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 |
3,554.0 |
3,555.0 |
1.0 |
0.0% |
3,648.0 |
High |
3,612.0 |
3,585.0 |
-27.0 |
-0.7% |
3,677.0 |
Low |
3,544.0 |
3,500.0 |
-44.0 |
-1.2% |
3,552.0 |
Close |
3,572.0 |
3,553.0 |
-19.0 |
-0.5% |
3,558.0 |
Range |
68.0 |
85.0 |
17.0 |
25.0% |
125.0 |
ATR |
65.7 |
67.0 |
1.4 |
2.1% |
0.0 |
Volume |
11,669 |
24,546 |
12,877 |
110.4% |
9,582 |
|
Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,801.0 |
3,762.0 |
3,599.8 |
|
R3 |
3,716.0 |
3,677.0 |
3,576.4 |
|
R2 |
3,631.0 |
3,631.0 |
3,568.6 |
|
R1 |
3,592.0 |
3,592.0 |
3,560.8 |
3,569.0 |
PP |
3,546.0 |
3,546.0 |
3,546.0 |
3,534.5 |
S1 |
3,507.0 |
3,507.0 |
3,545.2 |
3,484.0 |
S2 |
3,461.0 |
3,461.0 |
3,537.4 |
|
S3 |
3,376.0 |
3,422.0 |
3,529.6 |
|
S4 |
3,291.0 |
3,337.0 |
3,506.3 |
|
|
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 |
3,653.0 |
3,500.0 |
153.0 |
4.3% |
74.0 |
2.1% |
35% |
False |
True |
12,173 |
10 |
3,678.0 |
3,500.0 |
178.0 |
5.0% |
61.9 |
1.7% |
30% |
False |
True |
8,293 |
20 |
3,678.0 |
3,438.0 |
240.0 |
6.8% |
65.9 |
1.9% |
48% |
False |
False |
12,721 |
40 |
3,761.0 |
3,438.0 |
323.0 |
9.1% |
64.8 |
1.8% |
36% |
False |
False |
7,856 |
60 |
3,761.0 |
3,438.0 |
323.0 |
9.1% |
55.3 |
1.6% |
36% |
False |
False |
5,855 |
80 |
3,761.0 |
3,263.0 |
498.0 |
14.0% |
44.6 |
1.3% |
58% |
False |
False |
4,433 |
100 |
3,761.0 |
2,979.0 |
782.0 |
22.0% |
43.4 |
1.2% |
73% |
False |
False |
3,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,946.3 |
2.618 |
3,807.5 |
1.618 |
3,722.5 |
1.000 |
3,670.0 |
0.618 |
3,637.5 |
HIGH |
3,585.0 |
0.618 |
3,552.5 |
0.500 |
3,542.5 |
0.382 |
3,532.5 |
LOW |
3,500.0 |
0.618 |
3,447.5 |
1.000 |
3,415.0 |
1.618 |
3,362.5 |
2.618 |
3,277.5 |
4.250 |
3,138.8 |
|
|
Fisher Pivots for day following 04-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3,549.5 |
3,556.0 |
PP |
3,546.0 |
3,555.0 |
S1 |
3,542.5 |
3,554.0 |
|