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 |
3,578.0 |
3,554.0 |
-24.0 |
-0.7% |
3,648.0 |
High |
3,588.0 |
3,612.0 |
24.0 |
0.7% |
3,677.0 |
Low |
3,522.0 |
3,544.0 |
22.0 |
0.6% |
3,552.0 |
Close |
3,553.0 |
3,572.0 |
19.0 |
0.5% |
3,558.0 |
Range |
66.0 |
68.0 |
2.0 |
3.0% |
125.0 |
ATR |
65.5 |
65.7 |
0.2 |
0.3% |
0.0 |
Volume |
10,583 |
11,669 |
1,086 |
10.3% |
9,582 |
|
Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,780.0 |
3,744.0 |
3,609.4 |
|
R3 |
3,712.0 |
3,676.0 |
3,590.7 |
|
R2 |
3,644.0 |
3,644.0 |
3,584.5 |
|
R1 |
3,608.0 |
3,608.0 |
3,578.2 |
3,626.0 |
PP |
3,576.0 |
3,576.0 |
3,576.0 |
3,585.0 |
S1 |
3,540.0 |
3,540.0 |
3,565.8 |
3,558.0 |
S2 |
3,508.0 |
3,508.0 |
3,559.5 |
|
S3 |
3,440.0 |
3,472.0 |
3,553.3 |
|
S4 |
3,372.0 |
3,404.0 |
3,534.6 |
|
|
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 |
3,662.0 |
3,522.0 |
140.0 |
3.9% |
66.8 |
1.9% |
36% |
False |
False |
7,528 |
10 |
3,678.0 |
3,522.0 |
156.0 |
4.4% |
56.7 |
1.6% |
32% |
False |
False |
12,233 |
20 |
3,678.0 |
3,438.0 |
240.0 |
6.7% |
64.5 |
1.8% |
56% |
False |
False |
11,532 |
40 |
3,761.0 |
3,438.0 |
323.0 |
9.0% |
63.7 |
1.8% |
41% |
False |
False |
7,244 |
60 |
3,761.0 |
3,438.0 |
323.0 |
9.0% |
54.3 |
1.5% |
41% |
False |
False |
5,482 |
80 |
3,761.0 |
3,263.0 |
498.0 |
13.9% |
43.6 |
1.2% |
62% |
False |
False |
4,127 |
100 |
3,761.0 |
2,954.0 |
807.0 |
22.6% |
43.3 |
1.2% |
77% |
False |
False |
3,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,901.0 |
2.618 |
3,790.0 |
1.618 |
3,722.0 |
1.000 |
3,680.0 |
0.618 |
3,654.0 |
HIGH |
3,612.0 |
0.618 |
3,586.0 |
0.500 |
3,578.0 |
0.382 |
3,570.0 |
LOW |
3,544.0 |
0.618 |
3,502.0 |
1.000 |
3,476.0 |
1.618 |
3,434.0 |
2.618 |
3,366.0 |
4.250 |
3,255.0 |
|
|
Fisher Pivots for day following 03-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3,578.0 |
3,570.3 |
PP |
3,576.0 |
3,568.7 |
S1 |
3,574.0 |
3,567.0 |
|