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 |
3,653.0 |
3,584.0 |
-69.0 |
-1.9% |
3,648.0 |
High |
3,653.0 |
3,593.0 |
-60.0 |
-1.6% |
3,677.0 |
Low |
3,552.0 |
3,543.0 |
-9.0 |
-0.3% |
3,552.0 |
Close |
3,558.0 |
3,565.0 |
7.0 |
0.2% |
3,558.0 |
Range |
101.0 |
50.0 |
-51.0 |
-50.5% |
125.0 |
ATR |
66.6 |
65.4 |
-1.2 |
-1.8% |
0.0 |
Volume |
5,043 |
9,024 |
3,981 |
78.9% |
9,582 |
|
Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,717.0 |
3,691.0 |
3,592.5 |
|
R3 |
3,667.0 |
3,641.0 |
3,578.8 |
|
R2 |
3,617.0 |
3,617.0 |
3,574.2 |
|
R1 |
3,591.0 |
3,591.0 |
3,569.6 |
3,579.0 |
PP |
3,567.0 |
3,567.0 |
3,567.0 |
3,561.0 |
S1 |
3,541.0 |
3,541.0 |
3,560.4 |
3,529.0 |
S2 |
3,517.0 |
3,517.0 |
3,555.8 |
|
S3 |
3,467.0 |
3,491.0 |
3,551.3 |
|
S4 |
3,417.0 |
3,441.0 |
3,537.5 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,970.7 |
3,889.3 |
3,626.8 |
|
R3 |
3,845.7 |
3,764.3 |
3,592.4 |
|
R2 |
3,720.7 |
3,720.7 |
3,580.9 |
|
R1 |
3,639.3 |
3,639.3 |
3,569.5 |
3,617.5 |
PP |
3,595.7 |
3,595.7 |
3,595.7 |
3,584.8 |
S1 |
3,514.3 |
3,514.3 |
3,546.5 |
3,492.5 |
S2 |
3,470.7 |
3,470.7 |
3,535.1 |
|
S3 |
3,345.7 |
3,389.3 |
3,523.6 |
|
S4 |
3,220.7 |
3,264.3 |
3,489.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,677.0 |
3,543.0 |
134.0 |
3.8% |
68.2 |
1.9% |
16% |
False |
True |
3,721 |
10 |
3,678.0 |
3,517.0 |
161.0 |
4.5% |
56.4 |
1.6% |
30% |
False |
False |
11,882 |
20 |
3,678.0 |
3,438.0 |
240.0 |
6.7% |
67.6 |
1.9% |
53% |
False |
False |
10,476 |
40 |
3,761.0 |
3,438.0 |
323.0 |
9.1% |
62.5 |
1.8% |
39% |
False |
False |
6,727 |
60 |
3,761.0 |
3,438.0 |
323.0 |
9.1% |
52.5 |
1.5% |
39% |
False |
False |
5,119 |
80 |
3,761.0 |
3,263.0 |
498.0 |
14.0% |
41.9 |
1.2% |
61% |
False |
False |
3,848 |
100 |
3,761.0 |
2,954.0 |
807.0 |
22.6% |
42.5 |
1.2% |
76% |
False |
False |
3,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,805.5 |
2.618 |
3,723.9 |
1.618 |
3,673.9 |
1.000 |
3,643.0 |
0.618 |
3,623.9 |
HIGH |
3,593.0 |
0.618 |
3,573.9 |
0.500 |
3,568.0 |
0.382 |
3,562.1 |
LOW |
3,543.0 |
0.618 |
3,512.1 |
1.000 |
3,493.0 |
1.618 |
3,462.1 |
2.618 |
3,412.1 |
4.250 |
3,330.5 |
|
|
Fisher Pivots for day following 01-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3,568.0 |
3,602.5 |
PP |
3,567.0 |
3,590.0 |
S1 |
3,566.0 |
3,577.5 |
|