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 |
3,518.0 |
3,508.0 |
-10.0 |
-0.3% |
3,584.0 |
High |
3,529.0 |
3,509.0 |
-20.0 |
-0.6% |
3,612.0 |
Low |
3,485.0 |
3,433.0 |
-52.0 |
-1.5% |
3,485.0 |
Close |
3,505.0 |
3,466.0 |
-39.0 |
-1.1% |
3,505.0 |
Range |
44.0 |
76.0 |
32.0 |
72.7% |
127.0 |
ATR |
67.1 |
67.7 |
0.6 |
0.9% |
0.0 |
Volume |
54,144 |
62,472 |
8,328 |
15.4% |
109,966 |
|
Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,697.3 |
3,657.7 |
3,507.8 |
|
R3 |
3,621.3 |
3,581.7 |
3,486.9 |
|
R2 |
3,545.3 |
3,545.3 |
3,479.9 |
|
R1 |
3,505.7 |
3,505.7 |
3,473.0 |
3,487.5 |
PP |
3,469.3 |
3,469.3 |
3,469.3 |
3,460.3 |
S1 |
3,429.7 |
3,429.7 |
3,459.0 |
3,411.5 |
S2 |
3,393.3 |
3,393.3 |
3,452.1 |
|
S3 |
3,317.3 |
3,353.7 |
3,445.1 |
|
S4 |
3,241.3 |
3,277.7 |
3,424.2 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,915.0 |
3,837.0 |
3,574.9 |
|
R3 |
3,788.0 |
3,710.0 |
3,539.9 |
|
R2 |
3,661.0 |
3,661.0 |
3,528.3 |
|
R1 |
3,583.0 |
3,583.0 |
3,516.6 |
3,558.5 |
PP |
3,534.0 |
3,534.0 |
3,534.0 |
3,521.8 |
S1 |
3,456.0 |
3,456.0 |
3,493.4 |
3,431.5 |
S2 |
3,407.0 |
3,407.0 |
3,481.7 |
|
S3 |
3,280.0 |
3,329.0 |
3,470.1 |
|
S4 |
3,153.0 |
3,202.0 |
3,435.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,612.0 |
3,433.0 |
179.0 |
5.2% |
67.8 |
2.0% |
18% |
False |
True |
32,682 |
10 |
3,677.0 |
3,433.0 |
244.0 |
7.0% |
68.0 |
2.0% |
14% |
False |
True |
18,202 |
20 |
3,678.0 |
3,433.0 |
245.0 |
7.1% |
62.8 |
1.8% |
13% |
False |
True |
18,479 |
40 |
3,761.0 |
3,433.0 |
328.0 |
9.5% |
66.0 |
1.9% |
10% |
False |
True |
10,594 |
60 |
3,761.0 |
3,433.0 |
328.0 |
9.5% |
57.1 |
1.6% |
10% |
False |
True |
7,798 |
80 |
3,761.0 |
3,293.0 |
468.0 |
13.5% |
45.4 |
1.3% |
37% |
False |
False |
5,891 |
100 |
3,761.0 |
2,998.0 |
763.0 |
22.0% |
43.9 |
1.3% |
61% |
False |
False |
4,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,832.0 |
2.618 |
3,708.0 |
1.618 |
3,632.0 |
1.000 |
3,585.0 |
0.618 |
3,556.0 |
HIGH |
3,509.0 |
0.618 |
3,480.0 |
0.500 |
3,471.0 |
0.382 |
3,462.0 |
LOW |
3,433.0 |
0.618 |
3,386.0 |
1.000 |
3,357.0 |
1.618 |
3,310.0 |
2.618 |
3,234.0 |
4.250 |
3,110.0 |
|
|
Fisher Pivots for day following 08-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3,471.0 |
3,509.0 |
PP |
3,469.3 |
3,494.7 |
S1 |
3,467.7 |
3,480.3 |
|