Trading Metrics calculated at close of trading on 15-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
18,035.83 |
17,890.76 |
-145.07 |
-0.8% |
17,849.46 |
High |
18,035.83 |
17,890.76 |
-145.07 |
-0.8% |
18,109.77 |
Low |
17,857.07 |
17,698.42 |
-158.65 |
-0.9% |
17,714.97 |
Close |
17,898.84 |
17,791.17 |
-107.67 |
-0.6% |
17,898.84 |
Range |
178.76 |
192.34 |
13.58 |
7.6% |
394.80 |
ATR |
151.75 |
155.22 |
3.48 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,370.47 |
18,273.16 |
17,896.96 |
|
R3 |
18,178.13 |
18,080.82 |
17,844.06 |
|
R2 |
17,985.79 |
17,985.79 |
17,826.43 |
|
R1 |
17,888.48 |
17,888.48 |
17,808.80 |
17,840.97 |
PP |
17,793.45 |
17,793.45 |
17,793.45 |
17,769.69 |
S1 |
17,696.14 |
17,696.14 |
17,773.54 |
17,648.63 |
S2 |
17,601.11 |
17,601.11 |
17,755.91 |
|
S3 |
17,408.77 |
17,503.80 |
17,738.28 |
|
S4 |
17,216.43 |
17,311.46 |
17,685.38 |
|
|
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 |
17,698.42 |
411.35 |
2.3% |
172.44 |
1.0% |
23% |
False |
True |
|
10 |
18,168.09 |
17,698.42 |
469.67 |
2.6% |
160.63 |
0.9% |
20% |
False |
True |
|
20 |
18,351.36 |
17,698.42 |
652.94 |
3.7% |
137.34 |
0.8% |
14% |
False |
True |
|
40 |
18,351.36 |
17,698.42 |
652.94 |
3.7% |
155.19 |
0.9% |
14% |
False |
True |
|
60 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
163.40 |
0.9% |
27% |
False |
False |
|
80 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
168.60 |
0.9% |
27% |
False |
False |
|
100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.4% |
174.30 |
1.0% |
57% |
False |
False |
|
120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.4% |
181.28 |
1.0% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,708.21 |
2.618 |
18,394.31 |
1.618 |
18,201.97 |
1.000 |
18,083.10 |
0.618 |
18,009.63 |
HIGH |
17,890.76 |
0.618 |
17,817.29 |
0.500 |
17,794.59 |
0.382 |
17,771.89 |
LOW |
17,698.42 |
0.618 |
17,579.55 |
1.000 |
17,506.08 |
1.618 |
17,387.21 |
2.618 |
17,194.87 |
4.250 |
16,880.98 |
|
|
Fisher Pivots for day following 15-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,794.59 |
17,904.10 |
PP |
17,793.45 |
17,866.45 |
S1 |
17,792.31 |
17,828.81 |
|