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 |
20,530 |
20,610 |
80 |
0.4% |
20,430 |
High |
20,665 |
20,615 |
-50 |
-0.2% |
20,725 |
Low |
20,500 |
20,430 |
-70 |
-0.3% |
20,395 |
Close |
20,645 |
20,510 |
-135 |
-0.7% |
20,515 |
Range |
165 |
185 |
20 |
12.1% |
330 |
ATR |
197 |
198 |
1 |
0.6% |
0 |
Volume |
633 |
4,490 |
3,857 |
609.3% |
1,076 |
|
Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,073 |
20,977 |
20,612 |
|
R3 |
20,888 |
20,792 |
20,561 |
|
R2 |
20,703 |
20,703 |
20,544 |
|
R1 |
20,607 |
20,607 |
20,527 |
20,563 |
PP |
20,518 |
20,518 |
20,518 |
20,496 |
S1 |
20,422 |
20,422 |
20,493 |
20,378 |
S2 |
20,333 |
20,333 |
20,476 |
|
S3 |
20,148 |
20,237 |
20,459 |
|
S4 |
19,963 |
20,052 |
20,408 |
|
|
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 |
20,430 |
260 |
1.3% |
199 |
1.0% |
31% |
False |
True |
1,179 |
10 |
20,725 |
20,235 |
490 |
2.4% |
197 |
1.0% |
56% |
False |
False |
696 |
20 |
20,725 |
19,180 |
1,545 |
7.5% |
181 |
0.9% |
86% |
False |
False |
358 |
40 |
20,725 |
19,180 |
1,545 |
7.5% |
138 |
0.7% |
86% |
False |
False |
188 |
60 |
20,725 |
19,180 |
1,545 |
7.5% |
104 |
0.5% |
86% |
False |
False |
126 |
80 |
20,725 |
18,005 |
2,720 |
13.3% |
78 |
0.4% |
92% |
False |
False |
95 |
100 |
20,725 |
16,900 |
3,825 |
18.6% |
62 |
0.3% |
94% |
False |
False |
76 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,401 |
2.618 |
21,099 |
1.618 |
20,914 |
1.000 |
20,800 |
0.618 |
20,729 |
HIGH |
20,615 |
0.618 |
20,544 |
0.500 |
20,523 |
0.382 |
20,501 |
LOW |
20,430 |
0.618 |
20,316 |
1.000 |
20,245 |
1.618 |
20,131 |
2.618 |
19,946 |
4.250 |
19,644 |
|
|
Fisher Pivots for day following 04-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,523 |
20,548 |
PP |
20,518 |
20,535 |
S1 |
20,514 |
20,523 |
|