |
0.4% |
4,519.75 |
High |
4,533.50 |
4,520.00 |
-13.50 |
-0.3% |
4,544.00 |
Low |
4,496.50 |
4,467.00 |
-29.50 |
-0.7% |
4,450.00 |
Close |
4,521.25 |
4,490.00 |
-31.25 |
-0.7% |
4,504.50 |
Range |
37.00 |
53.00 |
16.00 |
43.2% |
94.00 |
ATR |
47.75 |
48.21 |
0.46 |
1.0% |
0.00 |
Volume |
1,281 |
2,386 |
1,105 |
86.3% |
1,235 |
|
Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,651.25 |
4,623.75 |
4,519.25 |
|
R3 |
4,598.25 |
4,570.75 |
4,504.50 |
|
R2 |
4,545.25 |
4,545.25 |
4,499.75 |
|
R1 |
4,517.75 |
4,517.75 |
4,494.75 |
4,505.00 |
PP |
4,492.25 |
4,492.25 |
4,492.25 |
4,486.00 |
S1 |
4,464.75 |
4,464.75 |
4,485.25 |
4,452.00 |
S2 |
4,439.25 |
4,439.25 |
4,480.25 |
|
S3 |
4,386.25 |
4,411.75 |
4,475.50 |
|
S4 |
4,333.25 |
4,358.75 |
4,460.75 |
|
|
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 |
4,538.75 |
4,467.00 |
71.75 |
1.6% |
47.50 |
1.1% |
32% |
False |
True |
1,217 |
10 |
4,544.00 |
4,450.00 |
94.00 |
2.1% |
49.00 |
1.1% |
43% |
False |
False |
709 |
20 |
4,544.00 |
4,351.00 |
193.00 |
4.3% |
45.75 |
1.0% |
72% |
False |
False |
391 |
40 |
4,544.00 |
4,321.75 |
222.25 |
4.9% |
47.50 |
1.1% |
76% |
False |
False |
235 |
60 |
4,544.00 |
4,253.50 |
290.50 |
6.5% |
46.25 |
1.0% |
81% |
False |
False |
164 |
80 |
4,544.00 |
4,253.50 |
290.50 |
6.5% |
36.00 |
0.8% |
81% |
False |
False |
123 |
100 |
4,544.00 |
4,068.50 |
475.50 |
10.6% |
31.50 |
0.7% |
89% |
False |
False |
99 |
120 |
4,544.00 |
4,056.50 |
487.50 |
10.9% |
28.75 |
0.6% |
89% |
False |
False |
83 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,745.25 |
2.618 |
4,658.75 |
1.618 |
4,605.75 |
1.000 |
4,573.00 |
0.618 |
4,552.75 |
HIGH |
4,520.00 |
0.618 |
4,499.75 |
0.500 |
4,493.50 |
0.382 |
4,487.25 |
LOW |
4,467.00 |
0.618 |
4,434.25 |
1.000 |
4,414.00 |
1.618 |
4,381.25 |
2.618 |
4,328.25 |
4.250 |
4,241.75 |
|
|
Fisher Pivots for day following 04-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,493.50 |
4,500.25 |
PP |
4,492.25 |
4,496.75 |
S1 |
4,491.25 |
4,493.50 |
|