Trading Metrics calculated at close of trading on 11-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,765.38 |
18,001.27 |
235.89 |
1.3% |
18,017.82 |
High |
18,045.14 |
18,109.77 |
64.63 |
0.4% |
18,168.09 |
Low |
17,765.38 |
18,001.27 |
235.89 |
1.3% |
17,822.90 |
Close |
18,000.40 |
18,039.37 |
38.97 |
0.2% |
17,849.46 |
Range |
279.76 |
108.50 |
-171.26 |
-61.2% |
345.19 |
ATR |
152.48 |
149.40 |
-3.08 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,375.64 |
18,316.00 |
18,099.05 |
|
R3 |
18,267.14 |
18,207.50 |
18,069.21 |
|
R2 |
18,158.64 |
18,158.64 |
18,059.26 |
|
R1 |
18,099.00 |
18,099.00 |
18,049.32 |
18,128.82 |
PP |
18,050.14 |
18,050.14 |
18,050.14 |
18,065.05 |
S1 |
17,990.50 |
17,990.50 |
18,029.42 |
18,020.32 |
S2 |
17,941.64 |
17,941.64 |
18,019.48 |
|
S3 |
17,833.14 |
17,882.00 |
18,009.53 |
|
S4 |
17,724.64 |
17,773.50 |
17,979.70 |
|
|
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 |
18,109.77 |
17,714.97 |
394.80 |
2.2% |
140.15 |
0.8% |
82% |
True |
False |
|
10 |
18,168.09 |
17,714.97 |
453.12 |
2.5% |
151.93 |
0.8% |
72% |
False |
False |
|
20 |
18,351.36 |
17,714.97 |
636.39 |
3.5% |
131.30 |
0.7% |
51% |
False |
False |
|
40 |
18,351.36 |
17,714.97 |
636.39 |
3.5% |
157.40 |
0.9% |
51% |
False |
False |
|
60 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
166.18 |
0.9% |
60% |
False |
False |
|
80 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
166.10 |
0.9% |
60% |
False |
False |
|
100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
175.04 |
1.0% |
76% |
False |
False |
|
120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
182.67 |
1.0% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,570.90 |
2.618 |
18,393.82 |
1.618 |
18,285.32 |
1.000 |
18,218.27 |
0.618 |
18,176.82 |
HIGH |
18,109.77 |
0.618 |
18,068.32 |
0.500 |
18,055.52 |
0.382 |
18,042.72 |
LOW |
18,001.27 |
0.618 |
17,934.22 |
1.000 |
17,892.77 |
1.618 |
17,825.72 |
2.618 |
17,717.22 |
4.250 |
17,540.15 |
|
|
Fisher Pivots for day following 11-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
18,055.52 |
17,997.04 |
PP |
18,050.14 |
17,954.70 |
S1 |
18,044.75 |
17,912.37 |
|