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 |
4,518.00 |
4,488.75 |
-29.25 |
-0.6% |
4,506.75 |
High |
4,520.00 |
4,499.25 |
-20.75 |
-0.5% |
4,533.50 |
Low |
4,467.00 |
4,443.50 |
-23.50 |
-0.5% |
4,443.50 |
Close |
4,490.00 |
4,475.25 |
-14.75 |
-0.3% |
4,475.25 |
Range |
53.00 |
55.75 |
2.75 |
5.2% |
90.00 |
ATR |
48.21 |
48.75 |
0.54 |
1.1% |
0.00 |
Volume |
2,386 |
4,795 |
2,409 |
101.0% |
10,497 |
|
Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,640.00 |
4,613.25 |
4,506.00 |
|
R3 |
4,584.25 |
4,557.50 |
4,490.50 |
|
R2 |
4,528.50 |
4,528.50 |
4,485.50 |
|
R1 |
4,501.75 |
4,501.75 |
4,480.25 |
4,487.25 |
PP |
4,472.75 |
4,472.75 |
4,472.75 |
4,465.50 |
S1 |
4,446.00 |
4,446.00 |
4,470.25 |
4,431.50 |
S2 |
4,417.00 |
4,417.00 |
4,465.00 |
|
S3 |
4,361.25 |
4,390.25 |
4,460.00 |
|
S4 |
4,305.50 |
4,334.50 |
4,444.50 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,754.00 |
4,704.75 |
4,524.75 |
|
R3 |
4,664.00 |
4,614.75 |
4,500.00 |
|
R2 |
4,574.00 |
4,574.00 |
4,491.75 |
|
R1 |
4,524.75 |
4,524.75 |
4,483.50 |
4,504.50 |
PP |
4,484.00 |
4,484.00 |
4,484.00 |
4,474.00 |
S1 |
4,434.75 |
4,434.75 |
4,467.00 |
4,414.50 |
S2 |
4,394.00 |
4,394.00 |
4,458.75 |
|
S3 |
4,304.00 |
4,344.75 |
4,450.50 |
|
S4 |
4,214.00 |
4,254.75 |
4,425.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,533.50 |
4,443.50 |
90.00 |
2.0% |
49.25 |
1.1% |
35% |
False |
True |
2,099 |
10 |
4,544.00 |
4,443.50 |
100.50 |
2.2% |
49.50 |
1.1% |
32% |
False |
True |
1,180 |
20 |
4,544.00 |
4,375.50 |
168.50 |
3.8% |
45.75 |
1.0% |
59% |
False |
False |
629 |
40 |
4,544.00 |
4,321.75 |
222.25 |
5.0% |
48.00 |
1.1% |
69% |
False |
False |
353 |
60 |
4,544.00 |
4,253.50 |
290.50 |
6.5% |
47.00 |
1.1% |
76% |
False |
False |
244 |
80 |
4,544.00 |
4,253.50 |
290.50 |
6.5% |
36.75 |
0.8% |
76% |
False |
False |
183 |
100 |
4,544.00 |
4,068.50 |
475.50 |
10.6% |
32.00 |
0.7% |
86% |
False |
False |
147 |
120 |
4,544.00 |
4,056.50 |
487.50 |
10.9% |
29.00 |
0.6% |
86% |
False |
False |
123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,736.25 |
2.618 |
4,645.25 |
1.618 |
4,589.50 |
1.000 |
4,555.00 |
0.618 |
4,533.75 |
HIGH |
4,499.25 |
0.618 |
4,478.00 |
0.500 |
4,471.50 |
0.382 |
4,464.75 |
LOW |
4,443.50 |
0.618 |
4,409.00 |
1.000 |
4,387.75 |
1.618 |
4,353.25 |
2.618 |
4,297.50 |
4.250 |
4,206.50 |
|
|
Fisher Pivots for day following 05-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,474.00 |
4,488.50 |
PP |
4,472.75 |
4,484.00 |
S1 |
4,471.50 |
4,479.75 |
|