Trading Metrics calculated at close of trading on 03-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,954 |
17,931 |
-23 |
-0.1% |
18,157 |
High |
18,003 |
18,080 |
77 |
0.4% |
18,166 |
Low |
17,828 |
17,923 |
95 |
0.5% |
17,878 |
Close |
17,921 |
18,017 |
96 |
0.5% |
17,928 |
Range |
175 |
157 |
-18 |
-10.3% |
288 |
ATR |
148 |
149 |
1 |
0.5% |
0 |
Volume |
470 |
1,936 |
1,466 |
311.9% |
954 |
|
Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,478 |
18,404 |
18,103 |
|
R3 |
18,321 |
18,247 |
18,060 |
|
R2 |
18,164 |
18,164 |
18,046 |
|
R1 |
18,090 |
18,090 |
18,032 |
18,127 |
PP |
18,007 |
18,007 |
18,007 |
18,025 |
S1 |
17,933 |
17,933 |
18,003 |
17,970 |
S2 |
17,850 |
17,850 |
17,988 |
|
S3 |
17,693 |
17,776 |
17,974 |
|
S4 |
17,536 |
17,619 |
17,931 |
|
|
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 |
18,080 |
17,828 |
252 |
1.4% |
147 |
0.8% |
75% |
True |
False |
1,106 |
10 |
18,234 |
17,828 |
406 |
2.3% |
138 |
0.8% |
47% |
False |
False |
604 |
20 |
18,250 |
17,601 |
649 |
3.6% |
147 |
0.8% |
64% |
False |
False |
358 |
40 |
18,250 |
17,601 |
649 |
3.6% |
149 |
0.8% |
64% |
False |
False |
190 |
60 |
18,250 |
17,410 |
840 |
4.7% |
146 |
0.8% |
72% |
False |
False |
129 |
80 |
18,250 |
17,410 |
840 |
4.7% |
119 |
0.7% |
72% |
False |
False |
98 |
100 |
18,250 |
16,932 |
1,318 |
7.3% |
99 |
0.6% |
82% |
False |
False |
78 |
120 |
18,250 |
16,831 |
1,419 |
7.9% |
89 |
0.5% |
84% |
False |
False |
66 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,747 |
2.618 |
18,491 |
1.618 |
18,334 |
1.000 |
18,237 |
0.618 |
18,177 |
HIGH |
18,080 |
0.618 |
18,020 |
0.500 |
18,002 |
0.382 |
17,983 |
LOW |
17,923 |
0.618 |
17,826 |
1.000 |
17,766 |
1.618 |
17,669 |
2.618 |
17,512 |
4.250 |
17,256 |
|
|
Fisher Pivots for day following 03-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
18,012 |
17,996 |
PP |
18,007 |
17,975 |
S1 |
18,002 |
17,954 |
|