Trading Metrics calculated at close of trading on 04-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,195.1 |
1,187.0 |
-8.1 |
-0.7% |
1,207.8 |
High |
1,197.5 |
1,188.0 |
-9.5 |
-0.8% |
1,210.2 |
Low |
1,181.8 |
1,174.5 |
-7.3 |
-0.6% |
1,182.4 |
Close |
1,186.9 |
1,177.2 |
-9.7 |
-0.8% |
1,191.7 |
Range |
15.7 |
13.5 |
-2.2 |
-14.0% |
27.8 |
ATR |
14.2 |
14.1 |
0.0 |
-0.3% |
0.0 |
Volume |
1,862 |
2,832 |
970 |
52.1% |
21,422 |
|
Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,220.4 |
1,212.3 |
1,184.6 |
|
R3 |
1,206.9 |
1,198.8 |
1,180.9 |
|
R2 |
1,193.4 |
1,193.4 |
1,179.7 |
|
R1 |
1,185.3 |
1,185.3 |
1,178.4 |
1,182.6 |
PP |
1,179.9 |
1,179.9 |
1,179.9 |
1,178.6 |
S1 |
1,171.8 |
1,171.8 |
1,176.0 |
1,169.1 |
S2 |
1,166.4 |
1,166.4 |
1,174.7 |
|
S3 |
1,152.9 |
1,158.3 |
1,173.5 |
|
S4 |
1,139.4 |
1,144.8 |
1,169.8 |
|
|
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 |
1,174.5 |
31.9 |
2.7% |
13.1 |
1.1% |
8% |
False |
True |
2,412 |
10 |
1,217.0 |
1,174.5 |
42.5 |
3.6% |
12.8 |
1.1% |
6% |
False |
True |
3,595 |
20 |
1,234.0 |
1,174.5 |
59.5 |
5.1% |
13.7 |
1.2% |
5% |
False |
True |
3,683 |
40 |
1,234.0 |
1,172.0 |
62.0 |
5.3% |
14.3 |
1.2% |
8% |
False |
False |
3,043 |
60 |
1,234.0 |
1,145.5 |
88.5 |
7.5% |
14.3 |
1.2% |
36% |
False |
False |
2,854 |
80 |
1,247.4 |
1,145.5 |
101.9 |
8.7% |
14.5 |
1.2% |
31% |
False |
False |
2,587 |
100 |
1,309.5 |
1,145.5 |
164.0 |
13.9% |
15.7 |
1.3% |
19% |
False |
False |
2,412 |
120 |
1,309.5 |
1,145.5 |
164.0 |
13.9% |
15.8 |
1.3% |
19% |
False |
False |
2,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,245.4 |
2.618 |
1,223.3 |
1.618 |
1,209.8 |
1.000 |
1,201.5 |
0.618 |
1,196.3 |
HIGH |
1,188.0 |
0.618 |
1,182.8 |
0.500 |
1,181.3 |
0.382 |
1,179.7 |
LOW |
1,174.5 |
0.618 |
1,166.2 |
1.000 |
1,161.0 |
1.618 |
1,152.7 |
2.618 |
1,139.2 |
4.250 |
1,117.1 |
|
|
Fisher Pivots for day following 04-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,181.3 |
1,186.0 |
PP |
1,179.9 |
1,183.1 |
S1 |
1,178.6 |
1,180.1 |
|