Trading Metrics calculated at close of trading on 02-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,192.7 |
1,191.5 |
-1.2 |
-0.1% |
1,207.8 |
High |
1,206.4 |
1,197.5 |
-8.9 |
-0.7% |
1,210.2 |
Low |
1,187.0 |
1,188.0 |
1.0 |
0.1% |
1,182.4 |
Close |
1,190.7 |
1,196.3 |
5.6 |
0.5% |
1,191.7 |
Range |
19.4 |
9.5 |
-9.9 |
-51.0% |
27.8 |
ATR |
14.4 |
14.0 |
-0.3 |
-2.4% |
0.0 |
Volume |
1,997 |
1,131 |
-866 |
-43.4% |
21,422 |
|
Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,222.4 |
1,218.9 |
1,201.5 |
|
R3 |
1,212.9 |
1,209.4 |
1,198.9 |
|
R2 |
1,203.4 |
1,203.4 |
1,198.0 |
|
R1 |
1,199.9 |
1,199.9 |
1,197.2 |
1,201.7 |
PP |
1,193.9 |
1,193.9 |
1,193.9 |
1,194.8 |
S1 |
1,190.4 |
1,190.4 |
1,195.4 |
1,192.2 |
S2 |
1,184.4 |
1,184.4 |
1,194.6 |
|
S3 |
1,174.9 |
1,180.9 |
1,193.7 |
|
S4 |
1,165.4 |
1,171.4 |
1,191.1 |
|
|
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 |
1,206.4 |
1,182.4 |
24.0 |
2.0% |
10.8 |
0.9% |
58% |
False |
False |
3,796 |
10 |
1,227.2 |
1,182.4 |
44.8 |
3.7% |
12.7 |
1.1% |
31% |
False |
False |
3,724 |
20 |
1,234.0 |
1,181.2 |
52.8 |
4.4% |
13.3 |
1.1% |
29% |
False |
False |
3,613 |
40 |
1,234.0 |
1,172.0 |
62.0 |
5.2% |
14.0 |
1.2% |
39% |
False |
False |
3,063 |
60 |
1,234.0 |
1,145.5 |
88.5 |
7.4% |
14.1 |
1.2% |
57% |
False |
False |
2,877 |
80 |
1,271.7 |
1,145.5 |
126.2 |
10.5% |
14.7 |
1.2% |
40% |
False |
False |
2,553 |
100 |
1,309.5 |
1,145.5 |
164.0 |
13.7% |
15.6 |
1.3% |
31% |
False |
False |
2,371 |
120 |
1,309.5 |
1,145.5 |
164.0 |
13.7% |
15.8 |
1.3% |
31% |
False |
False |
2,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,237.9 |
2.618 |
1,222.4 |
1.618 |
1,212.9 |
1.000 |
1,207.0 |
0.618 |
1,203.4 |
HIGH |
1,197.5 |
0.618 |
1,193.9 |
0.500 |
1,192.8 |
0.382 |
1,191.6 |
LOW |
1,188.0 |
0.618 |
1,182.1 |
1.000 |
1,178.5 |
1.618 |
1,172.6 |
2.618 |
1,163.1 |
4.250 |
1,147.6 |
|
|
Fisher Pivots for day following 02-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,195.1 |
1,196.7 |
PP |
1,193.9 |
1,196.6 |
S1 |
1,192.8 |
1,196.4 |
|