Trading Metrics calculated at close of trading on 04-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,931 |
18,011 |
80 |
0.4% |
18,157 |
High |
18,080 |
18,020 |
-60 |
-0.3% |
18,166 |
Low |
17,923 |
17,785 |
-138 |
-0.8% |
17,878 |
Close |
18,017 |
17,846 |
-171 |
-0.9% |
17,928 |
Range |
157 |
235 |
78 |
49.7% |
288 |
ATR |
149 |
155 |
6 |
4.1% |
0 |
Volume |
1,936 |
3,657 |
1,721 |
88.9% |
954 |
|
Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,589 |
18,452 |
17,975 |
|
R3 |
18,354 |
18,217 |
17,911 |
|
R2 |
18,119 |
18,119 |
17,889 |
|
R1 |
17,982 |
17,982 |
17,868 |
17,933 |
PP |
17,884 |
17,884 |
17,884 |
17,859 |
S1 |
17,747 |
17,747 |
17,825 |
17,698 |
S2 |
17,649 |
17,649 |
17,803 |
|
S3 |
17,414 |
17,512 |
17,782 |
|
S4 |
17,179 |
17,277 |
17,717 |
|
|
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 |
17,785 |
295 |
1.7% |
176 |
1.0% |
21% |
False |
True |
1,756 |
10 |
18,200 |
17,785 |
415 |
2.3% |
153 |
0.9% |
15% |
False |
True |
959 |
20 |
18,250 |
17,601 |
649 |
3.6% |
146 |
0.8% |
38% |
False |
False |
538 |
40 |
18,250 |
17,601 |
649 |
3.6% |
152 |
0.8% |
38% |
False |
False |
281 |
60 |
18,250 |
17,410 |
840 |
4.7% |
150 |
0.8% |
52% |
False |
False |
190 |
80 |
18,250 |
17,410 |
840 |
4.7% |
122 |
0.7% |
52% |
False |
False |
143 |
100 |
18,250 |
16,932 |
1,318 |
7.4% |
101 |
0.6% |
69% |
False |
False |
115 |
120 |
18,250 |
16,831 |
1,419 |
8.0% |
91 |
0.5% |
72% |
False |
False |
96 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,019 |
2.618 |
18,635 |
1.618 |
18,400 |
1.000 |
18,255 |
0.618 |
18,165 |
HIGH |
18,020 |
0.618 |
17,930 |
0.500 |
17,903 |
0.382 |
17,875 |
LOW |
17,785 |
0.618 |
17,640 |
1.000 |
17,550 |
1.618 |
17,405 |
2.618 |
17,170 |
4.250 |
16,786 |
|
|
Fisher Pivots for day following 04-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,903 |
17,933 |
PP |
17,884 |
17,904 |
S1 |
17,865 |
17,875 |
|