Trading Metrics calculated at close of trading on 03-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,191.5 |
1,195.1 |
3.6 |
0.3% |
1,207.8 |
High |
1,197.5 |
1,197.5 |
0.0 |
0.0% |
1,210.2 |
Low |
1,188.0 |
1,181.8 |
-6.2 |
-0.5% |
1,182.4 |
Close |
1,196.3 |
1,186.9 |
-9.4 |
-0.8% |
1,191.7 |
Range |
9.5 |
15.7 |
6.2 |
65.3% |
27.8 |
ATR |
14.0 |
14.2 |
0.1 |
0.8% |
0.0 |
Volume |
1,131 |
1,862 |
731 |
64.6% |
21,422 |
|
Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,235.8 |
1,227.1 |
1,195.5 |
|
R3 |
1,220.1 |
1,211.4 |
1,191.2 |
|
R2 |
1,204.4 |
1,204.4 |
1,189.8 |
|
R1 |
1,195.7 |
1,195.7 |
1,188.3 |
1,192.2 |
PP |
1,188.7 |
1,188.7 |
1,188.7 |
1,187.0 |
S1 |
1,180.0 |
1,180.0 |
1,185.5 |
1,176.5 |
S2 |
1,173.0 |
1,173.0 |
1,184.0 |
|
S3 |
1,157.3 |
1,164.3 |
1,182.6 |
|
S4 |
1,141.6 |
1,148.6 |
1,178.3 |
|
|
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 |
1,181.8 |
24.6 |
2.1% |
12.7 |
1.1% |
21% |
False |
True |
3,133 |
10 |
1,217.0 |
1,181.8 |
35.2 |
3.0% |
12.4 |
1.0% |
14% |
False |
True |
3,649 |
20 |
1,234.0 |
1,181.2 |
52.8 |
4.4% |
13.4 |
1.1% |
11% |
False |
False |
3,652 |
40 |
1,234.0 |
1,172.0 |
62.0 |
5.2% |
14.3 |
1.2% |
24% |
False |
False |
3,006 |
60 |
1,234.0 |
1,145.5 |
88.5 |
7.5% |
14.3 |
1.2% |
47% |
False |
False |
2,856 |
80 |
1,247.4 |
1,145.5 |
101.9 |
8.6% |
14.4 |
1.2% |
41% |
False |
False |
2,570 |
100 |
1,309.5 |
1,145.5 |
164.0 |
13.8% |
15.7 |
1.3% |
25% |
False |
False |
2,387 |
120 |
1,309.5 |
1,145.5 |
164.0 |
13.8% |
15.7 |
1.3% |
25% |
False |
False |
2,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,264.2 |
2.618 |
1,238.6 |
1.618 |
1,222.9 |
1.000 |
1,213.2 |
0.618 |
1,207.2 |
HIGH |
1,197.5 |
0.618 |
1,191.5 |
0.500 |
1,189.7 |
0.382 |
1,187.8 |
LOW |
1,181.8 |
0.618 |
1,172.1 |
1.000 |
1,166.1 |
1.618 |
1,156.4 |
2.618 |
1,140.7 |
4.250 |
1,115.1 |
|
|
Fisher Pivots for day following 03-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,189.7 |
1,194.1 |
PP |
1,188.7 |
1,191.7 |
S1 |
1,187.8 |
1,189.3 |
|