Trading Metrics calculated at close of trading on 08-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
4,488.75 |
4,477.00 |
-11.75 |
-0.3% |
4,506.75 |
High |
4,499.25 |
4,477.00 |
-22.25 |
-0.5% |
4,533.50 |
Low |
4,443.50 |
4,416.00 |
-27.50 |
-0.6% |
4,443.50 |
Close |
4,475.25 |
4,426.00 |
-49.25 |
-1.1% |
4,475.25 |
Range |
55.75 |
61.00 |
5.25 |
9.4% |
90.00 |
ATR |
48.75 |
49.63 |
0.87 |
1.8% |
0.00 |
Volume |
4,795 |
4,938 |
143 |
3.0% |
10,497 |
|
Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,622.75 |
4,585.25 |
4,459.50 |
|
R3 |
4,561.75 |
4,524.25 |
4,442.75 |
|
R2 |
4,500.75 |
4,500.75 |
4,437.25 |
|
R1 |
4,463.25 |
4,463.25 |
4,431.50 |
4,451.50 |
PP |
4,439.75 |
4,439.75 |
4,439.75 |
4,433.75 |
S1 |
4,402.25 |
4,402.25 |
4,420.50 |
4,390.50 |
S2 |
4,378.75 |
4,378.75 |
4,414.75 |
|
S3 |
4,317.75 |
4,341.25 |
4,409.25 |
|
S4 |
4,256.75 |
4,280.25 |
4,392.50 |
|
|
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 |
4,416.00 |
117.50 |
2.7% |
51.25 |
1.2% |
9% |
False |
True |
2,970 |
10 |
4,544.00 |
4,416.00 |
128.00 |
2.9% |
54.00 |
1.2% |
8% |
False |
True |
1,667 |
20 |
4,544.00 |
4,375.50 |
168.50 |
3.8% |
46.50 |
1.1% |
30% |
False |
False |
871 |
40 |
4,544.00 |
4,321.75 |
222.25 |
5.0% |
49.00 |
1.1% |
47% |
False |
False |
468 |
60 |
4,544.00 |
4,253.50 |
290.50 |
6.6% |
48.00 |
1.1% |
59% |
False |
False |
326 |
80 |
4,544.00 |
4,253.50 |
290.50 |
6.6% |
37.00 |
0.8% |
59% |
False |
False |
245 |
100 |
4,544.00 |
4,068.50 |
475.50 |
10.7% |
32.25 |
0.7% |
75% |
False |
False |
196 |
120 |
4,544.00 |
4,056.50 |
487.50 |
11.0% |
29.25 |
0.7% |
76% |
False |
False |
164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,736.25 |
2.618 |
4,636.75 |
1.618 |
4,575.75 |
1.000 |
4,538.00 |
0.618 |
4,514.75 |
HIGH |
4,477.00 |
0.618 |
4,453.75 |
0.500 |
4,446.50 |
0.382 |
4,439.25 |
LOW |
4,416.00 |
0.618 |
4,378.25 |
1.000 |
4,355.00 |
1.618 |
4,317.25 |
2.618 |
4,256.25 |
4.250 |
4,156.75 |
|
|
Fisher Pivots for day following 08-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,446.50 |
4,468.00 |
PP |
4,439.75 |
4,454.00 |
S1 |
4,432.75 |
4,440.00 |
|