Trading Metrics calculated at close of trading on 05-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,187.0 |
1,178.6 |
-8.4 |
-0.7% |
1,192.7 |
High |
1,188.0 |
1,179.5 |
-8.5 |
-0.7% |
1,206.4 |
Low |
1,174.5 |
1,164.4 |
-10.1 |
-0.9% |
1,164.4 |
Close |
1,177.2 |
1,170.1 |
-7.1 |
-0.6% |
1,170.1 |
Range |
13.5 |
15.1 |
1.6 |
11.9% |
42.0 |
ATR |
14.1 |
14.2 |
0.1 |
0.5% |
0.0 |
Volume |
2,832 |
3,491 |
659 |
23.3% |
11,313 |
|
Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,216.6 |
1,208.5 |
1,178.4 |
|
R3 |
1,201.5 |
1,193.4 |
1,174.3 |
|
R2 |
1,186.4 |
1,186.4 |
1,172.9 |
|
R1 |
1,178.3 |
1,178.3 |
1,171.5 |
1,174.8 |
PP |
1,171.3 |
1,171.3 |
1,171.3 |
1,169.6 |
S1 |
1,163.2 |
1,163.2 |
1,168.7 |
1,159.7 |
S2 |
1,156.2 |
1,156.2 |
1,167.3 |
|
S3 |
1,141.1 |
1,148.1 |
1,165.9 |
|
S4 |
1,126.0 |
1,133.0 |
1,161.8 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,306.3 |
1,280.2 |
1,193.2 |
|
R3 |
1,264.3 |
1,238.2 |
1,181.7 |
|
R2 |
1,222.3 |
1,222.3 |
1,177.8 |
|
R1 |
1,196.2 |
1,196.2 |
1,174.0 |
1,188.3 |
PP |
1,180.3 |
1,180.3 |
1,180.3 |
1,176.3 |
S1 |
1,154.2 |
1,154.2 |
1,166.3 |
1,146.3 |
S2 |
1,138.3 |
1,138.3 |
1,162.4 |
|
S3 |
1,096.3 |
1,112.2 |
1,158.6 |
|
S4 |
1,054.3 |
1,070.2 |
1,147.0 |
|
|
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 |
1,164.4 |
42.0 |
3.6% |
14.6 |
1.3% |
14% |
False |
True |
2,262 |
10 |
1,217.0 |
1,164.4 |
52.6 |
4.5% |
13.3 |
1.1% |
11% |
False |
True |
3,600 |
20 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
13.7 |
1.2% |
8% |
False |
True |
3,714 |
40 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
14.4 |
1.2% |
8% |
False |
True |
3,094 |
60 |
1,234.0 |
1,145.5 |
88.5 |
7.6% |
14.2 |
1.2% |
28% |
False |
False |
2,861 |
80 |
1,240.7 |
1,145.5 |
95.2 |
8.1% |
14.5 |
1.2% |
26% |
False |
False |
2,608 |
100 |
1,309.5 |
1,145.5 |
164.0 |
14.0% |
15.7 |
1.3% |
15% |
False |
False |
2,430 |
120 |
1,309.5 |
1,145.5 |
164.0 |
14.0% |
15.8 |
1.3% |
15% |
False |
False |
2,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,243.7 |
2.618 |
1,219.0 |
1.618 |
1,203.9 |
1.000 |
1,194.6 |
0.618 |
1,188.8 |
HIGH |
1,179.5 |
0.618 |
1,173.7 |
0.500 |
1,172.0 |
0.382 |
1,170.2 |
LOW |
1,164.4 |
0.618 |
1,155.1 |
1.000 |
1,149.3 |
1.618 |
1,140.0 |
2.618 |
1,124.9 |
4.250 |
1,100.2 |
|
|
Fisher Pivots for day following 05-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,172.0 |
1,181.0 |
PP |
1,171.3 |
1,177.3 |
S1 |
1,170.7 |
1,173.7 |
|