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 |
20,665 |
20,530 |
-135 |
-0.7% |
20,430 |
High |
20,665 |
20,665 |
0 |
0.0% |
20,725 |
Low |
20,470 |
20,500 |
30 |
0.1% |
20,395 |
Close |
20,485 |
20,645 |
160 |
0.8% |
20,515 |
Range |
195 |
165 |
-30 |
-15.4% |
330 |
ATR |
198 |
197 |
-1 |
-0.7% |
0 |
Volume |
383 |
633 |
250 |
65.3% |
1,076 |
|
Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,098 |
21,037 |
20,736 |
|
R3 |
20,933 |
20,872 |
20,691 |
|
R2 |
20,768 |
20,768 |
20,675 |
|
R1 |
20,707 |
20,707 |
20,660 |
20,738 |
PP |
20,603 |
20,603 |
20,603 |
20,619 |
S1 |
20,542 |
20,542 |
20,630 |
20,573 |
S2 |
20,438 |
20,438 |
20,615 |
|
S3 |
20,273 |
20,377 |
20,600 |
|
S4 |
20,108 |
20,212 |
20,554 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,535 |
21,355 |
20,697 |
|
R3 |
21,205 |
21,025 |
20,606 |
|
R2 |
20,875 |
20,875 |
20,576 |
|
R1 |
20,695 |
20,695 |
20,545 |
20,785 |
PP |
20,545 |
20,545 |
20,545 |
20,590 |
S1 |
20,365 |
20,365 |
20,485 |
20,455 |
S2 |
20,215 |
20,215 |
20,455 |
|
S3 |
19,885 |
20,035 |
20,424 |
|
S4 |
19,555 |
19,705 |
20,334 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,690 |
20,440 |
250 |
1.2% |
192 |
0.9% |
82% |
False |
False |
443 |
10 |
20,725 |
20,230 |
495 |
2.4% |
191 |
0.9% |
84% |
False |
False |
250 |
20 |
20,725 |
19,180 |
1,545 |
7.5% |
182 |
0.9% |
95% |
False |
False |
134 |
40 |
20,725 |
19,180 |
1,545 |
7.5% |
135 |
0.7% |
95% |
False |
False |
75 |
60 |
20,725 |
18,840 |
1,885 |
9.1% |
101 |
0.5% |
96% |
False |
False |
51 |
80 |
20,725 |
17,900 |
2,825 |
13.7% |
76 |
0.4% |
97% |
False |
False |
38 |
100 |
20,725 |
16,900 |
3,825 |
18.5% |
61 |
0.3% |
98% |
False |
False |
31 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,366 |
2.618 |
21,097 |
1.618 |
20,932 |
1.000 |
20,830 |
0.618 |
20,767 |
HIGH |
20,665 |
0.618 |
20,602 |
0.500 |
20,583 |
0.382 |
20,563 |
LOW |
20,500 |
0.618 |
20,398 |
1.000 |
20,335 |
1.618 |
20,233 |
2.618 |
20,068 |
4.250 |
19,799 |
|
|
Fisher Pivots for day following 03-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,624 |
20,622 |
PP |
20,603 |
20,598 |
S1 |
20,583 |
20,575 |
|