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 |
20,490 |
20,650 |
160 |
0.8% |
20,515 |
High |
20,685 |
20,650 |
-35 |
-0.2% |
20,685 |
Low |
20,430 |
20,340 |
-90 |
-0.4% |
20,430 |
Close |
20,645 |
20,350 |
-295 |
-1.4% |
20,645 |
Range |
255 |
310 |
55 |
21.6% |
255 |
ATR |
202 |
210 |
8 |
3.8% |
0 |
Volume |
9,286 |
37,906 |
28,620 |
308.2% |
15,063 |
|
Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,377 |
21,173 |
20,521 |
|
R3 |
21,067 |
20,863 |
20,435 |
|
R2 |
20,757 |
20,757 |
20,407 |
|
R1 |
20,553 |
20,553 |
20,379 |
20,500 |
PP |
20,447 |
20,447 |
20,447 |
20,420 |
S1 |
20,243 |
20,243 |
20,322 |
20,190 |
S2 |
20,137 |
20,137 |
20,293 |
|
S3 |
19,827 |
19,933 |
20,265 |
|
S4 |
19,517 |
19,623 |
20,180 |
|
|
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 |
20,340 |
345 |
1.7% |
222 |
1.1% |
3% |
False |
True |
10,539 |
10 |
20,725 |
20,340 |
385 |
1.9% |
220 |
1.1% |
3% |
False |
True |
5,404 |
20 |
20,725 |
19,580 |
1,145 |
5.6% |
181 |
0.9% |
67% |
False |
False |
2,713 |
40 |
20,725 |
19,180 |
1,545 |
7.6% |
145 |
0.7% |
76% |
False |
False |
1,366 |
60 |
20,725 |
19,180 |
1,545 |
7.6% |
113 |
0.6% |
76% |
False |
False |
912 |
80 |
20,725 |
18,135 |
2,590 |
12.7% |
85 |
0.4% |
86% |
False |
False |
684 |
100 |
20,725 |
16,925 |
3,800 |
18.7% |
68 |
0.3% |
90% |
False |
False |
548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,968 |
2.618 |
21,462 |
1.618 |
21,152 |
1.000 |
20,960 |
0.618 |
20,842 |
HIGH |
20,650 |
0.618 |
20,532 |
0.500 |
20,495 |
0.382 |
20,459 |
LOW |
20,340 |
0.618 |
20,149 |
1.000 |
20,030 |
1.618 |
19,839 |
2.618 |
19,529 |
4.250 |
19,023 |
|
|
Fisher Pivots for day following 08-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,495 |
20,513 |
PP |
20,447 |
20,458 |
S1 |
20,398 |
20,404 |
|