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 |
17,848 |
17,772 |
-76 |
-0.4% |
17,947 |
High |
17,870 |
17,780 |
-90 |
-0.5% |
18,080 |
Low |
17,735 |
17,673 |
-62 |
-0.3% |
17,735 |
Close |
17,764 |
17,689 |
-75 |
-0.4% |
17,764 |
Range |
135 |
107 |
-28 |
-20.7% |
345 |
ATR |
154 |
150 |
-3 |
-2.2% |
0 |
Volume |
4,066 |
2,375 |
-1,691 |
-41.6% |
12,614 |
|
Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,035 |
17,969 |
17,748 |
|
R3 |
17,928 |
17,862 |
17,719 |
|
R2 |
17,821 |
17,821 |
17,709 |
|
R1 |
17,755 |
17,755 |
17,699 |
17,735 |
PP |
17,714 |
17,714 |
17,714 |
17,704 |
S1 |
17,648 |
17,648 |
17,679 |
17,628 |
S2 |
17,607 |
17,607 |
17,670 |
|
S3 |
17,500 |
17,541 |
17,660 |
|
S4 |
17,393 |
17,434 |
17,630 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,895 |
18,674 |
17,954 |
|
R3 |
18,550 |
18,329 |
17,859 |
|
R2 |
18,205 |
18,205 |
17,827 |
|
R1 |
17,984 |
17,984 |
17,796 |
17,922 |
PP |
17,860 |
17,860 |
17,860 |
17,829 |
S1 |
17,639 |
17,639 |
17,733 |
17,577 |
S2 |
17,515 |
17,515 |
17,701 |
|
S3 |
17,170 |
17,294 |
17,669 |
|
S4 |
16,825 |
16,949 |
17,574 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,080 |
17,673 |
407 |
2.3% |
162 |
0.9% |
4% |
False |
True |
2,500 |
10 |
18,166 |
17,673 |
493 |
2.8% |
162 |
0.9% |
3% |
False |
True |
1,594 |
20 |
18,250 |
17,673 |
577 |
3.3% |
135 |
0.8% |
3% |
False |
True |
851 |
40 |
18,250 |
17,601 |
649 |
3.7% |
153 |
0.9% |
14% |
False |
False |
441 |
60 |
18,250 |
17,410 |
840 |
4.7% |
151 |
0.9% |
33% |
False |
False |
298 |
80 |
18,250 |
17,410 |
840 |
4.7% |
123 |
0.7% |
33% |
False |
False |
224 |
100 |
18,250 |
16,932 |
1,318 |
7.5% |
104 |
0.6% |
57% |
False |
False |
179 |
120 |
18,250 |
16,831 |
1,419 |
8.0% |
93 |
0.5% |
60% |
False |
False |
150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,235 |
2.618 |
18,060 |
1.618 |
17,953 |
1.000 |
17,887 |
0.618 |
17,846 |
HIGH |
17,780 |
0.618 |
17,739 |
0.500 |
17,727 |
0.382 |
17,714 |
LOW |
17,673 |
0.618 |
17,607 |
1.000 |
17,566 |
1.618 |
17,500 |
2.618 |
17,393 |
4.250 |
17,218 |
|
|
Fisher Pivots for day following 08-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,727 |
17,847 |
PP |
17,714 |
17,794 |
S1 |
17,702 |
17,742 |
|