Trading Metrics calculated at close of trading on 02-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,947 |
17,954 |
7 |
0.0% |
18,157 |
High |
18,020 |
18,003 |
-17 |
-0.1% |
18,166 |
Low |
17,894 |
17,828 |
-66 |
-0.4% |
17,878 |
Close |
17,943 |
17,921 |
-22 |
-0.1% |
17,928 |
Range |
126 |
175 |
49 |
38.9% |
288 |
ATR |
146 |
148 |
2 |
1.4% |
0 |
Volume |
2,485 |
470 |
-2,015 |
-81.1% |
954 |
|
Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,442 |
18,357 |
18,017 |
|
R3 |
18,267 |
18,182 |
17,969 |
|
R2 |
18,092 |
18,092 |
17,953 |
|
R1 |
18,007 |
18,007 |
17,937 |
17,962 |
PP |
17,917 |
17,917 |
17,917 |
17,895 |
S1 |
17,832 |
17,832 |
17,905 |
17,787 |
S2 |
17,742 |
17,742 |
17,889 |
|
S3 |
17,567 |
17,657 |
17,873 |
|
S4 |
17,392 |
17,482 |
17,825 |
|
|
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 |
18,071 |
17,828 |
243 |
1.4% |
141 |
0.8% |
38% |
False |
True |
761 |
10 |
18,250 |
17,828 |
422 |
2.4% |
132 |
0.7% |
22% |
False |
True |
416 |
20 |
18,250 |
17,601 |
649 |
3.6% |
148 |
0.8% |
49% |
False |
False |
262 |
40 |
18,250 |
17,601 |
649 |
3.6% |
147 |
0.8% |
49% |
False |
False |
142 |
60 |
18,250 |
17,410 |
840 |
4.7% |
145 |
0.8% |
61% |
False |
False |
97 |
80 |
18,250 |
17,410 |
840 |
4.7% |
117 |
0.7% |
61% |
False |
False |
73 |
100 |
18,250 |
16,932 |
1,318 |
7.4% |
100 |
0.6% |
75% |
False |
False |
59 |
120 |
18,250 |
16,831 |
1,419 |
7.9% |
88 |
0.5% |
77% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,747 |
2.618 |
18,461 |
1.618 |
18,286 |
1.000 |
18,178 |
0.618 |
18,111 |
HIGH |
18,003 |
0.618 |
17,936 |
0.500 |
17,916 |
0.382 |
17,895 |
LOW |
17,828 |
0.618 |
17,720 |
1.000 |
17,653 |
1.618 |
17,545 |
2.618 |
17,370 |
4.250 |
17,084 |
|
|
Fisher Pivots for day following 02-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,919 |
17,947 |
PP |
17,917 |
17,938 |
S1 |
17,916 |
17,930 |
|