Trading Metrics calculated at close of trading on 01-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,190.8 |
1,192.7 |
1.9 |
0.2% |
1,207.8 |
High |
1,195.4 |
1,206.4 |
11.0 |
0.9% |
1,210.2 |
Low |
1,188.0 |
1,187.0 |
-1.0 |
-0.1% |
1,182.4 |
Close |
1,191.7 |
1,190.7 |
-1.0 |
-0.1% |
1,191.7 |
Range |
7.4 |
19.4 |
12.0 |
162.2% |
27.8 |
ATR |
14.0 |
14.4 |
0.4 |
2.8% |
0.0 |
Volume |
4,240 |
1,997 |
-2,243 |
-52.9% |
21,422 |
|
Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,252.9 |
1,241.2 |
1,201.4 |
|
R3 |
1,233.5 |
1,221.8 |
1,196.0 |
|
R2 |
1,214.1 |
1,214.1 |
1,194.3 |
|
R1 |
1,202.4 |
1,202.4 |
1,192.5 |
1,198.6 |
PP |
1,194.7 |
1,194.7 |
1,194.7 |
1,192.8 |
S1 |
1,183.0 |
1,183.0 |
1,188.9 |
1,179.2 |
S2 |
1,175.3 |
1,175.3 |
1,187.1 |
|
S3 |
1,155.9 |
1,163.6 |
1,185.4 |
|
S4 |
1,136.5 |
1,144.2 |
1,180.0 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,278.2 |
1,262.7 |
1,207.0 |
|
R3 |
1,250.4 |
1,234.9 |
1,199.3 |
|
R2 |
1,222.6 |
1,222.6 |
1,196.8 |
|
R1 |
1,207.1 |
1,207.1 |
1,194.2 |
1,201.0 |
PP |
1,194.8 |
1,194.8 |
1,194.8 |
1,191.7 |
S1 |
1,179.3 |
1,179.3 |
1,189.2 |
1,173.2 |
S2 |
1,167.0 |
1,167.0 |
1,186.6 |
|
S3 |
1,139.2 |
1,151.5 |
1,184.1 |
|
S4 |
1,111.4 |
1,123.7 |
1,176.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,210.2 |
1,182.4 |
27.8 |
2.3% |
13.4 |
1.1% |
30% |
False |
False |
4,683 |
10 |
1,234.0 |
1,182.4 |
51.6 |
4.3% |
12.7 |
1.1% |
16% |
False |
False |
3,896 |
20 |
1,234.0 |
1,181.2 |
52.8 |
4.4% |
13.4 |
1.1% |
18% |
False |
False |
3,729 |
40 |
1,234.0 |
1,172.0 |
62.0 |
5.2% |
14.1 |
1.2% |
30% |
False |
False |
3,078 |
60 |
1,234.0 |
1,145.5 |
88.5 |
7.4% |
14.6 |
1.2% |
51% |
False |
False |
2,926 |
80 |
1,275.9 |
1,145.5 |
130.4 |
11.0% |
14.8 |
1.2% |
35% |
False |
False |
2,572 |
100 |
1,309.5 |
1,145.5 |
164.0 |
13.8% |
15.5 |
1.3% |
28% |
False |
False |
2,364 |
120 |
1,309.5 |
1,145.5 |
164.0 |
13.8% |
15.9 |
1.3% |
28% |
False |
False |
2,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,288.9 |
2.618 |
1,257.2 |
1.618 |
1,237.8 |
1.000 |
1,225.8 |
0.618 |
1,218.4 |
HIGH |
1,206.4 |
0.618 |
1,199.0 |
0.500 |
1,196.7 |
0.382 |
1,194.4 |
LOW |
1,187.0 |
0.618 |
1,175.0 |
1.000 |
1,167.6 |
1.618 |
1,155.6 |
2.618 |
1,136.2 |
4.250 |
1,104.6 |
|
|
Fisher Pivots for day following 01-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,196.7 |
1,194.4 |
PP |
1,194.7 |
1,193.2 |
S1 |
1,192.7 |
1,191.9 |
|