Trading Metrics calculated at close of trading on 12-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
18,001.27 |
18,035.83 |
34.56 |
0.2% |
17,849.46 |
High |
18,109.77 |
18,035.83 |
-73.94 |
-0.4% |
18,109.77 |
Low |
18,001.27 |
17,857.07 |
-144.20 |
-0.8% |
17,714.97 |
Close |
18,039.37 |
17,898.84 |
-140.53 |
-0.8% |
17,898.84 |
Range |
108.50 |
178.76 |
70.26 |
64.8% |
394.80 |
ATR |
149.40 |
151.75 |
2.35 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,466.86 |
18,361.61 |
17,997.16 |
|
R3 |
18,288.10 |
18,182.85 |
17,948.00 |
|
R2 |
18,109.34 |
18,109.34 |
17,931.61 |
|
R1 |
18,004.09 |
18,004.09 |
17,915.23 |
17,967.34 |
PP |
17,930.58 |
17,930.58 |
17,930.58 |
17,912.20 |
S1 |
17,825.33 |
17,825.33 |
17,882.45 |
17,788.58 |
S2 |
17,751.82 |
17,751.82 |
17,866.07 |
|
S3 |
17,573.06 |
17,646.57 |
17,849.68 |
|
S4 |
17,394.30 |
17,467.81 |
17,800.52 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,092.26 |
18,890.35 |
18,115.98 |
|
R3 |
18,697.46 |
18,495.55 |
18,007.41 |
|
R2 |
18,302.66 |
18,302.66 |
17,971.22 |
|
R1 |
18,100.75 |
18,100.75 |
17,935.03 |
18,201.71 |
PP |
17,907.86 |
17,907.86 |
17,907.86 |
17,958.34 |
S1 |
17,705.95 |
17,705.95 |
17,862.65 |
17,806.91 |
S2 |
17,513.06 |
17,513.06 |
17,826.46 |
|
S3 |
17,118.26 |
17,311.15 |
17,790.27 |
|
S4 |
16,723.46 |
16,916.35 |
17,681.70 |
|
|
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% |
152.32 |
0.9% |
47% |
False |
False |
|
10 |
18,168.09 |
17,714.97 |
453.12 |
2.5% |
153.77 |
0.9% |
41% |
False |
False |
|
20 |
18,351.36 |
17,714.97 |
636.39 |
3.6% |
130.60 |
0.7% |
29% |
False |
False |
|
40 |
18,351.36 |
17,714.97 |
636.39 |
3.6% |
159.24 |
0.9% |
29% |
False |
False |
|
60 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
162.50 |
0.9% |
41% |
False |
False |
|
80 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
167.50 |
0.9% |
41% |
False |
False |
|
100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
174.41 |
1.0% |
66% |
False |
False |
|
120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
180.74 |
1.0% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,795.56 |
2.618 |
18,503.82 |
1.618 |
18,325.06 |
1.000 |
18,214.59 |
0.618 |
18,146.30 |
HIGH |
18,035.83 |
0.618 |
17,967.54 |
0.500 |
17,946.45 |
0.382 |
17,925.36 |
LOW |
17,857.07 |
0.618 |
17,746.60 |
1.000 |
17,678.31 |
1.618 |
17,567.84 |
2.618 |
17,389.08 |
4.250 |
17,097.34 |
|
|
Fisher Pivots for day following 12-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,946.45 |
17,937.58 |
PP |
17,930.58 |
17,924.66 |
S1 |
17,914.71 |
17,911.75 |
|