Trading Metrics calculated at close of trading on 05-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
20,610 |
20,490 |
-120 |
-0.6% |
20,515 |
High |
20,615 |
20,685 |
70 |
0.3% |
20,685 |
Low |
20,430 |
20,430 |
0 |
0.0% |
20,430 |
Close |
20,510 |
20,645 |
135 |
0.7% |
20,645 |
Range |
185 |
255 |
70 |
37.8% |
255 |
ATR |
198 |
202 |
4 |
2.0% |
0 |
Volume |
4,490 |
9,286 |
4,796 |
106.8% |
15,063 |
|
Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,352 |
21,253 |
20,785 |
|
R3 |
21,097 |
20,998 |
20,715 |
|
R2 |
20,842 |
20,842 |
20,692 |
|
R1 |
20,743 |
20,743 |
20,669 |
20,793 |
PP |
20,587 |
20,587 |
20,587 |
20,611 |
S1 |
20,488 |
20,488 |
20,622 |
20,538 |
S2 |
20,332 |
20,332 |
20,598 |
|
S3 |
20,077 |
20,233 |
20,575 |
|
S4 |
19,822 |
19,978 |
20,505 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,352 |
21,253 |
20,785 |
|
R3 |
21,097 |
20,998 |
20,715 |
|
R2 |
20,842 |
20,842 |
20,692 |
|
R1 |
20,743 |
20,743 |
20,669 |
20,793 |
PP |
20,587 |
20,587 |
20,587 |
20,611 |
S1 |
20,488 |
20,488 |
20,622 |
20,538 |
S2 |
20,332 |
20,332 |
20,598 |
|
S3 |
20,077 |
20,233 |
20,575 |
|
S4 |
19,822 |
19,978 |
20,505 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,685 |
20,430 |
255 |
1.2% |
200 |
1.0% |
84% |
True |
True |
3,012 |
10 |
20,725 |
20,250 |
475 |
2.3% |
208 |
1.0% |
83% |
False |
False |
1,622 |
20 |
20,725 |
19,450 |
1,275 |
6.2% |
181 |
0.9% |
94% |
False |
False |
821 |
40 |
20,725 |
19,180 |
1,545 |
7.5% |
140 |
0.7% |
95% |
False |
False |
420 |
60 |
20,725 |
19,180 |
1,545 |
7.5% |
108 |
0.5% |
95% |
False |
False |
280 |
80 |
20,725 |
18,005 |
2,720 |
13.2% |
81 |
0.4% |
97% |
False |
False |
211 |
100 |
20,725 |
16,900 |
3,825 |
18.5% |
65 |
0.3% |
98% |
False |
False |
169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,769 |
2.618 |
21,353 |
1.618 |
21,098 |
1.000 |
20,940 |
0.618 |
20,843 |
HIGH |
20,685 |
0.618 |
20,588 |
0.500 |
20,558 |
0.382 |
20,528 |
LOW |
20,430 |
0.618 |
20,273 |
1.000 |
20,175 |
1.618 |
20,018 |
2.618 |
19,763 |
4.250 |
19,346 |
|
|
Fisher Pivots for day following 05-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,616 |
20,616 |
PP |
20,587 |
20,587 |
S1 |
20,558 |
20,558 |
|