Trading Metrics calculated at close of trading on 09-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,849.46 |
17,766.95 |
-82.51 |
-0.5% |
18,017.82 |
High |
17,852.35 |
17,817.83 |
-34.52 |
-0.2% |
18,168.09 |
Low |
17,760.61 |
17,714.97 |
-45.64 |
-0.3% |
17,822.90 |
Close |
17,766.55 |
17,764.04 |
-2.51 |
0.0% |
17,849.46 |
Range |
91.74 |
102.86 |
11.12 |
12.1% |
345.19 |
ATR |
145.64 |
142.58 |
-3.06 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,074.19 |
18,021.98 |
17,820.61 |
|
R3 |
17,971.33 |
17,919.12 |
17,792.33 |
|
R2 |
17,868.47 |
17,868.47 |
17,782.90 |
|
R1 |
17,816.26 |
17,816.26 |
17,773.47 |
17,790.94 |
PP |
17,765.61 |
17,765.61 |
17,765.61 |
17,752.95 |
S1 |
17,713.40 |
17,713.40 |
17,754.61 |
17,688.08 |
S2 |
17,662.75 |
17,662.75 |
17,745.18 |
|
S3 |
17,559.89 |
17,610.54 |
17,735.75 |
|
S4 |
17,457.03 |
17,507.68 |
17,707.47 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,982.39 |
18,761.11 |
18,039.31 |
|
R3 |
18,637.20 |
18,415.92 |
17,944.39 |
|
R2 |
18,292.01 |
18,292.01 |
17,912.74 |
|
R1 |
18,070.73 |
18,070.73 |
17,881.10 |
18,008.78 |
PP |
17,946.82 |
17,946.82 |
17,946.82 |
17,915.84 |
S1 |
17,725.54 |
17,725.54 |
17,817.82 |
17,663.59 |
S2 |
17,601.63 |
17,601.63 |
17,786.18 |
|
S3 |
17,256.44 |
17,380.35 |
17,754.53 |
|
S4 |
16,911.25 |
17,035.16 |
17,659.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,168.09 |
17,714.97 |
453.12 |
2.6% |
136.07 |
0.8% |
11% |
False |
True |
|
10 |
18,190.35 |
17,714.97 |
475.38 |
2.7% |
136.41 |
0.8% |
10% |
False |
True |
|
20 |
18,351.36 |
17,714.97 |
636.39 |
3.6% |
126.29 |
0.7% |
8% |
False |
True |
|
40 |
18,351.36 |
17,714.97 |
636.39 |
3.6% |
154.82 |
0.9% |
8% |
False |
True |
|
60 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
166.77 |
0.9% |
24% |
False |
False |
|
80 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
163.45 |
0.9% |
24% |
False |
False |
|
100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.4% |
176.20 |
1.0% |
55% |
False |
False |
|
120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.4% |
185.10 |
1.0% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,254.99 |
2.618 |
18,087.12 |
1.618 |
17,984.26 |
1.000 |
17,920.69 |
0.618 |
17,881.40 |
HIGH |
17,817.83 |
0.618 |
17,778.54 |
0.500 |
17,766.40 |
0.382 |
17,754.26 |
LOW |
17,714.97 |
0.618 |
17,651.40 |
1.000 |
17,612.11 |
1.618 |
17,548.54 |
2.618 |
17,445.68 |
4.250 |
17,277.82 |
|
|
Fisher Pivots for day following 09-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,766.40 |
17,827.88 |
PP |
17,765.61 |
17,806.60 |
S1 |
17,764.83 |
17,785.32 |
|