Trading Metrics calculated at close of trading on 01-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
18,060 |
17,947 |
-113 |
-0.6% |
18,157 |
High |
18,065 |
18,020 |
-45 |
-0.2% |
18,166 |
Low |
17,878 |
17,894 |
16 |
0.1% |
17,878 |
Close |
17,928 |
17,943 |
15 |
0.1% |
17,928 |
Range |
187 |
126 |
-61 |
-32.6% |
288 |
ATR |
147 |
146 |
-2 |
-1.0% |
0 |
Volume |
236 |
2,485 |
2,249 |
953.0% |
954 |
|
Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,330 |
18,263 |
18,012 |
|
R3 |
18,204 |
18,137 |
17,978 |
|
R2 |
18,078 |
18,078 |
17,966 |
|
R1 |
18,011 |
18,011 |
17,955 |
17,982 |
PP |
17,952 |
17,952 |
17,952 |
17,938 |
S1 |
17,885 |
17,885 |
17,932 |
17,856 |
S2 |
17,826 |
17,826 |
17,920 |
|
S3 |
17,700 |
17,759 |
17,908 |
|
S4 |
17,574 |
17,633 |
17,874 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,855 |
18,679 |
18,087 |
|
R3 |
18,567 |
18,391 |
18,007 |
|
R2 |
18,279 |
18,279 |
17,981 |
|
R1 |
18,103 |
18,103 |
17,955 |
18,047 |
PP |
17,991 |
17,991 |
17,991 |
17,963 |
S1 |
17,815 |
17,815 |
17,902 |
17,759 |
S2 |
17,703 |
17,703 |
17,875 |
|
S3 |
17,415 |
17,527 |
17,849 |
|
S4 |
17,127 |
17,239 |
17,770 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,166 |
17,878 |
288 |
1.6% |
162 |
0.9% |
23% |
False |
False |
687 |
10 |
18,250 |
17,878 |
372 |
2.1% |
123 |
0.7% |
17% |
False |
False |
386 |
20 |
18,250 |
17,601 |
649 |
3.6% |
142 |
0.8% |
53% |
False |
False |
240 |
40 |
18,250 |
17,454 |
796 |
4.4% |
151 |
0.8% |
61% |
False |
False |
130 |
60 |
18,250 |
17,410 |
840 |
4.7% |
142 |
0.8% |
63% |
False |
False |
89 |
80 |
18,250 |
17,410 |
840 |
4.7% |
115 |
0.6% |
63% |
False |
False |
67 |
100 |
18,250 |
16,932 |
1,318 |
7.3% |
98 |
0.5% |
77% |
False |
False |
54 |
120 |
18,250 |
16,831 |
1,419 |
7.9% |
87 |
0.5% |
78% |
False |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,556 |
2.618 |
18,350 |
1.618 |
18,224 |
1.000 |
18,146 |
0.618 |
18,098 |
HIGH |
18,020 |
0.618 |
17,972 |
0.500 |
17,957 |
0.382 |
17,942 |
LOW |
17,894 |
0.618 |
17,816 |
1.000 |
17,768 |
1.618 |
17,690 |
2.618 |
17,564 |
4.250 |
17,359 |
|
|
Fisher Pivots for day following 01-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,957 |
17,972 |
PP |
17,952 |
17,962 |
S1 |
17,948 |
17,953 |
|